DAX Index Future December 2009


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 5,735.0 5,787.0 52.0 0.9% 5,528.5
High 5,816.5 5,814.0 -2.5 0.0% 5,730.5
Low 5,731.5 5,763.0 31.5 0.5% 5,528.5
Close 5,802.5 5,782.5 -20.0 -0.3% 5,690.0
Range 85.0 51.0 -34.0 -40.0% 202.0
ATR 119.1 114.2 -4.9 -4.1% 0.0
Volume 137,114 119,501 -17,613 -12.8% 702,850
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,939.5 5,912.0 5,810.6
R3 5,888.5 5,861.0 5,796.5
R2 5,837.5 5,837.5 5,791.9
R1 5,810.0 5,810.0 5,787.2 5,798.3
PP 5,786.5 5,786.5 5,786.5 5,780.6
S1 5,759.0 5,759.0 5,777.8 5,747.3
S2 5,735.5 5,735.5 5,773.2
S3 5,684.5 5,708.0 5,768.5
S4 5,633.5 5,657.0 5,754.5
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 5,616.5 200.0 3.5% 76.3 1.3% 83% False False 138,636
10 5,816.5 5,358.0 458.5 7.9% 94.7 1.6% 93% False False 146,675
20 5,862.5 5,316.0 546.5 9.5% 116.2 2.0% 85% False False 168,456
40 5,894.0 5,316.0 578.0 10.0% 112.0 1.9% 81% False False 162,147
60 5,894.0 5,268.5 625.5 10.8% 103.3 1.8% 82% False False 119,777
80 5,894.0 5,152.5 741.5 12.8% 105.3 1.8% 85% False False 90,121
100 5,894.0 4,540.0 1,354.0 23.4% 105.0 1.8% 92% False False 72,210
120 5,894.0 4,540.0 1,354.0 23.4% 105.2 1.8% 92% False False 60,476
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.7
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 6,030.8
2.618 5,947.5
1.618 5,896.5
1.000 5,865.0
0.618 5,845.5
HIGH 5,814.0
0.618 5,794.5
0.500 5,788.5
0.382 5,782.5
LOW 5,763.0
0.618 5,731.5
1.000 5,712.0
1.618 5,680.5
2.618 5,629.5
4.250 5,546.3
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 5,788.5 5,760.5
PP 5,786.5 5,738.5
S1 5,784.5 5,716.5

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

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