DAX Index Future September 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 4,669.5 4,575.0 -94.5 -2.0% 4,748.0
High 4,705.5 4,633.0 -72.5 -1.5% 4,931.5
Low 4,573.0 4,553.5 -19.5 -0.4% 4,705.0
Close 4,596.0 4,565.5 -30.5 -0.7% 4,731.5
Range 132.5 79.5 -53.0 -40.0% 226.5
ATR 127.4 124.0 -3.4 -2.7% 0.0
Volume 140,892 158,132 17,240 12.2% 553,532
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,822.5 4,773.5 4,609.2
R3 4,743.0 4,694.0 4,587.4
R2 4,663.5 4,663.5 4,580.1
R1 4,614.5 4,614.5 4,572.8 4,599.3
PP 4,584.0 4,584.0 4,584.0 4,576.4
S1 4,535.0 4,535.0 4,558.2 4,519.8
S2 4,504.5 4,504.5 4,550.9
S3 4,425.0 4,455.5 4,543.6
S4 4,345.5 4,376.0 4,521.8
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,468.8 5,326.7 4,856.1
R3 5,242.3 5,100.2 4,793.8
R2 5,015.8 5,015.8 4,773.0
R1 4,873.7 4,873.7 4,752.3 4,831.5
PP 4,789.3 4,789.3 4,789.3 4,768.3
S1 4,647.2 4,647.2 4,710.7 4,605.0
S2 4,562.8 4,562.8 4,690.0
S3 4,336.3 4,420.7 4,669.2
S4 4,109.8 4,194.2 4,606.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,931.5 4,553.5 378.0 8.3% 119.4 2.6% 3% False True 145,594
10 4,931.5 4,553.5 378.0 8.3% 126.5 2.8% 3% False True 139,803
20 5,140.0 4,553.5 586.5 12.8% 117.4 2.6% 2% False True 100,905
40 5,178.0 4,553.5 624.5 13.7% 117.6 2.6% 2% False True 51,105
60 5,178.0 4,413.0 765.0 16.8% 117.2 2.6% 20% False False 34,208
80 5,178.0 3,958.5 1,219.5 26.7% 119.0 2.6% 50% False False 26,192
100 5,178.0 3,613.5 1,564.5 34.3% 122.9 2.7% 61% False False 21,073
120 5,178.0 3,613.5 1,564.5 34.3% 125.9 2.8% 61% False False 17,592
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 22.8
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,970.9
2.618 4,841.1
1.618 4,761.6
1.000 4,712.5
0.618 4,682.1
HIGH 4,633.0
0.618 4,602.6
0.500 4,593.3
0.382 4,583.9
LOW 4,553.5
0.618 4,504.4
1.000 4,474.0
1.618 4,424.9
2.618 4,345.4
4.250 4,215.6
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 4,593.3 4,629.5
PP 4,584.0 4,608.2
S1 4,574.8 4,586.8

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

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