DAX Index Future December 2009


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 5,857.5 5,856.0 -1.5 0.0% 5,824.0
High 5,893.0 5,901.0 8.0 0.1% 5,932.5
Low 5,823.0 5,844.5 21.5 0.4% 5,751.5
Close 5,856.5 5,883.7 27.2 0.5% 5,883.7
Range 70.0 56.5 -13.5 -19.3% 181.0
ATR 110.7 106.8 -3.9 -3.5% 0.0
Volume 170,256 27,696 -142,560 -83.7% 656,274
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,045.9 6,021.3 5,914.8
R3 5,989.4 5,964.8 5,899.2
R2 5,932.9 5,932.9 5,894.1
R1 5,908.3 5,908.3 5,888.9 5,920.6
PP 5,876.4 5,876.4 5,876.4 5,882.6
S1 5,851.8 5,851.8 5,878.5 5,864.1
S2 5,819.9 5,819.9 5,873.3
S3 5,763.4 5,795.3 5,868.2
S4 5,706.9 5,738.8 5,852.6
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6,398.9 6,322.3 5,983.3
R3 6,217.9 6,141.3 5,933.5
R2 6,036.9 6,036.9 5,916.9
R1 5,960.3 5,960.3 5,900.3 5,998.6
PP 5,855.9 5,855.9 5,855.9 5,875.1
S1 5,779.3 5,779.3 5,867.1 5,817.6
S2 5,674.9 5,674.9 5,850.5
S3 5,493.9 5,598.3 5,833.9
S4 5,312.9 5,417.3 5,784.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,932.5 5,751.5 181.0 3.1% 79.3 1.3% 73% False False 131,254
10 5,932.5 5,604.5 328.0 5.6% 92.4 1.6% 85% False False 144,342
20 5,932.5 5,509.5 423.0 7.2% 104.1 1.8% 88% False False 146,136
40 5,932.5 5,316.0 616.5 10.5% 109.0 1.9% 92% False False 154,793
60 5,932.5 5,316.0 616.5 10.5% 108.4 1.8% 92% False False 155,494
80 5,932.5 5,268.5 664.0 11.3% 103.6 1.8% 93% False False 129,726
100 5,932.5 5,165.0 767.5 13.0% 104.0 1.8% 94% False False 103,985
120 5,932.5 4,540.0 1,392.5 23.7% 104.3 1.8% 96% False False 86,783
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.2
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 6,141.1
2.618 6,048.9
1.618 5,992.4
1.000 5,957.5
0.618 5,935.9
HIGH 5,901.0
0.618 5,879.4
0.500 5,872.8
0.382 5,866.1
LOW 5,844.5
0.618 5,809.6
1.000 5,788.0
1.618 5,753.1
2.618 5,696.6
4.250 5,604.4
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 5,880.1 5,878.6
PP 5,876.4 5,873.4
S1 5,872.8 5,868.3

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

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