DAX Index Future September 2009

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	5,309.0	5,323.0	14.0	0.3%	5,480.0
High	5,367.0	5,431.5	64.5	1.2%	5,514.0
Low	5,277.0	5,321.0	44.0	0.8%	5,263.5
Close	5,300.5	5,368.5	68.0	1.3%	5,368.5
Range	90.0	110.5	20.5	22.8%	250.5
ATR	116.4	117.4	1.0	0.9%	0.0
Volume	121,807	144,842	23,035	18.9%	735,361

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,705.2	5,647.3	5,429.3
R3	5,594.7	5,536.8	5,398.9
R2	5,484.2	5,484.2	5,388.8
R1	5,426.3	5,426.3	5,378.6	5,455.3
PP	5,373.7	5,373.7	5,373.7	5,388.1
S1	5,315.8	5,315.8	5,358.4	5,344.8
S2	5,263.2	5,263.2	5,348.2
S3	5,152.7	5,205.3	5,338.1
S4	5,042.2	5,094.8	5,307.7

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,133.5	6,001.5	5,506.3
R3	5,883.0	5,751.0	5,437.4
R2	5,632.5	5,632.5	5,414.4
R1	5,500.5	5,500.5	5,391.5	5,441.3
PP	5,382.0	5,382.0	5,382.0	5,352.4
S1	5,250.0	5,250.0	5,345.5	5,190.8
S2	5,131.5	5,131.5	5,322.6
S3	4,881.0	4,999.5	5,299.6
S4	4,630.5	4,749.0	5,230.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,514.0	5,263.5	250.5	4.7%	109.6	2.0%	42%	False	False	147,072
10	5,578.5	5,263.5	315.0	5.9%	100.0	1.9%	33%	False	False	135,397
20	5,578.5	5,160.0	418.5	7.8%	110.8	2.1%	50%	False	False	131,262
40	5,578.5	4,521.0	1,057.5	19.7%	116.5	2.2%	80%	False	False	132,188
60	5,578.5	4,521.0	1,057.5	19.7%	116.0	2.2%	80%	False	False	125,778
80	5,578.5	4,521.0	1,057.5	19.7%	115.2	2.1%	80%	False	False	94,746
100	5,578.5	4,413.0	1,165.5	21.7%	116.4	2.2%	82%	False	False	75,879
120	5,578.5	3,965.0	1,613.5	30.1%	117.8	2.2%	87%	False	False	63,567

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	17.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,901.1
2.618	5,720.8
1.618	5,610.3
1.000	5,542.0
0.618	5,499.8
HIGH	5,431.5
0.618	5,389.3
0.500	5,376.3
0.382	5,363.2
LOW	5,321.0
0.618	5,252.7
1.000	5,210.5
1.618	5,142.2
2.618	5,031.7
4.250	4,851.4

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	5,376.3	5,361.5
PP	5,373.7	5,354.5
S1	5,371.1	5,347.5

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