DAX Index Future December 2009


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 5,648.0 5,720.0 72.0 1.3% 5,796.0
High 5,743.5 5,798.5 55.0 1.0% 5,814.5
Low 5,637.0 5,718.0 81.0 1.4% 5,604.5
Close 5,705.5 5,761.0 55.5 1.0% 5,761.0
Range 106.5 80.5 -26.0 -24.4% 210.0
ATR 119.8 117.9 -1.9 -1.6% 0.0
Volume 149,102 134,693 -14,409 -9.7% 787,148
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,000.7 5,961.3 5,805.3
R3 5,920.2 5,880.8 5,783.1
R2 5,839.7 5,839.7 5,775.8
R1 5,800.3 5,800.3 5,768.4 5,820.0
PP 5,759.2 5,759.2 5,759.2 5,769.0
S1 5,719.8 5,719.8 5,753.6 5,739.5
S2 5,678.7 5,678.7 5,746.2
S3 5,598.2 5,639.3 5,738.9
S4 5,517.7 5,558.8 5,716.7
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,356.7 6,268.8 5,876.5
R3 6,146.7 6,058.8 5,818.8
R2 5,936.7 5,936.7 5,799.5
R1 5,848.8 5,848.8 5,780.3 5,787.8
PP 5,726.7 5,726.7 5,726.7 5,696.1
S1 5,638.8 5,638.8 5,741.8 5,577.8
S2 5,516.7 5,516.7 5,722.5
S3 5,306.7 5,428.8 5,703.3
S4 5,096.7 5,218.8 5,645.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,814.5 5,604.5 210.0 3.6% 105.4 1.8% 75% False False 157,429
10 5,862.0 5,604.5 257.5 4.5% 109.4 1.9% 61% False False 153,890
20 5,862.0 5,509.5 352.5 6.1% 104.7 1.8% 71% False False 146,153
40 5,894.0 5,316.0 578.0 10.0% 114.0 2.0% 77% False False 159,357
60 5,894.0 5,316.0 578.0 10.0% 109.5 1.9% 77% False False 157,251
80 5,894.0 5,268.5 625.5 10.9% 104.7 1.8% 79% False False 121,609
100 5,894.0 5,111.0 783.0 13.6% 106.4 1.8% 83% False False 97,498
120 5,894.0 4,540.0 1,354.0 23.5% 106.3 1.8% 90% False False 81,329
Crabel Price Patterns
NR True
NR4 True
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 19.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,140.6
2.618 6,009.2
1.618 5,928.7
1.000 5,879.0
0.618 5,848.2
HIGH 5,798.5
0.618 5,767.7
0.500 5,758.3
0.382 5,748.8
LOW 5,718.0
0.618 5,668.3
1.000 5,637.5
1.618 5,587.8
2.618 5,507.3
4.250 5,375.9
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 5,760.1 5,741.2
PP 5,759.2 5,721.3
S1 5,758.3 5,701.5

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

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