DAX Index Future June 2009

Trading Metrics calculated at close of trading on 02-Jun-2009

Day Change Summary
	Previous	Current
	01-Jun-2009	02-Jun-2009	Change	Change %	Previous Week
Open	5,014.5	5,110.0	95.5	1.9%	4,890.0
High	5,158.0	5,179.5	21.5	0.4%	5,037.5
Low	5,008.0	5,101.0	93.0	1.9%	4,804.0
Close	5,136.5	5,154.0	17.5	0.3%	4,936.0
Range	150.0	78.5	-71.5	-47.7%	233.5
ATR	145.4	140.6	-4.8	-3.3%	0.0
Volume	125,902	140,386	14,484	11.5%	606,753

Daily Pivots for day following 02-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,380.3	5,345.7	5,197.2
R3	5,301.8	5,267.2	5,175.6
R2	5,223.3	5,223.3	5,168.4
R1	5,188.7	5,188.7	5,161.2	5,206.0
PP	5,144.8	5,144.8	5,144.8	5,153.5
S1	5,110.2	5,110.2	5,146.8	5,127.5
S2	5,066.3	5,066.3	5,139.6
S3	4,987.8	5,031.7	5,132.4
S4	4,909.3	4,953.2	5,110.8

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,626.3	5,514.7	5,064.4
R3	5,392.8	5,281.2	5,000.2
R2	5,159.3	5,159.3	4,978.8
R1	5,047.7	5,047.7	4,957.4	5,103.5
PP	4,925.8	4,925.8	4,925.8	4,953.8
S1	4,814.2	4,814.2	4,914.6	4,870.0
S2	4,692.3	4,692.3	4,893.2
S3	4,458.8	4,580.7	4,871.8
S4	4,225.3	4,347.2	4,807.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,179.5	4,884.0	295.5	5.7%	107.9	2.1%	91%	True	False	137,271
10	5,179.5	4,804.0	375.5	7.3%	122.7	2.4%	93%	True	False	146,778
20	5,179.5	4,656.5	523.0	10.1%	130.4	2.5%	95%	True	False	158,377
40	5,179.5	4,225.0	954.5	18.5%	132.9	2.6%	97%	True	False	160,494
60	5,179.5	3,599.5	1,580.0	30.7%	135.9	2.6%	98%	True	False	135,731
80	5,179.5	3,599.5	1,580.0	30.7%	137.1	2.7%	98%	True	False	102,003
100	5,179.5	3,599.5	1,580.0	30.7%	142.0	2.8%	98%	True	False	81,718
120	5,179.5	3,599.5	1,580.0	30.7%	142.0	2.8%	98%	True	False	68,447

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.8
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	5,513.1
2.618	5,385.0
1.618	5,306.5
1.000	5,258.0
0.618	5,228.0
HIGH	5,179.5
0.618	5,149.5
0.500	5,140.3
0.382	5,131.0
LOW	5,101.0
0.618	5,052.5
1.000	5,022.5
1.618	4,974.0
2.618	4,895.5
4.250	4,767.4

Fisher Pivots for day following 02-Jun-2009
Pivot	1 day	3 day
R1	5,149.4	5,118.9
PP	5,144.8	5,083.8
S1	5,140.3	5,048.8

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