DAX Index Future December 2009


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 5,671.5 5,735.0 63.5 1.1% 5,528.5
High 5,704.5 5,816.5 112.0 2.0% 5,730.5
Low 5,616.5 5,731.5 115.0 2.0% 5,528.5
Close 5,690.0 5,802.5 112.5 2.0% 5,690.0
Range 88.0 85.0 -3.0 -3.4% 202.0
ATR 118.5 119.1 0.6 0.5% 0.0
Volume 129,318 137,114 7,796 6.0% 702,850
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,038.5 6,005.5 5,849.3
R3 5,953.5 5,920.5 5,825.9
R2 5,868.5 5,868.5 5,818.1
R1 5,835.5 5,835.5 5,810.3 5,852.0
PP 5,783.5 5,783.5 5,783.5 5,791.8
S1 5,750.5 5,750.5 5,794.7 5,767.0
S2 5,698.5 5,698.5 5,786.9
S3 5,613.5 5,665.5 5,779.1
S4 5,528.5 5,580.5 5,755.8
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 5,816.5 5,597.0 219.5 3.8% 77.5 1.3% 94% True False 142,047
10 5,816.5 5,316.0 500.5 8.6% 97.8 1.7% 97% True False 152,944
20 5,894.0 5,316.0 578.0 10.0% 119.1 2.1% 84% False False 170,757
40 5,894.0 5,316.0 578.0 10.0% 112.3 1.9% 84% False False 162,063
60 5,894.0 5,268.5 625.5 10.8% 103.4 1.8% 85% False False 117,791
80 5,894.0 5,152.5 741.5 12.8% 105.7 1.8% 88% False False 88,631
100 5,894.0 4,540.0 1,354.0 23.3% 106.0 1.8% 93% False False 71,018
120 5,894.0 4,540.0 1,354.0 23.3% 105.9 1.8% 93% False False 59,482
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 18.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,177.8
2.618 6,039.0
1.618 5,954.0
1.000 5,901.5
0.618 5,869.0
HIGH 5,816.5
0.618 5,784.0
0.500 5,774.0
0.382 5,764.0
LOW 5,731.5
0.618 5,679.0
1.000 5,646.5
1.618 5,594.0
2.618 5,509.0
4.250 5,370.3
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 5,793.0 5,773.8
PP 5,783.5 5,745.2
S1 5,774.0 5,716.5

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

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