DAX Index Future June 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 4,911.5 4,890.0 -21.5 -0.4% 4,675.0
High 4,967.0 5,014.0 47.0 0.9% 5,063.5
Low 4,870.0 4,804.0 -66.0 -1.4% 4,659.0
Close 4,919.5 4,994.0 74.5 1.5% 4,919.5
Range 97.0 210.0 113.0 116.5% 404.5
ATR 142.7 147.5 4.8 3.4% 0.0
Volume 119,562 186,684 67,122 56.1% 758,731
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 5,567.3 5,490.7 5,109.5
R3 5,357.3 5,280.7 5,051.8
R2 5,147.3 5,147.3 5,032.5
R1 5,070.7 5,070.7 5,013.3 5,109.0
PP 4,937.3 4,937.3 4,937.3 4,956.5
S1 4,860.7 4,860.7 4,974.8 4,899.0
S2 4,727.3 4,727.3 4,955.5
S3 4,517.3 4,650.7 4,936.3
S4 4,307.3 4,440.7 4,878.5
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6,094.2 5,911.3 5,142.0
R3 5,689.7 5,506.8 5,030.7
R2 5,285.2 5,285.2 4,993.7
R1 5,102.3 5,102.3 4,956.6 5,193.8
PP 4,880.7 4,880.7 4,880.7 4,926.4
S1 4,697.8 4,697.8 4,882.4 4,789.3
S2 4,476.2 4,476.2 4,845.3
S3 4,071.7 4,293.3 4,808.3
S4 3,667.2 3,888.8 4,697.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,063.5 4,804.0 259.5 5.2% 137.4 2.8% 73% False True 156,286
10 5,063.5 4,656.5 407.0 8.1% 144.6 2.9% 83% False False 165,403
20 5,063.5 4,555.5 508.0 10.2% 133.7 2.7% 86% False False 164,931
40 5,063.5 3,976.0 1,087.5 21.8% 137.3 2.7% 94% False False 163,117
60 5,063.5 3,599.5 1,464.0 29.3% 137.8 2.8% 95% False False 124,410
80 5,063.5 3,599.5 1,464.0 29.3% 139.5 2.8% 95% False False 93,457
100 5,151.0 3,599.5 1,551.5 31.1% 142.4 2.9% 90% False False 74,886
120 5,151.0 3,599.5 1,551.5 31.1% 144.1 2.9% 90% False False 62,742
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,906.5
2.618 5,563.8
1.618 5,353.8
1.000 5,224.0
0.618 5,143.8
HIGH 5,014.0
0.618 4,933.8
0.500 4,909.0
0.382 4,884.2
LOW 4,804.0
0.618 4,674.2
1.000 4,594.0
1.618 4,464.2
2.618 4,254.2
4.250 3,911.5
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 4,965.7 4,965.7
PP 4,937.3 4,937.3
S1 4,909.0 4,909.0

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

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