DAX Index Future September 2009

Trading Metrics calculated at close of trading on 10-Jul-2009

Day Change Summary
	Previous	Current
	09-Jul-2009	10-Jul-2009	Change	Change %	Previous Week
Open	4,590.5	4,602.0	11.5	0.3%	4,668.5
High	4,671.5	4,646.5	-25.0	-0.5%	4,705.5
Low	4,588.5	4,568.0	-20.5	-0.4%	4,553.5
Close	4,622.0	4,574.5	-47.5	-1.0%	4,574.5
Range	83.0	78.5	-4.5	-5.4%	152.0
ATR	122.7	119.6	-3.2	-2.6%	0.0
Volume	131,190	118,471	-12,719	-9.7%	686,841

Daily Pivots for day following 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,831.8	4,781.7	4,617.7
R3	4,753.3	4,703.2	4,596.1
R2	4,674.8	4,674.8	4,588.9
R1	4,624.7	4,624.7	4,581.7	4,610.5
PP	4,596.3	4,596.3	4,596.3	4,589.3
S1	4,546.2	4,546.2	4,567.3	4,532.0
S2	4,517.8	4,517.8	4,560.1
S3	4,439.3	4,467.7	4,552.9
S4	4,360.8	4,389.2	4,531.3

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,067.2	4,972.8	4,658.1
R3	4,915.2	4,820.8	4,616.3
R2	4,763.2	4,763.2	4,602.4
R1	4,668.8	4,668.8	4,588.4	4,640.0
PP	4,611.2	4,611.2	4,611.2	4,596.8
S1	4,516.8	4,516.8	4,560.6	4,488.0
S2	4,459.2	4,459.2	4,546.6
S3	4,307.2	4,364.8	4,532.7
S4	4,155.2	4,212.8	4,490.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,705.5	4,553.5	152.0	3.3%	91.5	2.0%	14%	False	False	137,368
10	4,931.5	4,553.5	378.0	8.3%	115.7	2.5%	6%	False	False	135,147
20	5,112.5	4,553.5	559.0	12.2%	115.1	2.5%	4%	False	False	112,958
40	5,178.0	4,553.5	624.5	13.7%	113.9	2.5%	3%	False	False	57,304
60	5,178.0	4,413.0	765.0	16.7%	116.3	2.5%	21%	False	False	38,340
80	5,178.0	3,965.0	1,213.0	26.5%	118.5	2.6%	50%	False	False	29,257
100	5,178.0	3,613.5	1,564.5	34.2%	123.1	2.7%	61%	False	False	23,567
120	5,178.0	3,613.5	1,564.5	34.2%	124.4	2.7%	61%	False	False	19,669

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.0
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4,980.1
2.618	4,852.0
1.618	4,773.5
1.000	4,725.0
0.618	4,695.0
HIGH	4,646.5
0.618	4,616.5
0.500	4,607.3
0.382	4,598.0
LOW	4,568.0
0.618	4,519.5
1.000	4,489.5
1.618	4,441.0
2.618	4,362.5
4.250	4,234.4

Fisher Pivots for day following 10-Jul-2009
Pivot	1 day	3 day
R1	4,607.3	4,612.5
PP	4,596.3	4,599.8
S1	4,585.4	4,587.2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols