DAX Index Future December 2009


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 5,635.0 5,657.0 22.0 0.4% 5,413.0
High 5,654.0 5,708.5 54.5 1.0% 5,533.0
Low 5,597.0 5,646.0 49.0 0.9% 5,316.0
Close 5,619.0 5,669.5 50.5 0.9% 5,489.0
Range 57.0 62.5 5.5 9.6% 217.0
ATR 125.4 122.8 -2.6 -2.0% 0.0
Volume 136,559 145,556 8,997 6.6% 884,321
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,862.2 5,828.3 5,703.9
R3 5,799.7 5,765.8 5,686.7
R2 5,737.2 5,737.2 5,681.0
R1 5,703.3 5,703.3 5,675.2 5,720.3
PP 5,674.7 5,674.7 5,674.7 5,683.1
S1 5,640.8 5,640.8 5,663.8 5,657.8
S2 5,612.2 5,612.2 5,658.0
S3 5,549.7 5,578.3 5,652.3
S4 5,487.2 5,515.8 5,635.1
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 5,708.5 5,358.0 350.5 6.2% 105.8 1.9% 89% True False 151,389
10 5,708.5 5,316.0 392.5 6.9% 122.3 2.2% 90% True False 168,238
20 5,894.0 5,316.0 578.0 10.2% 121.7 2.1% 61% False False 171,275
40 5,894.0 5,316.0 578.0 10.2% 110.9 2.0% 61% False False 160,940
60 5,894.0 5,165.0 729.0 12.9% 105.0 1.9% 69% False False 110,753
80 5,894.0 5,057.0 837.0 14.8% 106.7 1.9% 73% False False 83,315
100 5,894.0 4,540.0 1,354.0 23.9% 106.9 1.9% 83% False False 66,752
120 5,894.0 4,540.0 1,354.0 23.9% 105.3 1.9% 83% False False 55,916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 19.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,974.1
2.618 5,872.1
1.618 5,809.6
1.000 5,771.0
0.618 5,747.1
HIGH 5,708.5
0.618 5,684.6
0.500 5,677.3
0.382 5,669.9
LOW 5,646.0
0.618 5,607.4
1.000 5,583.5
1.618 5,544.9
2.618 5,482.4
4.250 5,380.4
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 5,677.3 5,652.5
PP 5,674.7 5,635.5
S1 5,672.1 5,618.5

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

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