DAX Index Future December 2009


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 5,800.0 5,736.0 -64.0 -1.1% 5,735.0
High 5,800.0 5,746.5 -53.5 -0.9% 5,847.5
Low 5,690.0 5,637.5 -52.5 -0.9% 5,637.5
Close 5,713.5 5,664.0 -49.5 -0.9% 5,664.0
Range 110.0 109.0 -1.0 -0.9% 210.0
ATR 111.3 111.2 -0.2 -0.1% 0.0
Volume 151,177 142,591 -8,586 -5.7% 669,887
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,009.7 5,945.8 5,724.0
R3 5,900.7 5,836.8 5,694.0
R2 5,791.7 5,791.7 5,684.0
R1 5,727.8 5,727.8 5,674.0 5,705.3
PP 5,682.7 5,682.7 5,682.7 5,671.4
S1 5,618.8 5,618.8 5,654.0 5,596.3
S2 5,573.7 5,573.7 5,644.0
S3 5,464.7 5,509.8 5,634.0
S4 5,355.7 5,400.8 5,604.1
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,346.3 6,215.2 5,779.5
R3 6,136.3 6,005.2 5,721.8
R2 5,926.3 5,926.3 5,702.5
R1 5,795.2 5,795.2 5,683.3 5,755.8
PP 5,716.3 5,716.3 5,716.3 5,696.6
S1 5,585.2 5,585.2 5,644.8 5,545.8
S2 5,506.3 5,506.3 5,625.5
S3 5,296.3 5,375.2 5,606.3
S4 5,086.3 5,165.2 5,548.5
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 5,637.5 210.0 3.7% 86.1 1.5% 13% False True 133,977
10 5,847.5 5,528.5 319.0 5.6% 86.2 1.5% 42% False False 137,273
20 5,847.5 5,316.0 531.5 9.4% 113.1 2.0% 65% False False 162,313
40 5,894.0 5,316.0 578.0 10.2% 111.6 2.0% 60% False False 160,002
60 5,894.0 5,268.5 625.5 11.0% 103.4 1.8% 63% False False 126,622
80 5,894.0 5,165.0 729.0 12.9% 103.6 1.8% 68% False False 95,225
100 5,894.0 4,540.0 1,354.0 23.9% 103.8 1.8% 83% False False 76,325
120 5,894.0 4,540.0 1,354.0 23.9% 105.3 1.9% 83% False False 63,904
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 15.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,209.8
2.618 6,031.9
1.618 5,922.9
1.000 5,855.5
0.618 5,813.9
HIGH 5,746.5
0.618 5,704.9
0.500 5,692.0
0.382 5,679.1
LOW 5,637.5
0.618 5,570.1
1.000 5,528.5
1.618 5,461.1
2.618 5,352.1
4.250 5,174.3
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 5,692.0 5,742.5
PP 5,682.7 5,716.3
S1 5,673.3 5,690.2

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

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