DAX Index Future June 2009


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 5,148.0 5,055.0 -93.0 -1.8% 4,890.0
High 5,171.0 5,123.5 -47.5 -0.9% 5,037.5
Low 5,017.0 5,045.0 28.0 0.6% 4,804.0
Close 5,061.5 5,075.5 14.0 0.3% 4,936.0
Range 154.0 78.5 -75.5 -49.0% 233.5
ATR 141.6 137.1 -4.5 -3.2% 0.0
Volume 131,050 127,981 -3,069 -2.3% 606,753
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,316.8 5,274.7 5,118.7
R3 5,238.3 5,196.2 5,097.1
R2 5,159.8 5,159.8 5,089.9
R1 5,117.7 5,117.7 5,082.7 5,138.8
PP 5,081.3 5,081.3 5,081.3 5,091.9
S1 5,039.2 5,039.2 5,068.3 5,060.3
S2 5,002.8 5,002.8 5,061.1
S3 4,924.3 4,960.7 5,053.9
S4 4,845.8 4,882.2 5,032.3
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 4,918.0 261.5 5.2% 111.0 2.2% 60% False False 129,179
10 5,179.5 4,804.0 375.5 7.4% 120.7 2.4% 72% False False 139,034
20 5,179.5 4,656.5 523.0 10.3% 131.6 2.6% 80% False False 155,501
40 5,179.5 4,232.0 947.5 18.7% 130.8 2.6% 89% False False 157,837
60 5,179.5 3,599.5 1,580.0 31.1% 134.1 2.6% 93% False False 139,766
80 5,179.5 3,599.5 1,580.0 31.1% 135.8 2.7% 93% False False 105,214
100 5,179.5 3,599.5 1,580.0 31.1% 141.6 2.8% 93% False False 84,299
120 5,179.5 3,599.5 1,580.0 31.1% 140.3 2.8% 93% False False 70,598
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,457.1
2.618 5,329.0
1.618 5,250.5
1.000 5,202.0
0.618 5,172.0
HIGH 5,123.5
0.618 5,093.5
0.500 5,084.3
0.382 5,075.0
LOW 5,045.0
0.618 4,996.5
1.000 4,966.5
1.618 4,918.0
2.618 4,839.5
4.250 4,711.4
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 5,084.3 5,098.3
PP 5,081.3 5,090.7
S1 5,078.4 5,083.1

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

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