DAX Index Future September 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 4,847.5 4,916.0 68.5 1.4% 4,823.0
High 4,932.0 4,916.0 -16.0 -0.3% 4,985.5
Low 4,828.5 4,715.5 -113.0 -2.3% 4,801.5
Close 4,868.5 4,734.0 -134.5 -2.8% 4,925.0
Range 103.5 200.5 97.0 93.7% 184.0
ATR 129.7 134.8 5.1 3.9% 0.0
Volume 729 998 269 36.9% 2,089
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 5,390.0 5,262.5 4,844.3
R3 5,189.5 5,062.0 4,789.1
R2 4,989.0 4,989.0 4,770.8
R1 4,861.5 4,861.5 4,752.4 4,825.0
PP 4,788.5 4,788.5 4,788.5 4,770.3
S1 4,661.0 4,661.0 4,715.6 4,624.5
S2 4,588.0 4,588.0 4,697.2
S3 4,387.5 4,460.5 4,678.9
S4 4,187.0 4,260.0 4,623.7
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 5,456.0 5,374.5 5,026.2
R3 5,272.0 5,190.5 4,975.6
R2 5,088.0 5,088.0 4,958.7
R1 5,006.5 5,006.5 4,941.9 5,047.3
PP 4,904.0 4,904.0 4,904.0 4,924.4
S1 4,822.5 4,822.5 4,908.1 4,863.3
S2 4,720.0 4,720.0 4,891.3
S3 4,536.0 4,638.5 4,874.4
S4 4,352.0 4,454.5 4,823.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,985.5 4,715.5 270.0 5.7% 136.2 2.9% 7% False True 729
10 4,985.5 4,638.5 347.0 7.3% 120.8 2.6% 28% False False 516
20 4,985.5 4,413.0 572.5 12.1% 120.3 2.5% 56% False False 424
40 4,985.5 3,965.0 1,020.5 21.6% 122.5 2.6% 75% False False 1,267
60 4,985.5 3,613.5 1,372.0 29.0% 127.9 2.7% 82% False False 1,066
80 4,985.5 3,613.5 1,372.0 29.0% 130.7 2.8% 82% False False 845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.9
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 5,768.1
2.618 5,440.9
1.618 5,240.4
1.000 5,116.5
0.618 5,039.9
HIGH 4,916.0
0.618 4,839.4
0.500 4,815.8
0.382 4,792.1
LOW 4,715.5
0.618 4,591.6
1.000 4,515.0
1.618 4,391.1
2.618 4,190.6
4.250 3,863.4
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 4,815.8 4,823.8
PP 4,788.5 4,793.8
S1 4,761.3 4,763.9

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

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