DAX Index Future December 2009


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 5,522.0 5,470.5 -51.5 -0.9% 5,566.0
High 5,538.0 5,549.0 11.0 0.2% 5,759.0
Low 5,443.5 5,442.0 -1.5 0.0% 5,443.5
Close 5,484.0 5,508.5 24.5 0.4% 5,484.0
Range 94.5 107.0 12.5 13.2% 315.5
ATR 111.8 111.5 -0.3 -0.3% 0.0
Volume 190,053 141,739 -48,314 -25.4% 894,855
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,820.8 5,771.7 5,567.4
R3 5,713.8 5,664.7 5,537.9
R2 5,606.8 5,606.8 5,528.1
R1 5,557.7 5,557.7 5,518.3 5,582.3
PP 5,499.8 5,499.8 5,499.8 5,512.1
S1 5,450.7 5,450.7 5,498.7 5,475.3
S2 5,392.8 5,392.8 5,488.9
S3 5,285.8 5,343.7 5,479.1
S4 5,178.8 5,236.7 5,449.7
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,508.7 6,311.8 5,657.5
R3 6,193.2 5,996.3 5,570.8
R2 5,877.7 5,877.7 5,541.8
R1 5,680.8 5,680.8 5,512.9 5,621.5
PP 5,562.2 5,562.2 5,562.2 5,532.5
S1 5,365.3 5,365.3 5,455.1 5,306.0
S2 5,246.7 5,246.7 5,426.2
S3 4,931.2 5,049.8 5,397.2
S4 4,615.7 4,734.3 5,310.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,759.0 5,442.0 317.0 5.8% 119.1 2.2% 21% False True 171,883
10 5,759.0 5,442.0 317.0 5.8% 117.2 2.1% 21% False True 165,180
20 5,764.0 5,442.0 322.0 5.8% 97.4 1.8% 21% False True 110,902
40 5,764.0 5,165.0 599.0 10.9% 99.5 1.8% 57% False False 56,242
60 5,764.0 4,540.0 1,224.0 22.2% 104.1 1.9% 79% False False 37,756
80 5,764.0 4,540.0 1,224.0 22.2% 105.5 1.9% 79% False False 28,704
100 5,764.0 4,540.0 1,224.0 22.2% 105.4 1.9% 79% False False 23,096
120 5,764.0 4,425.0 1,339.0 24.3% 105.2 1.9% 81% False False 19,266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,003.8
2.618 5,829.1
1.618 5,722.1
1.000 5,656.0
0.618 5,615.1
HIGH 5,549.0
0.618 5,508.1
0.500 5,495.5
0.382 5,482.9
LOW 5,442.0
0.618 5,375.9
1.000 5,335.0
1.618 5,268.9
2.618 5,161.9
4.250 4,987.3
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 5,504.2 5,585.5
PP 5,499.8 5,559.8
S1 5,495.5 5,534.2

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

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