DAX Index Future June 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	5,055.0	5,096.0	41.0	0.8%	5,014.5
High	5,123.5	5,165.0	41.5	0.8%	5,179.5
Low	5,045.0	5,046.5	1.5	0.0%	5,008.0
Close	5,075.5	5,082.0	6.5	0.1%	5,082.0
Range	78.5	118.5	40.0	51.0%	171.5
ATR	137.1	135.7	-1.3	-1.0%	0.0
Volume	127,981	155,090	27,109	21.2%	680,409

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,453.3	5,386.2	5,147.2
R3	5,334.8	5,267.7	5,114.6
R2	5,216.3	5,216.3	5,103.7
R1	5,149.2	5,149.2	5,092.9	5,123.5
PP	5,097.8	5,097.8	5,097.8	5,085.0
S1	5,030.7	5,030.7	5,071.1	5,005.0
S2	4,979.3	4,979.3	5,060.3
S3	4,860.8	4,912.2	5,049.4
S4	4,742.3	4,793.7	5,016.8

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,604.3	5,514.7	5,176.3
R3	5,432.8	5,343.2	5,129.2
R2	5,261.3	5,261.3	5,113.4
R1	5,171.7	5,171.7	5,097.7	5,216.5
PP	5,089.8	5,089.8	5,089.8	5,112.3
S1	5,000.2	5,000.2	5,066.3	5,045.0
S2	4,918.3	4,918.3	5,050.6
S3	4,746.8	4,828.7	5,034.8
S4	4,575.3	4,657.2	4,987.7

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	5,008.0	171.5	3.4%	115.9	2.3%	43%	False	False	136,081
10	5,179.5	4,804.0	375.5	7.4%	119.8	2.4%	74%	False	False	140,672
20	5,179.5	4,656.5	523.0	10.3%	127.9	2.5%	81%	False	False	153,187
40	5,179.5	4,232.0	947.5	18.6%	129.8	2.6%	90%	False	False	158,206
60	5,179.5	3,686.0	1,493.5	29.4%	134.1	2.6%	93%	False	False	142,263
80	5,179.5	3,599.5	1,580.0	31.1%	136.3	2.7%	94%	False	False	107,149
100	5,179.5	3,599.5	1,580.0	31.1%	141.7	2.8%	94%	False	False	85,846
120	5,179.5	3,599.5	1,580.0	31.1%	139.9	2.8%	94%	False	False	71,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,668.6
2.618	5,475.2
1.618	5,356.7
1.000	5,283.5
0.618	5,238.2
HIGH	5,165.0
0.618	5,119.7
0.500	5,105.8
0.382	5,091.8
LOW	5,046.5
0.618	4,973.3
1.000	4,928.0
1.618	4,854.8
2.618	4,736.3
4.250	4,542.9

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	5,105.8	5,094.0
PP	5,097.8	5,090.0
S1	5,089.9	5,086.0

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