DAX Index Future June 2009

Trading Metrics calculated at close of trading on 14-May-2009

Day Change Summary
	Previous	Current
	13-May-2009	14-May-2009	Change	Change %	Previous Week
Open	4,909.5	4,728.0	-181.5	-3.7%	4,821.0
High	4,913.5	4,771.5	-142.0	-2.9%	4,985.0
Low	4,706.0	4,656.5	-49.5	-1.1%	4,792.0
Close	4,730.0	4,740.0	10.0	0.2%	4,919.0
Range	207.5	115.0	-92.5	-44.6%	193.0
ATR	142.8	140.8	-2.0	-1.4%	0.0
Volume	197,918	180,400	-17,518	-8.9%	807,994

Daily Pivots for day following 14-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,067.7	5,018.8	4,803.3
R3	4,952.7	4,903.8	4,771.6
R2	4,837.7	4,837.7	4,761.1
R1	4,788.8	4,788.8	4,750.5	4,813.3
PP	4,722.7	4,722.7	4,722.7	4,734.9
S1	4,673.8	4,673.8	4,729.5	4,698.3
S2	4,607.7	4,607.7	4,718.9
S3	4,492.7	4,558.8	4,708.4
S4	4,377.7	4,443.8	4,676.8

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,477.7	5,391.3	5,025.2
R3	5,284.7	5,198.3	4,972.1
R2	5,091.7	5,091.7	4,954.4
R1	5,005.3	5,005.3	4,936.7	5,048.5
PP	4,898.7	4,898.7	4,898.7	4,920.3
S1	4,812.3	4,812.3	4,901.3	4,855.5
S2	4,705.7	4,705.7	4,883.6
S3	4,512.7	4,619.3	4,865.9
S4	4,319.7	4,426.3	4,812.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,971.5	4,656.5	315.0	6.6%	131.1	2.8%	27%	False	True	171,779
10	4,985.0	4,656.5	328.5	6.9%	130.2	2.7%	25%	False	True	169,013
20	4,985.0	4,399.0	586.0	12.4%	132.0	2.8%	58%	False	False	169,879
40	4,985.0	3,955.5	1,029.5	21.7%	133.6	2.8%	76%	False	False	157,200
60	4,985.0	3,599.5	1,385.5	29.2%	139.6	2.9%	82%	False	False	106,085
80	4,985.0	3,599.5	1,385.5	29.2%	142.3	3.0%	82%	False	False	79,711
100	5,151.0	3,599.5	1,551.5	32.7%	141.3	3.0%	74%	False	False	64,085
120	5,151.0	3,599.5	1,551.5	32.7%	151.1	3.2%	74%	False	False	53,570

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,260.3
2.618	5,072.6
1.618	4,957.6
1.000	4,886.5
0.618	4,842.6
HIGH	4,771.5
0.618	4,727.6
0.500	4,714.0
0.382	4,700.4
LOW	4,656.5
0.618	4,585.4
1.000	4,541.5
1.618	4,470.4
2.618	4,355.4
4.250	4,167.8

Fisher Pivots for day following 14-May-2009
Pivot	1 day	3 day
R1	4,731.3	4,794.8
PP	4,722.7	4,776.5
S1	4,714.0	4,758.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols