DAX Index Future June 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
27-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 4,690.0 4,685.5 -4.5 -0.1% 4,260.0
High 4,746.5 4,708.0 -38.5 -0.8% 4,750.0
Low 4,688.5 4,682.5 -6.0 -0.1% 4,260.0
Close 4,740.5 4,727.0 -13.5 -0.3% 4,727.0
Range 58.0 25.5 -32.5 -56.0% 490.0
ATR 277.2 261.6 -15.7 -5.6% 0.0
Volume 82 113 31 37.8% 1,137
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 4,782.3 4,780.2 4,741.0
R3 4,756.8 4,754.7 4,734.0
R2 4,731.3 4,731.3 4,731.7
R1 4,729.2 4,729.2 4,729.3 4,730.3
PP 4,705.8 4,705.8 4,705.8 4,706.4
S1 4,703.7 4,703.7 4,724.7 4,704.8
S2 4,680.3 4,680.3 4,722.3
S3 4,654.8 4,678.2 4,720.0
S4 4,629.3 4,652.7 4,713.0
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 6,049.0 5,878.0 4,996.5
R3 5,559.0 5,388.0 4,861.8
R2 5,069.0 5,069.0 4,816.8
R1 4,898.0 4,898.0 4,771.9 4,983.5
PP 4,579.0 4,579.0 4,579.0 4,621.8
S1 4,408.0 4,408.0 4,682.1 4,493.5
S2 4,089.0 4,089.0 4,637.2
S3 3,599.0 3,918.0 4,592.3
S4 3,109.0 3,428.0 4,457.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,750.0 4,260.0 490.0 10.4% 183.4 3.9% 95% False False 227
10 4,805.5 4,097.5 708.0 15.0% 215.4 4.6% 89% False False 467
20 5,414.0 4,097.5 1,316.5 27.9% 238.5 5.0% 48% False False 452
40 5,684.0 4,097.5 1,586.5 33.6% 255.9 5.4% 40% False False 323
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 41.8
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 4,816.4
2.618 4,774.8
1.618 4,749.3
1.000 4,733.5
0.618 4,723.8
HIGH 4,708.0
0.618 4,698.3
0.500 4,695.3
0.382 4,692.2
LOW 4,682.5
0.618 4,666.7
1.000 4,657.0
1.618 4,641.2
2.618 4,615.7
4.250 4,574.1
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 4,716.4 4,693.4
PP 4,705.8 4,659.8
S1 4,695.3 4,626.3

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

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