DAX Index Future September 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 5,037.0 5,065.0 28.0 0.6% 4,554.0
High 5,063.0 5,143.0 80.0 1.6% 5,023.5
Low 5,007.0 5,029.5 22.5 0.4% 4,521.0
Close 5,035.5 5,092.0 56.5 1.1% 4,988.0
Range 56.0 113.5 57.5 102.7% 502.5
ATR 120.1 119.6 -0.5 -0.4% 0.0
Volume 109,238 130,730 21,492 19.7% 748,118
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,428.7 5,373.8 5,154.4
R3 5,315.2 5,260.3 5,123.2
R2 5,201.7 5,201.7 5,112.8
R1 5,146.8 5,146.8 5,102.4 5,174.3
PP 5,088.2 5,088.2 5,088.2 5,101.9
S1 5,033.3 5,033.3 5,081.6 5,060.8
S2 4,974.7 4,974.7 5,071.2
S3 4,861.2 4,919.8 5,060.8
S4 4,747.7 4,806.3 5,029.6
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6,351.7 6,172.3 5,264.4
R3 5,849.2 5,669.8 5,126.2
R2 5,346.7 5,346.7 5,080.1
R1 5,167.3 5,167.3 5,034.1 5,257.0
PP 4,844.2 4,844.2 4,844.2 4,889.0
S1 4,664.8 4,664.8 4,941.9 4,754.5
S2 4,341.7 4,341.7 4,895.9
S3 3,839.2 4,162.3 4,849.8
S4 3,336.7 3,659.8 4,711.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,143.0 4,812.5 330.5 6.5% 97.6 1.9% 85% True False 133,223
10 5,143.0 4,521.0 622.0 12.2% 106.1 2.1% 92% True False 139,587
20 5,143.0 4,521.0 622.0 12.2% 116.5 2.3% 92% True False 139,156
40 5,178.0 4,521.0 657.0 12.9% 113.1 2.2% 87% False False 81,870
60 5,178.0 4,521.0 657.0 12.9% 115.3 2.3% 87% False False 54,774
80 5,178.0 3,984.5 1,193.5 23.4% 118.4 2.3% 93% False False 41,195
100 5,178.0 3,613.5 1,564.5 30.7% 121.2 2.4% 95% False False 33,419
120 5,178.0 3,613.5 1,564.5 30.7% 122.6 2.4% 95% False False 27,897
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 3 trading days
Fibonacci Retracements and Extensions
4.250 5,625.4
2.618 5,440.1
1.618 5,326.6
1.000 5,256.5
0.618 5,213.1
HIGH 5,143.0
0.618 5,099.6
0.500 5,086.3
0.382 5,072.9
LOW 5,029.5
0.618 4,959.4
1.000 4,916.0
1.618 4,845.9
2.618 4,732.4
4.250 4,547.1
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 5,090.1 5,078.5
PP 5,088.2 5,065.0
S1 5,086.3 5,051.5

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

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