DAX Index Future June 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 4,821.0 4,906.0 85.0 1.8% 4,637.5
High 4,921.5 4,936.0 14.5 0.3% 4,847.5
Low 4,810.0 4,850.0 40.0 0.8% 4,555.5
Close 4,899.5 4,861.0 -38.5 -0.8% 4,798.5
Range 111.5 86.0 -25.5 -22.9% 292.0
ATR 142.7 138.7 -4.1 -2.8% 0.0
Volume 120,576 152,254 31,678 26.3% 696,865
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 5,140.3 5,086.7 4,908.3
R3 5,054.3 5,000.7 4,884.7
R2 4,968.3 4,968.3 4,876.8
R1 4,914.7 4,914.7 4,868.9 4,898.5
PP 4,882.3 4,882.3 4,882.3 4,874.3
S1 4,828.7 4,828.7 4,853.1 4,812.5
S2 4,796.3 4,796.3 4,845.2
S3 4,710.3 4,742.7 4,837.4
S4 4,624.3 4,656.7 4,813.7
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 5,609.8 5,496.2 4,959.1
R3 5,317.8 5,204.2 4,878.8
R2 5,025.8 5,025.8 4,852.0
R1 4,912.2 4,912.2 4,825.3 4,969.0
PP 4,733.8 4,733.8 4,733.8 4,762.3
S1 4,620.2 4,620.2 4,771.7 4,677.0
S2 4,441.8 4,441.8 4,745.0
S3 4,149.8 4,328.2 4,718.2
S4 3,857.8 4,036.2 4,637.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,936.0 4,555.5 380.5 7.8% 109.4 2.3% 80% True False 162,714
10 4,936.0 4,399.0 537.0 11.0% 123.2 2.5% 86% True False 167,472
20 4,936.0 4,232.0 704.0 14.5% 130.2 2.7% 89% True False 160,144
40 4,936.0 3,599.5 1,336.5 27.5% 135.9 2.8% 94% True False 127,878
60 4,936.0 3,599.5 1,336.5 27.5% 137.9 2.8% 94% True False 85,727
80 4,959.5 3,599.5 1,360.0 28.0% 144.8 3.0% 93% False False 64,452
100 5,151.0 3,599.5 1,551.5 31.9% 142.9 2.9% 81% False False 51,979
120 5,204.0 3,599.5 1,604.5 33.0% 158.3 3.3% 79% False False 43,396
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 29.5
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5,301.5
2.618 5,161.1
1.618 5,075.1
1.000 5,022.0
0.618 4,989.1
HIGH 4,936.0
0.618 4,903.1
0.500 4,893.0
0.382 4,882.9
LOW 4,850.0
0.618 4,796.9
1.000 4,764.0
1.618 4,710.9
2.618 4,624.9
4.250 4,484.5
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 4,893.0 4,848.9
PP 4,882.3 4,836.8
S1 4,871.7 4,824.8

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

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