DAX Index Future December 2009


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 5,796.0 5,795.0 -1.0 0.0% 5,694.0
High 5,814.5 5,812.0 -2.5 0.0% 5,862.0
Low 5,744.0 5,657.5 -86.5 -1.5% 5,608.0
Close 5,784.0 5,695.0 -89.0 -1.5% 5,817.5
Range 70.5 154.5 84.0 119.1% 254.0
ATR 118.7 121.3 2.6 2.2% 0.0
Volume 123,227 189,277 66,050 53.6% 751,754
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,185.0 6,094.5 5,780.0
R3 6,030.5 5,940.0 5,737.5
R2 5,876.0 5,876.0 5,723.3
R1 5,785.5 5,785.5 5,709.2 5,753.5
PP 5,721.5 5,721.5 5,721.5 5,705.5
S1 5,631.0 5,631.0 5,680.8 5,599.0
S2 5,567.0 5,567.0 5,666.7
S3 5,412.5 5,476.5 5,652.5
S4 5,258.0 5,322.0 5,610.0
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 5,657.5 204.5 3.6% 111.5 2.0% 18% False True 149,185
10 5,862.0 5,509.5 352.5 6.2% 115.8 2.0% 53% False False 152,052
20 5,862.0 5,509.5 352.5 6.2% 100.4 1.8% 53% False False 144,611
40 5,894.0 5,316.0 578.0 10.1% 112.5 2.0% 66% False False 158,443
60 5,894.0 5,316.0 578.0 10.1% 107.8 1.9% 66% False False 152,471
80 5,894.0 5,165.0 729.0 12.8% 104.2 1.8% 73% False False 115,725
100 5,894.0 5,012.5 881.5 15.5% 105.8 1.9% 77% False False 92,759
120 5,894.0 4,540.0 1,354.0 23.8% 107.1 1.9% 85% False False 77,385
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 20.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,468.6
2.618 6,216.5
1.618 6,062.0
1.000 5,966.5
0.618 5,907.5
HIGH 5,812.0
0.618 5,753.0
0.500 5,734.8
0.382 5,716.5
LOW 5,657.5
0.618 5,562.0
1.000 5,503.0
1.618 5,407.5
2.618 5,253.0
4.250 5,000.9
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 5,734.8 5,759.8
PP 5,721.5 5,738.2
S1 5,708.3 5,716.6

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

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