DAX Index Future December 2009


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 5,654.5 5,671.5 17.0 0.3% 5,528.5
High 5,730.5 5,704.5 -26.0 -0.5% 5,730.5
Low 5,635.5 5,616.5 -19.0 -0.3% 5,528.5
Close 5,673.0 5,690.0 17.0 0.3% 5,690.0
Range 95.0 88.0 -7.0 -7.4% 202.0
ATR 120.8 118.5 -2.3 -1.9% 0.0
Volume 161,692 129,318 -32,374 -20.0% 702,850
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,934.3 5,900.2 5,738.4
R3 5,846.3 5,812.2 5,714.2
R2 5,758.3 5,758.3 5,706.1
R1 5,724.2 5,724.2 5,698.1 5,741.3
PP 5,670.3 5,670.3 5,670.3 5,678.9
S1 5,636.2 5,636.2 5,681.9 5,653.3
S2 5,582.3 5,582.3 5,673.9
S3 5,494.3 5,548.2 5,665.8
S4 5,406.3 5,460.2 5,641.6
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,255.7 6,174.8 5,801.1
R3 6,053.7 5,972.8 5,745.6
R2 5,851.7 5,851.7 5,727.0
R1 5,770.8 5,770.8 5,708.5 5,811.3
PP 5,649.7 5,649.7 5,649.7 5,669.9
S1 5,568.8 5,568.8 5,671.5 5,609.3
S2 5,447.7 5,447.7 5,653.0
S3 5,245.7 5,366.8 5,634.5
S4 5,043.7 5,164.8 5,578.9
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 5,528.5 202.0 3.6% 86.3 1.5% 80% False False 140,570
10 5,730.5 5,316.0 414.5 7.3% 103.2 1.8% 90% False False 158,717
20 5,894.0 5,316.0 578.0 10.2% 119.8 2.1% 65% False False 170,031
40 5,894.0 5,316.0 578.0 10.2% 112.6 2.0% 65% False False 162,045
60 5,894.0 5,268.5 625.5 11.0% 105.2 1.8% 67% False False 115,564
80 5,894.0 5,152.5 741.5 13.0% 105.9 1.9% 72% False False 86,919
100 5,894.0 4,540.0 1,354.0 23.8% 106.2 1.9% 85% False False 69,653
120 5,894.0 4,540.0 1,354.0 23.8% 105.7 1.9% 85% False False 58,340
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,078.5
2.618 5,934.9
1.618 5,846.9
1.000 5,792.5
0.618 5,758.9
HIGH 5,704.5
0.618 5,670.9
0.500 5,660.5
0.382 5,650.1
LOW 5,616.5
0.618 5,562.1
1.000 5,528.5
1.618 5,474.1
2.618 5,386.1
4.250 5,242.5
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 5,680.2 5,684.5
PP 5,670.3 5,679.0
S1 5,660.5 5,673.5

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

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