DAX Index Future September 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 5,506.5 5,480.0 -26.5 -0.5% 5,493.0
High 5,576.0 5,497.0 -79.0 -1.4% 5,578.5
Low 5,493.0 5,437.5 -55.5 -1.0% 5,432.0
Close 5,516.0 5,469.0 -47.0 -0.9% 5,516.0
Range 83.0 59.5 -23.5 -28.3% 146.5
ATR 117.5 114.7 -2.8 -2.4% 0.0
Volume 111,947 97,996 -13,951 -12.5% 618,616
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,646.3 5,617.2 5,501.7
R3 5,586.8 5,557.7 5,485.4
R2 5,527.3 5,527.3 5,479.9
R1 5,498.2 5,498.2 5,474.5 5,483.0
PP 5,467.8 5,467.8 5,467.8 5,460.3
S1 5,438.7 5,438.7 5,463.5 5,423.5
S2 5,408.3 5,408.3 5,458.1
S3 5,348.8 5,379.2 5,452.6
S4 5,289.3 5,319.7 5,436.3
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,948.3 5,878.7 5,596.6
R3 5,801.8 5,732.2 5,556.3
R2 5,655.3 5,655.3 5,542.9
R1 5,585.7 5,585.7 5,529.4 5,620.5
PP 5,508.8 5,508.8 5,508.8 5,526.3
S1 5,439.2 5,439.2 5,502.6 5,474.0
S2 5,362.3 5,362.3 5,489.1
S3 5,215.8 5,292.7 5,475.7
S4 5,069.3 5,146.2 5,435.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,578.5 5,432.0 146.5 2.7% 89.0 1.6% 25% False False 120,481
10 5,578.5 5,160.0 418.5 7.7% 96.5 1.8% 74% False False 122,124
20 5,578.5 5,160.0 418.5 7.7% 109.1 2.0% 74% False False 123,731
40 5,578.5 4,521.0 1,057.5 19.3% 113.6 2.1% 90% False False 129,971
60 5,578.5 4,521.0 1,057.5 19.3% 114.2 2.1% 90% False False 115,404
80 5,578.5 4,521.0 1,057.5 19.3% 115.3 2.1% 90% False False 86,816
100 5,578.5 4,248.5 1,330.0 24.3% 116.3 2.1% 92% False False 69,535
120 5,578.5 3,820.5 1,758.0 32.1% 118.4 2.2% 94% False False 58,313
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.4
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5,749.9
2.618 5,652.8
1.618 5,593.3
1.000 5,556.5
0.618 5,533.8
HIGH 5,497.0
0.618 5,474.3
0.500 5,467.3
0.382 5,460.2
LOW 5,437.5
0.618 5,400.7
1.000 5,378.0
1.618 5,341.2
2.618 5,281.7
4.250 5,184.6
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 5,468.4 5,504.0
PP 5,467.8 5,492.3
S1 5,467.3 5,480.7

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

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