DAX Index Future September 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 5,093.0 5,060.5 -32.5 -0.6% 5,062.0
High 5,112.5 5,062.5 -50.0 -1.0% 5,140.0
Low 5,050.0 4,887.0 -163.0 -3.2% 4,975.0
Close 5,074.0 4,904.0 -170.0 -3.4% 5,074.0
Range 62.5 175.5 113.0 180.8% 165.0
ATR 117.4 122.4 5.0 4.2% 0.0
Volume 8,467 30,312 21,845 258.0% 23,400
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,477.7 5,366.3 5,000.5
R3 5,302.2 5,190.8 4,952.3
R2 5,126.7 5,126.7 4,936.2
R1 5,015.3 5,015.3 4,920.1 4,983.3
PP 4,951.2 4,951.2 4,951.2 4,935.1
S1 4,839.8 4,839.8 4,887.9 4,807.8
S2 4,775.7 4,775.7 4,871.8
S3 4,600.2 4,664.3 4,855.7
S4 4,424.7 4,488.8 4,807.5
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,558.0 5,481.0 5,164.8
R3 5,393.0 5,316.0 5,119.4
R2 5,228.0 5,228.0 5,104.3
R1 5,151.0 5,151.0 5,089.1 5,189.5
PP 5,063.0 5,063.0 5,063.0 5,082.3
S1 4,986.0 4,986.0 5,058.9 5,024.5
S2 4,898.0 4,898.0 5,043.8
S3 4,733.0 4,821.0 5,028.6
S4 4,568.0 4,656.0 4,983.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,140.0 4,887.0 253.0 5.2% 106.3 2.2% 7% False True 10,318
10 5,178.0 4,887.0 291.0 5.9% 101.3 2.1% 6% False True 6,052
20 5,178.0 4,811.0 367.0 7.5% 109.2 2.2% 25% False False 3,527
40 5,178.0 4,413.0 765.0 15.6% 117.6 2.4% 64% False False 1,977
60 5,178.0 3,984.5 1,193.5 24.3% 119.4 2.4% 77% False False 1,825
80 5,178.0 3,613.5 1,564.5 31.9% 125.4 2.6% 82% False False 1,697
100 5,178.0 3,613.5 1,564.5 31.9% 124.6 2.5% 82% False False 1,398
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 16.5
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5,808.4
2.618 5,522.0
1.618 5,346.5
1.000 5,238.0
0.618 5,171.0
HIGH 5,062.5
0.618 4,995.5
0.500 4,974.8
0.382 4,954.0
LOW 4,887.0
0.618 4,778.5
1.000 4,711.5
1.618 4,603.0
2.618 4,427.5
4.250 4,141.1
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 4,974.8 5,010.0
PP 4,951.2 4,974.7
S1 4,927.6 4,939.3

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

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