DAX Index Future December 2009


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 5,830.0 5,744.0 -86.0 -1.5% 5,694.0
High 5,856.5 5,862.0 5.5 0.1% 5,862.0
Low 5,724.0 5,724.5 0.5 0.0% 5,608.0
Close 5,772.0 5,817.5 45.5 0.8% 5,817.5
Range 132.5 137.5 5.0 3.8% 254.0
ATR 121.0 122.2 1.2 1.0% 0.0
Volume 147,015 165,668 18,653 12.7% 751,754
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,213.8 6,153.2 5,893.1
R3 6,076.3 6,015.7 5,855.3
R2 5,938.8 5,938.8 5,842.7
R1 5,878.2 5,878.2 5,830.1 5,908.5
PP 5,801.3 5,801.3 5,801.3 5,816.5
S1 5,740.7 5,740.7 5,804.9 5,771.0
S2 5,663.8 5,663.8 5,792.3
S3 5,526.3 5,603.2 5,779.7
S4 5,388.8 5,465.7 5,741.9
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,524.5 6,425.0 5,957.2
R3 6,270.5 6,171.0 5,887.4
R2 6,016.5 6,016.5 5,864.1
R1 5,917.0 5,917.0 5,840.8 5,966.8
PP 5,762.5 5,762.5 5,762.5 5,787.4
S1 5,663.0 5,663.0 5,794.2 5,712.8
S2 5,508.5 5,508.5 5,770.9
S3 5,254.5 5,409.0 5,747.7
S4 5,000.5 5,155.0 5,677.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,862.0 5,608.0 254.0 4.4% 113.4 1.9% 82% True False 150,350
10 5,862.0 5,509.5 352.5 6.1% 115.8 2.0% 87% True False 147,931
20 5,862.0 5,411.0 451.0 7.8% 101.7 1.7% 90% True False 144,329
40 5,894.0 5,316.0 578.0 9.9% 110.9 1.9% 87% False False 156,597
60 5,894.0 5,316.0 578.0 9.9% 106.8 1.8% 87% False False 147,922
80 5,894.0 5,165.0 729.0 12.5% 104.4 1.8% 90% False False 111,855
100 5,894.0 4,910.0 984.0 16.9% 105.2 1.8% 92% False False 89,641
120 5,894.0 4,540.0 1,354.0 23.3% 106.4 1.8% 94% False False 74,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,446.4
2.618 6,222.0
1.618 6,084.5
1.000 5,999.5
0.618 5,947.0
HIGH 5,862.0
0.618 5,809.5
0.500 5,793.3
0.382 5,777.0
LOW 5,724.5
0.618 5,639.5
1.000 5,587.0
1.618 5,502.0
2.618 5,364.5
4.250 5,140.1
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 5,809.4 5,809.3
PP 5,801.3 5,801.2
S1 5,793.3 5,793.0

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

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