DAX Index Future September 2009


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 5,305.0 5,285.5 -19.5 -0.4% 5,037.0
High 5,325.5 5,306.0 -19.5 -0.4% 5,307.0
Low 5,217.5 5,165.5 -52.0 -1.0% 5,007.0
Close 5,242.5 5,178.0 -64.5 -1.2% 5,225.0
Range 108.0 140.5 32.5 30.1% 300.0
ATR 119.2 120.8 1.5 1.3% 0.0
Volume 109,222 132,786 23,564 21.6% 635,771
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,638.0 5,548.5 5,255.3
R3 5,497.5 5,408.0 5,216.6
R2 5,357.0 5,357.0 5,203.8
R1 5,267.5 5,267.5 5,190.9 5,242.0
PP 5,216.5 5,216.5 5,216.5 5,203.8
S1 5,127.0 5,127.0 5,165.1 5,101.5
S2 5,076.0 5,076.0 5,152.2
S3 4,935.5 4,986.5 5,139.4
S4 4,795.0 4,846.0 5,100.7
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6,079.7 5,952.3 5,390.0
R3 5,779.7 5,652.3 5,307.5
R2 5,479.7 5,479.7 5,280.0
R1 5,352.3 5,352.3 5,252.5 5,416.0
PP 5,179.7 5,179.7 5,179.7 5,211.5
S1 5,052.3 5,052.3 5,197.5 5,116.0
S2 4,879.7 4,879.7 5,170.0
S3 4,579.7 4,752.3 5,142.5
S4 4,279.7 4,452.3 5,060.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,325.5 5,050.5 275.0 5.3% 122.8 2.4% 46% False False 127,562
10 5,325.5 4,812.5 513.0 9.9% 110.2 2.1% 71% False False 130,392
20 5,325.5 4,521.0 804.5 15.5% 115.5 2.2% 82% False False 136,715
40 5,325.5 4,521.0 804.5 15.5% 112.7 2.2% 82% False False 97,670
60 5,325.5 4,521.0 804.5 15.5% 116.2 2.2% 82% False False 65,383
80 5,325.5 4,235.0 1,090.5 21.1% 118.1 2.3% 86% False False 49,139
100 5,325.5 3,613.5 1,712.0 33.1% 121.3 2.3% 91% False False 39,771
120 5,325.5 3,613.5 1,712.0 33.1% 122.5 2.4% 91% False False 33,202
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 23.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,903.1
2.618 5,673.8
1.618 5,533.3
1.000 5,446.5
0.618 5,392.8
HIGH 5,306.0
0.618 5,252.3
0.500 5,235.8
0.382 5,219.2
LOW 5,165.5
0.618 5,078.7
1.000 5,025.0
1.618 4,938.2
2.618 4,797.7
4.250 4,568.4
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 5,235.8 5,245.5
PP 5,216.5 5,223.0
S1 5,197.3 5,200.5

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

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