DAX Index Future December 2009


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 5,657.0 5,654.5 -2.5 0.0% 5,413.0
High 5,708.5 5,730.5 22.0 0.4% 5,533.0
Low 5,646.0 5,635.5 -10.5 -0.2% 5,316.0
Close 5,669.5 5,673.0 3.5 0.1% 5,489.0
Range 62.5 95.0 32.5 52.0% 217.0
ATR 122.8 120.8 -2.0 -1.6% 0.0
Volume 145,556 161,692 16,136 11.1% 884,321
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,964.7 5,913.8 5,725.3
R3 5,869.7 5,818.8 5,699.1
R2 5,774.7 5,774.7 5,690.4
R1 5,723.8 5,723.8 5,681.7 5,749.3
PP 5,679.7 5,679.7 5,679.7 5,692.4
S1 5,628.8 5,628.8 5,664.3 5,654.3
S2 5,584.7 5,584.7 5,655.6
S3 5,489.7 5,533.8 5,646.9
S4 5,394.7 5,438.8 5,620.8
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 5,730.5 5,411.0 319.5 5.6% 93.1 1.6% 82% True False 150,131
10 5,730.5 5,316.0 414.5 7.3% 116.5 2.1% 86% True False 167,240
20 5,894.0 5,316.0 578.0 10.2% 123.3 2.2% 62% False False 172,561
40 5,894.0 5,316.0 578.0 10.2% 111.9 2.0% 62% False False 162,801
60 5,894.0 5,268.5 625.5 11.0% 104.7 1.8% 65% False False 113,428
80 5,894.0 5,111.0 783.0 13.8% 106.8 1.9% 72% False False 85,335
100 5,894.0 4,540.0 1,354.0 23.9% 106.6 1.9% 84% False False 68,365
120 5,894.0 4,540.0 1,354.0 23.9% 105.5 1.9% 84% False False 57,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,134.3
2.618 5,979.2
1.618 5,884.2
1.000 5,825.5
0.618 5,789.2
HIGH 5,730.5
0.618 5,694.2
0.500 5,683.0
0.382 5,671.8
LOW 5,635.5
0.618 5,576.8
1.000 5,540.5
1.618 5,481.8
2.618 5,386.8
4.250 5,231.8
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 5,683.0 5,669.9
PP 5,679.7 5,666.8
S1 5,676.3 5,663.8

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

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