DAX Index Future December 2009


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 5,736.0 5,711.0 -25.0 -0.4% 5,735.0
High 5,746.5 5,827.0 80.5 1.4% 5,847.5
Low 5,637.5 5,711.0 73.5 1.3% 5,637.5
Close 5,664.0 5,796.5 132.5 2.3% 5,664.0
Range 109.0 116.0 7.0 6.4% 210.0
ATR 111.2 114.9 3.7 3.3% 0.0
Volume 142,591 128,700 -13,891 -9.7% 669,887
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,126.2 6,077.3 5,860.3
R3 6,010.2 5,961.3 5,828.4
R2 5,894.2 5,894.2 5,817.8
R1 5,845.3 5,845.3 5,807.1 5,869.8
PP 5,778.2 5,778.2 5,778.2 5,790.4
S1 5,729.3 5,729.3 5,785.9 5,753.8
S2 5,662.2 5,662.2 5,775.2
S3 5,546.2 5,613.3 5,764.6
S4 5,430.2 5,497.3 5,732.7
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 3.6% 92.3 1.6% 76% False False 132,294
10 5,847.5 5,597.0 250.5 4.3% 84.9 1.5% 80% False False 137,171
20 5,847.5 5,316.0 531.5 9.2% 110.0 1.9% 90% False False 158,901
40 5,894.0 5,316.0 578.0 10.0% 109.4 1.9% 83% False False 158,790
60 5,894.0 5,268.5 625.5 10.8% 104.0 1.8% 84% False False 128,753
80 5,894.0 5,165.0 729.0 12.6% 104.1 1.8% 87% False False 96,827
100 5,894.0 4,540.0 1,354.0 23.4% 104.4 1.8% 93% False False 77,609
120 5,894.0 4,540.0 1,354.0 23.4% 105.4 1.8% 93% False False 64,968
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 15.8
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,320.0
2.618 6,130.7
1.618 6,014.7
1.000 5,943.0
0.618 5,898.7
HIGH 5,827.0
0.618 5,782.7
0.500 5,769.0
0.382 5,755.3
LOW 5,711.0
0.618 5,639.3
1.000 5,595.0
1.618 5,523.3
2.618 5,407.3
4.250 5,218.0
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 5,787.3 5,775.1
PP 5,778.2 5,753.7
S1 5,769.0 5,732.3

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

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