DAX Index Future December 2009


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 5,712.0 5,679.0 -33.0 -0.6% 5,569.0
High 5,756.5 5,744.0 -12.5 -0.2% 5,764.0
Low 5,671.5 5,585.5 -86.0 -1.5% 5,535.0
Close 5,696.0 5,613.5 -82.5 -1.4% 5,718.0
Range 85.0 158.5 73.5 86.5% 229.0
ATR 96.1 100.6 4.5 4.6% 0.0
Volume 130,925 218,756 87,831 67.1% 375,678
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,123.2 6,026.8 5,700.7
R3 5,964.7 5,868.3 5,657.1
R2 5,806.2 5,806.2 5,642.6
R1 5,709.8 5,709.8 5,628.0 5,678.8
PP 5,647.7 5,647.7 5,647.7 5,632.1
S1 5,551.3 5,551.3 5,599.0 5,520.3
S2 5,489.2 5,489.2 5,584.4
S3 5,330.7 5,392.8 5,569.9
S4 5,172.2 5,234.3 5,526.3
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,359.3 6,267.7 5,844.0
R3 6,130.3 6,038.7 5,781.0
R2 5,901.3 5,901.3 5,760.0
R1 5,809.7 5,809.7 5,739.0 5,855.5
PP 5,672.3 5,672.3 5,672.3 5,695.3
S1 5,580.7 5,580.7 5,697.0 5,626.5
S2 5,443.3 5,443.3 5,676.0
S3 5,214.3 5,351.7 5,655.0
S4 4,985.3 5,122.7 5,592.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,764.0 5,585.5 178.5 3.2% 92.5 1.6% 16% False True 152,349
10 5,764.0 5,535.0 229.0 4.1% 82.4 1.5% 34% False False 98,910
20 5,764.0 5,268.5 495.5 8.8% 89.0 1.6% 70% False False 52,422
40 5,764.0 5,165.0 599.0 10.7% 97.3 1.7% 75% False False 26,723
60 5,764.0 4,540.0 1,224.0 21.8% 100.3 1.8% 88% False False 18,073
80 5,764.0 4,540.0 1,224.0 21.8% 102.2 1.8% 88% False False 13,999
100 5,764.0 4,540.0 1,224.0 21.8% 104.7 1.9% 88% False False 11,251
120 5,764.0 4,266.5 1,497.5 26.7% 104.3 1.9% 90% False False 9,390
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 True
Bear Hook False
Bull Hook False
Stretch 22.4
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,417.6
2.618 6,159.0
1.618 6,000.5
1.000 5,902.5
0.618 5,842.0
HIGH 5,744.0
0.618 5,683.5
0.500 5,664.8
0.382 5,646.0
LOW 5,585.5
0.618 5,487.5
1.000 5,427.0
1.618 5,329.0
2.618 5,170.5
4.250 4,911.9
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 5,664.8 5,671.0
PP 5,647.7 5,651.8
S1 5,630.6 5,632.7

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

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