DAX Index Future December 2009


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 5,795.0 5,670.0 -125.0 -2.2% 5,694.0
High 5,812.0 5,719.5 -92.5 -1.6% 5,862.0
Low 5,657.5 5,604.5 -53.0 -0.9% 5,608.0
Close 5,695.0 5,657.5 -37.5 -0.7% 5,817.5
Range 154.5 115.0 -39.5 -25.6% 254.0
ATR 121.3 120.8 -0.4 -0.4% 0.0
Volume 189,277 190,849 1,572 0.8% 751,754
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,005.5 5,946.5 5,720.8
R3 5,890.5 5,831.5 5,689.1
R2 5,775.5 5,775.5 5,678.6
R1 5,716.5 5,716.5 5,668.0 5,688.5
PP 5,660.5 5,660.5 5,660.5 5,646.5
S1 5,601.5 5,601.5 5,647.0 5,573.5
S2 5,545.5 5,545.5 5,636.4
S3 5,430.5 5,486.5 5,625.9
S4 5,315.5 5,371.5 5,594.3
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 5,604.5 257.5 4.6% 122.0 2.2% 21% False True 163,207
10 5,862.0 5,509.5 352.5 6.2% 120.2 2.1% 42% False False 157,746
20 5,862.0 5,509.5 352.5 6.2% 103.3 1.8% 42% False False 147,326
40 5,894.0 5,316.0 578.0 10.2% 113.0 2.0% 59% False False 159,527
60 5,894.0 5,316.0 578.0 10.2% 108.7 1.9% 59% False False 154,947
80 5,894.0 5,165.0 729.0 12.9% 104.4 1.8% 68% False False 118,091
100 5,894.0 5,038.5 855.5 15.1% 106.5 1.9% 72% False False 94,666
120 5,894.0 4,540.0 1,354.0 23.9% 106.4 1.9% 83% False False 78,971
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 24.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,208.3
2.618 6,020.6
1.618 5,905.6
1.000 5,834.5
0.618 5,790.6
HIGH 5,719.5
0.618 5,675.6
0.500 5,662.0
0.382 5,648.4
LOW 5,604.5
0.618 5,533.4
1.000 5,489.5
1.618 5,418.4
2.618 5,303.4
4.250 5,115.8
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 5,662.0 5,709.5
PP 5,660.5 5,692.2
S1 5,659.0 5,674.8

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

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