DAX Index Future September 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
25-May-2009 26-May-2009 Change Change % Previous Week
Open 4,922.5 4,895.0 -27.5 -0.6% 4,677.5
High 4,946.0 5,018.0 72.0 1.5% 5,061.5
Low 4,835.0 4,811.0 -24.0 -0.5% 4,669.0
Close 4,932.5 5,000.0 67.5 1.4% 4,923.5
Range 111.0 207.0 96.0 86.5% 392.5
ATR 133.5 138.8 5.2 3.9% 0.0
Volume 1,773 3,356 1,583 89.3% 3,051
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 5,564.0 5,489.0 5,113.9
R3 5,357.0 5,282.0 5,056.9
R2 5,150.0 5,150.0 5,038.0
R1 5,075.0 5,075.0 5,019.0 5,112.5
PP 4,943.0 4,943.0 4,943.0 4,961.8
S1 4,868.0 4,868.0 4,981.0 4,905.5
S2 4,736.0 4,736.0 4,962.1
S3 4,529.0 4,661.0 4,943.1
S4 4,322.0 4,454.0 4,886.2
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 6,062.2 5,885.3 5,139.4
R3 5,669.7 5,492.8 5,031.4
R2 5,277.2 5,277.2 4,995.5
R1 5,100.3 5,100.3 4,959.5 5,188.8
PP 4,884.7 4,884.7 4,884.7 4,928.9
S1 4,707.8 4,707.8 4,887.5 4,796.3
S2 4,492.2 4,492.2 4,851.5
S3 4,099.7 4,315.3 4,815.6
S4 3,707.2 3,922.8 4,707.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,061.5 4,811.0 250.5 5.0% 127.8 2.6% 75% False True 1,289
10 5,061.5 4,662.5 399.0 8.0% 137.1 2.7% 85% False False 1,049
20 5,061.5 4,570.0 491.5 9.8% 123.4 2.5% 87% False False 743
40 5,061.5 3,984.5 1,077.0 21.5% 127.1 2.5% 94% False False 582
60 5,061.5 3,613.5 1,448.0 29.0% 128.0 2.6% 96% False False 1,168
80 5,061.5 3,613.5 1,448.0 29.0% 128.5 2.6% 96% False False 950
100 5,151.0 3,613.5 1,537.5 30.8% 130.4 2.6% 90% False False 794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.8
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,897.8
2.618 5,559.9
1.618 5,352.9
1.000 5,225.0
0.618 5,145.9
HIGH 5,018.0
0.618 4,938.9
0.500 4,914.5
0.382 4,890.1
LOW 4,811.0
0.618 4,683.1
1.000 4,604.0
1.618 4,476.1
2.618 4,269.1
4.250 3,931.3
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 4,971.5 4,971.5
PP 4,943.0 4,943.0
S1 4,914.5 4,914.5

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

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