DAX Index Future June 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 5,041.5 5,061.5 20.0 0.4% 5,014.5
High 5,136.0 5,129.5 -6.5 -0.1% 5,179.5
Low 5,009.0 5,038.5 29.5 0.6% 5,008.0
Close 5,046.0 5,110.0 64.0 1.3% 5,082.0
Range 127.0 91.0 -36.0 -28.3% 171.5
ATR 131.5 128.6 -2.9 -2.2% 0.0
Volume 156,369 122,894 -33,475 -21.4% 680,409
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,365.7 5,328.8 5,160.1
R3 5,274.7 5,237.8 5,135.0
R2 5,183.7 5,183.7 5,126.7
R1 5,146.8 5,146.8 5,118.3 5,165.3
PP 5,092.7 5,092.7 5,092.7 5,101.9
S1 5,055.8 5,055.8 5,101.7 5,074.3
S2 5,001.7 5,001.7 5,093.3
S3 4,910.7 4,964.8 5,085.0
S4 4,819.7 4,873.8 5,060.0
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 5,165.0 4,966.5 198.5 3.9% 103.9 2.0% 72% False False 140,593
10 5,179.5 4,918.0 261.5 5.1% 107.5 2.1% 73% False False 134,886
20 5,179.5 4,656.5 523.0 10.2% 120.9 2.4% 87% False False 146,656
40 5,179.5 4,399.0 780.5 15.3% 126.4 2.5% 91% False False 157,397
60 5,179.5 3,955.5 1,224.0 24.0% 129.0 2.5% 94% False False 151,079
80 5,179.5 3,599.5 1,580.0 30.9% 134.6 2.6% 96% False False 113,977
100 5,179.5 3,599.5 1,580.0 30.9% 138.9 2.7% 96% False False 91,302
120 5,179.5 3,599.5 1,580.0 30.9% 138.1 2.7% 96% False False 76,404
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 23.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,516.3
2.618 5,367.7
1.618 5,276.7
1.000 5,220.5
0.618 5,185.7
HIGH 5,129.5
0.618 5,094.7
0.500 5,084.0
0.382 5,073.3
LOW 5,038.5
0.618 4,982.3
1.000 4,947.5
1.618 4,891.3
2.618 4,800.3
4.250 4,651.8
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 5,101.3 5,092.5
PP 5,092.7 5,075.0
S1 5,084.0 5,057.5

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

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