DAX Index Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 5,809.5 5,800.0 -9.5 -0.2% 5,528.5
High 5,847.5 5,800.0 -47.5 -0.8% 5,730.5
Low 5,772.0 5,690.0 -82.0 -1.4% 5,528.5
Close 5,798.5 5,713.5 -85.0 -1.5% 5,690.0
Range 75.5 110.0 34.5 45.7% 202.0
ATR 111.4 111.3 -0.1 -0.1% 0.0
Volume 119,504 151,177 31,673 26.5% 702,850
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,064.5 5,999.0 5,774.0
R3 5,954.5 5,889.0 5,743.8
R2 5,844.5 5,844.5 5,733.7
R1 5,779.0 5,779.0 5,723.6 5,756.8
PP 5,734.5 5,734.5 5,734.5 5,723.4
S1 5,669.0 5,669.0 5,703.4 5,646.8
S2 5,624.5 5,624.5 5,693.3
S3 5,514.5 5,559.0 5,683.3
S4 5,404.5 5,449.0 5,653.0
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 5,847.5 5,616.5 231.0 4.0% 81.9 1.4% 42% False False 131,322
10 5,847.5 5,411.0 436.5 7.6% 87.5 1.5% 69% False False 140,727
20 5,852.0 5,316.0 536.0 9.4% 113.9 2.0% 74% False False 163,449
40 5,894.0 5,316.0 578.0 10.1% 110.6 1.9% 69% False False 160,172
60 5,894.0 5,268.5 625.5 10.9% 103.4 1.8% 71% False False 124,255
80 5,894.0 5,165.0 729.0 12.8% 103.9 1.8% 75% False False 93,448
100 5,894.0 4,540.0 1,354.0 23.7% 104.4 1.8% 87% False False 74,912
120 5,894.0 4,540.0 1,354.0 23.7% 105.0 1.8% 87% False False 62,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,267.5
2.618 6,088.0
1.618 5,978.0
1.000 5,910.0
0.618 5,868.0
HIGH 5,800.0
0.618 5,758.0
0.500 5,745.0
0.382 5,732.0
LOW 5,690.0
0.618 5,622.0
1.000 5,580.0
1.618 5,512.0
2.618 5,402.0
4.250 5,222.5
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 5,745.0 5,768.8
PP 5,734.5 5,750.3
S1 5,724.0 5,731.9

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

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