DAX Index Future September 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 4,737.5 4,829.0 91.5 1.9% 4,668.5
High 4,804.5 4,948.5 144.0 3.0% 4,705.5
Low 4,704.5 4,812.5 108.0 2.3% 4,553.5
Close 4,777.0 4,921.0 144.0 3.0% 4,574.5
Range 100.0 136.0 36.0 36.0% 152.0
ATR 125.6 128.9 3.3 2.6% 0.0
Volume 151,715 146,999 -4,716 -3.1% 686,841
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,302.0 5,247.5 4,995.8
R3 5,166.0 5,111.5 4,958.4
R2 5,030.0 5,030.0 4,945.9
R1 4,975.5 4,975.5 4,933.5 5,002.8
PP 4,894.0 4,894.0 4,894.0 4,907.6
S1 4,839.5 4,839.5 4,908.5 4,866.8
S2 4,758.0 4,758.0 4,896.1
S3 4,622.0 4,703.5 4,883.6
S4 4,486.0 4,567.5 4,846.2
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 4,948.5 4,521.0 427.5 8.7% 125.8 2.6% 94% True False 143,725
10 4,948.5 4,521.0 427.5 8.7% 122.6 2.5% 94% True False 144,660
20 4,948.5 4,521.0 427.5 8.7% 122.1 2.5% 94% True False 132,224
40 5,178.0 4,521.0 657.0 13.4% 115.1 2.3% 61% False False 68,969
60 5,178.0 4,413.0 765.0 15.5% 117.3 2.4% 66% False False 46,136
80 5,178.0 3,984.5 1,193.5 24.3% 119.5 2.4% 78% False False 34,796
100 5,178.0 3,613.5 1,564.5 31.8% 124.7 2.5% 84% False False 28,239
120 5,178.0 3,613.5 1,564.5 31.8% 123.8 2.5% 84% False False 23,576
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 23.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,526.5
2.618 5,304.5
1.618 5,168.5
1.000 5,084.5
0.618 5,032.5
HIGH 4,948.5
0.618 4,896.5
0.500 4,880.5
0.382 4,864.5
LOW 4,812.5
0.618 4,728.5
1.000 4,676.5
1.618 4,592.5
2.618 4,456.5
4.250 4,234.5
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 4,907.5 4,858.9
PP 4,894.0 4,796.8
S1 4,880.5 4,734.8

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

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