DAX Index Future September 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 5,314.5 5,361.0 46.5 0.9% 5,362.0
High 5,385.5 5,457.0 71.5 1.3% 5,483.5
Low 5,254.5 5,352.0 97.5 1.9% 5,308.0
Close 5,351.5 5,399.5 48.0 0.9% 5,463.5
Range 131.0 105.0 -26.0 -19.8% 175.5
ATR 124.3 123.0 -1.3 -1.1% 0.0
Volume 128,522 143,241 14,719 11.5% 620,396
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,717.8 5,663.7 5,457.3
R3 5,612.8 5,558.7 5,428.4
R2 5,507.8 5,507.8 5,418.8
R1 5,453.7 5,453.7 5,409.1 5,480.8
PP 5,402.8 5,402.8 5,402.8 5,416.4
S1 5,348.7 5,348.7 5,389.9 5,375.8
S2 5,297.8 5,297.8 5,380.3
S3 5,192.8 5,243.7 5,370.6
S4 5,087.8 5,138.7 5,341.8
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 5,254.5 229.0 4.2% 128.6 2.4% 63% False False 125,641
10 5,483.5 5,254.5 229.0 4.2% 117.3 2.2% 63% False False 122,404
20 5,483.5 4,960.0 523.5 9.7% 116.5 2.2% 84% False False 125,601
40 5,483.5 4,521.0 962.5 17.8% 119.1 2.2% 91% False False 131,520
60 5,483.5 4,521.0 962.5 17.8% 115.7 2.1% 91% False False 90,571
80 5,483.5 4,477.5 1,006.0 18.6% 116.8 2.2% 92% False False 68,050
100 5,483.5 3,984.5 1,499.0 27.8% 119.2 2.2% 94% False False 54,551
120 5,483.5 3,613.5 1,870.0 34.6% 123.0 2.3% 96% False False 45,833
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 32.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,903.3
2.618 5,731.9
1.618 5,626.9
1.000 5,562.0
0.618 5,521.9
HIGH 5,457.0
0.618 5,416.9
0.500 5,404.5
0.382 5,392.1
LOW 5,352.0
0.618 5,287.1
1.000 5,247.0
1.618 5,182.1
2.618 5,077.1
4.250 4,905.8
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 5,404.5 5,384.9
PP 5,402.8 5,370.3
S1 5,401.2 5,355.8

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

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