DAX Index Future September 2009

Trading Metrics calculated at close of trading on 11-Aug-2009

Day Change Summary
	Previous	Current
	10-Aug-2009	11-Aug-2009	Change	Change %	Previous Week
Open	5,430.0	5,435.0	5.0	0.1%	5,362.0
High	5,446.0	5,457.0	11.0	0.2%	5,483.5
Low	5,391.5	5,272.5	-119.0	-2.2%	5,308.0
Close	5,422.5	5,291.0	-131.5	-2.4%	5,463.5
Range	54.5	184.5	130.0	238.5%	175.5
ATR	119.2	123.8	4.7	3.9%	0.0
Volume	83,208	128,023	44,815	53.9%	620,396

Daily Pivots for day following 11-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,893.7	5,776.8	5,392.5
R3	5,709.2	5,592.3	5,341.7
R2	5,524.7	5,524.7	5,324.8
R1	5,407.8	5,407.8	5,307.9	5,374.0
PP	5,340.2	5,340.2	5,340.2	5,323.3
S1	5,223.3	5,223.3	5,274.1	5,189.5
S2	5,155.7	5,155.7	5,257.2
S3	4,971.2	5,038.8	5,240.3
S4	4,786.7	4,854.3	5,189.5

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,944.8	5,879.7	5,560.0
R3	5,769.3	5,704.2	5,511.8
R2	5,593.8	5,593.8	5,495.7
R1	5,528.7	5,528.7	5,479.6	5,561.3
PP	5,418.3	5,418.3	5,418.3	5,434.6
S1	5,353.2	5,353.2	5,447.4	5,385.8
S2	5,242.8	5,242.8	5,431.3
S3	5,067.3	5,177.7	5,415.2
S4	4,891.8	5,002.2	5,367.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,483.5	5,272.5	211.0	4.0%	123.8	2.3%	9%	False	True	117,676
10	5,483.5	5,147.5	336.0	6.4%	124.8	2.4%	43%	False	False	124,760
20	5,483.5	4,812.5	671.0	12.7%	117.5	2.2%	71%	False	False	127,576
40	5,483.5	4,521.0	962.5	18.2%	118.6	2.2%	80%	False	False	127,347
60	5,483.5	4,521.0	962.5	18.2%	115.5	2.2%	80%	False	False	86,074
80	5,483.5	4,413.0	1,070.5	20.2%	118.1	2.2%	82%	False	False	64,662
100	5,483.5	3,984.5	1,499.0	28.3%	119.1	2.3%	87%	False	False	52,034
120	5,483.5	3,613.5	1,870.0	35.3%	123.1	2.3%	90%	False	False	43,580

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	38.3
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	6,241.1
2.618	5,940.0
1.618	5,755.5
1.000	5,641.5
0.618	5,571.0
HIGH	5,457.0
0.618	5,386.5
0.500	5,364.8
0.382	5,343.0
LOW	5,272.5
0.618	5,158.5
1.000	5,088.0
1.618	4,974.0
2.618	4,789.5
4.250	4,488.4

Fisher Pivots for day following 11-Aug-2009
Pivot	1 day	3 day
R1	5,364.8	5,378.0
PP	5,340.2	5,349.0
S1	5,315.6	5,320.0

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