DAX Index Future September 2009

Trading Metrics calculated at close of trading on 29-Jul-2009

Day Change Summary
	Previous	Current
	28-Jul-2009	29-Jul-2009	Change	Change %	Previous Week
Open	5,285.5	5,219.0	-66.5	-1.3%	5,037.0
High	5,306.0	5,313.0	7.0	0.1%	5,307.0
Low	5,165.5	5,147.5	-18.0	-0.3%	5,007.0
Close	5,178.0	5,271.0	93.0	1.8%	5,225.0
Range	140.5	165.5	25.0	17.8%	300.0
ATR	120.8	124.0	3.2	2.6%	0.0
Volume	132,786	145,861	13,075	9.8%	635,771

Daily Pivots for day following 29-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,740.3	5,671.2	5,362.0
R3	5,574.8	5,505.7	5,316.5
R2	5,409.3	5,409.3	5,301.3
R1	5,340.2	5,340.2	5,286.2	5,374.8
PP	5,243.8	5,243.8	5,243.8	5,261.1
S1	5,174.7	5,174.7	5,255.8	5,209.3
S2	5,078.3	5,078.3	5,240.7
S3	4,912.8	5,009.2	5,225.5
S4	4,747.3	4,843.7	5,180.0

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	5,102.0	223.5	4.2%	137.6	2.6%	76%	False	False	132,979
10	5,325.5	4,903.5	422.0	8.0%	113.2	2.1%	87%	False	False	130,279
20	5,325.5	4,521.0	804.5	15.3%	117.9	2.2%	93%	False	False	137,469
40	5,325.5	4,521.0	804.5	15.3%	115.2	2.2%	93%	False	False	101,298
60	5,325.5	4,521.0	804.5	15.3%	117.7	2.2%	93%	False	False	67,809
80	5,325.5	4,248.5	1,077.0	20.4%	117.9	2.2%	95%	False	False	50,955
100	5,325.5	3,613.5	1,712.0	32.5%	121.0	2.3%	97%	False	False	41,220
120	5,325.5	3,613.5	1,712.0	32.5%	122.4	2.3%	97%	False	False	34,414

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,016.4
2.618	5,746.3
1.618	5,580.8
1.000	5,478.5
0.618	5,415.3
HIGH	5,313.0
0.618	5,249.8
0.500	5,230.3
0.382	5,210.7
LOW	5,147.5
0.618	5,045.2
1.000	4,982.0
1.618	4,879.7
2.618	4,714.2
4.250	4,444.1

Fisher Pivots for day following 29-Jul-2009
Pivot	1 day	3 day
R1	5,257.4	5,259.5
PP	5,243.8	5,248.0
S1	5,230.3	5,236.5

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