DAX Index Future September 2009

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	5,288.0	5,289.0	1.0	0.0%	5,309.0
High	5,336.0	5,481.5	145.5	2.7%	5,481.5
Low	5,266.0	5,282.0	16.0	0.3%	5,160.0
Close	5,305.5	5,448.5	143.0	2.7%	5,448.5
Range	70.0	199.5	129.5	185.0%	321.5
ATR	120.2	125.9	5.7	4.7%	0.0
Volume	121,311	147,279	25,968	21.4%	660,599

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,002.5	5,925.0	5,558.2
R3	5,803.0	5,725.5	5,503.4
R2	5,603.5	5,603.5	5,485.1
R1	5,526.0	5,526.0	5,466.8	5,564.8
PP	5,404.0	5,404.0	5,404.0	5,423.4
S1	5,326.5	5,326.5	5,430.2	5,365.3
S2	5,204.5	5,204.5	5,411.9
S3	5,005.0	5,127.0	5,393.6
S4	4,805.5	4,927.5	5,338.8

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,327.8	6,209.7	5,625.3
R3	6,006.3	5,888.2	5,536.9
R2	5,684.8	5,684.8	5,507.4
R1	5,566.7	5,566.7	5,478.0	5,625.8
PP	5,363.3	5,363.3	5,363.3	5,392.9
S1	5,245.2	5,245.2	5,419.0	5,304.3
S2	5,041.8	5,041.8	5,389.6
S3	4,720.3	4,923.7	5,360.1
S4	4,398.8	4,602.2	5,271.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,481.5	5,160.0	321.5	5.9%	117.2	2.2%	90%	True	False	132,119
10	5,481.5	5,160.0	321.5	5.9%	121.7	2.2%	90%	True	False	127,128
20	5,483.5	5,147.5	336.0	6.2%	123.7	2.3%	90%	False	False	127,483
40	5,483.5	4,521.0	962.5	17.7%	120.4	2.2%	96%	False	False	132,125
60	5,483.5	4,521.0	962.5	17.7%	116.0	2.1%	96%	False	False	103,595
80	5,483.5	4,521.0	962.5	17.7%	117.8	2.2%	96%	False	False	77,892
100	5,483.5	4,017.5	1,466.0	26.9%	119.7	2.2%	98%	False	False	62,394
120	5,483.5	3,613.5	1,870.0	34.3%	121.9	2.2%	98%	False	False	52,382

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.1
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	6,329.4
2.618	6,003.8
1.618	5,804.3
1.000	5,681.0
0.618	5,604.8
HIGH	5,481.5
0.618	5,405.3
0.500	5,381.8
0.382	5,358.2
LOW	5,282.0
0.618	5,158.7
1.000	5,082.5
1.618	4,959.2
2.618	4,759.7
4.250	4,434.1

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	5,426.3	5,405.9
PP	5,404.0	5,363.3
S1	5,381.8	5,320.8

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