DAX Index Future September 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 4,893.5 4,864.5 -29.0 -0.6% 5,062.0
High 4,939.0 4,893.0 -46.0 -0.9% 5,140.0
Low 4,850.0 4,765.5 -84.5 -1.7% 4,975.0
Close 4,906.5 4,813.5 -93.0 -1.9% 5,074.0
Range 89.0 127.5 38.5 43.3% 165.0
ATR 120.0 121.5 1.5 1.3% 0.0
Volume 44,862 59,965 15,103 33.7% 23,400
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,206.5 5,137.5 4,883.6
R3 5,079.0 5,010.0 4,848.6
R2 4,951.5 4,951.5 4,836.9
R1 4,882.5 4,882.5 4,825.2 4,853.3
PP 4,824.0 4,824.0 4,824.0 4,809.4
S1 4,755.0 4,755.0 4,801.8 4,725.8
S2 4,696.5 4,696.5 4,790.1
S3 4,569.0 4,627.5 4,778.4
S4 4,441.5 4,500.0 4,743.4
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 5,133.0 4,765.5 367.5 7.6% 107.9 2.2% 13% False True 29,551
10 5,168.5 4,765.5 403.0 8.4% 102.6 2.1% 12% False True 16,370
20 5,178.0 4,765.5 412.5 8.6% 108.9 2.3% 12% False True 8,673
40 5,178.0 4,477.5 700.5 14.6% 114.4 2.4% 48% False False 4,579
60 5,178.0 3,984.5 1,193.5 24.8% 119.3 2.5% 69% False False 3,239
80 5,178.0 3,613.5 1,564.5 32.5% 125.0 2.6% 77% False False 2,990
100 5,178.0 3,613.5 1,564.5 32.5% 124.1 2.6% 77% False False 2,444
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,434.9
2.618 5,226.8
1.618 5,099.3
1.000 5,020.5
0.618 4,971.8
HIGH 4,893.0
0.618 4,844.3
0.500 4,829.3
0.382 4,814.2
LOW 4,765.5
0.618 4,686.7
1.000 4,638.0
1.618 4,559.2
2.618 4,431.7
4.250 4,223.6
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 4,829.3 4,914.0
PP 4,824.0 4,880.5
S1 4,818.8 4,847.0

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

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