DAX Index Future December 2009


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 5,383.0 5,480.0 97.0 1.8% 5,413.0
High 5,516.5 5,533.0 16.5 0.3% 5,533.0
Low 5,358.0 5,411.0 53.0 1.0% 5,316.0
Close 5,490.5 5,489.0 -1.5 0.0% 5,489.0
Range 158.5 122.0 -36.5 -23.0% 217.0
ATR 128.2 127.7 -0.4 -0.3% 0.0
Volume 167,985 177,124 9,139 5.4% 884,321
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,843.7 5,788.3 5,556.1
R3 5,721.7 5,666.3 5,522.6
R2 5,599.7 5,599.7 5,511.4
R1 5,544.3 5,544.3 5,500.2 5,572.0
PP 5,477.7 5,477.7 5,477.7 5,491.5
S1 5,422.3 5,422.3 5,477.8 5,450.0
S2 5,355.7 5,355.7 5,466.6
S3 5,233.7 5,300.3 5,455.5
S4 5,111.7 5,178.3 5,421.9
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,097.0 6,010.0 5,608.4
R3 5,880.0 5,793.0 5,548.7
R2 5,663.0 5,663.0 5,528.8
R1 5,576.0 5,576.0 5,508.9 5,619.5
PP 5,446.0 5,446.0 5,446.0 5,467.8
S1 5,359.0 5,359.0 5,469.1 5,402.5
S2 5,229.0 5,229.0 5,449.2
S3 5,012.0 5,142.0 5,429.3
S4 4,795.0 4,925.0 5,369.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,533.0 5,316.0 217.0 4.0% 120.1 2.2% 80% True False 176,864
10 5,804.0 5,316.0 488.0 8.9% 140.0 2.6% 35% False False 187,354
20 5,894.0 5,316.0 578.0 10.5% 122.5 2.2% 30% False False 171,465
40 5,894.0 5,316.0 578.0 10.5% 111.1 2.0% 30% False False 153,866
60 5,894.0 5,165.0 729.0 13.3% 105.8 1.9% 44% False False 103,940
80 5,894.0 4,965.5 928.5 16.9% 106.3 1.9% 56% False False 78,176
100 5,894.0 4,540.0 1,354.0 24.7% 107.7 2.0% 70% False False 62,675
120 5,894.0 4,540.0 1,354.0 24.7% 106.5 1.9% 70% False False 52,490
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,051.5
2.618 5,852.4
1.618 5,730.4
1.000 5,655.0
0.618 5,608.4
HIGH 5,533.0
0.618 5,486.4
0.500 5,472.0
0.382 5,457.6
LOW 5,411.0
0.618 5,335.6
1.000 5,289.0
1.618 5,213.6
2.618 5,091.6
4.250 4,892.5
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 5,483.3 5,474.5
PP 5,477.7 5,460.0
S1 5,472.0 5,445.5

These figures are updated between 7pm and 10pm EST after a trading day.

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