DAX Index Future December 2009


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 5,824.0 5,828.0 4.0 0.1% 5,796.0
High 5,841.0 5,830.5 -10.5 -0.2% 5,814.5
Low 5,778.5 5,751.5 -27.0 -0.5% 5,604.5
Close 5,797.5 5,806.0 8.5 0.1% 5,761.0
Range 62.5 79.0 16.5 26.4% 210.0
ATR 115.2 112.6 -2.6 -2.2% 0.0
Volume 115,900 155,867 39,967 34.5% 787,148
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,033.0 5,998.5 5,849.5
R3 5,954.0 5,919.5 5,827.7
R2 5,875.0 5,875.0 5,820.5
R1 5,840.5 5,840.5 5,813.2 5,818.3
PP 5,796.0 5,796.0 5,796.0 5,784.9
S1 5,761.5 5,761.5 5,798.8 5,739.3
S2 5,717.0 5,717.0 5,791.5
S3 5,638.0 5,682.5 5,784.3
S4 5,559.0 5,603.5 5,762.6
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 5,841.0 5,604.5 236.5 4.1% 88.7 1.5% 85% False False 149,282
10 5,862.0 5,604.5 257.5 4.4% 100.1 1.7% 78% False False 149,233
20 5,862.0 5,509.5 352.5 6.1% 103.2 1.8% 84% False False 146,420
40 5,894.0 5,316.0 578.0 10.0% 111.1 1.9% 85% False False 158,588
60 5,894.0 5,316.0 578.0 10.0% 109.3 1.9% 85% False False 156,849
80 5,894.0 5,268.5 625.5 10.8% 103.3 1.8% 86% False False 124,948
100 5,894.0 5,152.5 741.5 12.8% 105.2 1.8% 88% False False 100,189
120 5,894.0 4,540.0 1,354.0 23.3% 105.5 1.8% 94% False False 83,585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 18.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,166.3
2.618 6,037.3
1.618 5,958.3
1.000 5,909.5
0.618 5,879.3
HIGH 5,830.5
0.618 5,800.3
0.500 5,791.0
0.382 5,781.7
LOW 5,751.5
0.618 5,702.7
1.000 5,672.5
1.618 5,623.7
2.618 5,544.7
4.250 5,415.8
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 5,801.0 5,797.2
PP 5,796.0 5,788.3
S1 5,791.0 5,779.5

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

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