DAX Index Future September 2009

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	5,735.0	5,720.0	-15.0	-0.3%	5,570.0
High	5,749.0	5,744.5	-4.5	-0.1%	5,749.0
Low	5,696.0	5,702.5	6.5	0.1%	5,532.0
Close	5,737.5	5,736.9	-0.6	0.0%	5,736.9
Range	53.0	42.0	-11.0	-20.8%	217.0
ATR	105.9	101.3	-4.6	-4.3%	0.0
Volume	174,565	35,692	-138,873	-79.6%	715,525

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,854.0	5,837.4	5,760.0
R3	5,812.0	5,795.4	5,748.5
R2	5,770.0	5,770.0	5,744.6
R1	5,753.4	5,753.4	5,740.8	5,761.7
PP	5,728.0	5,728.0	5,728.0	5,732.1
S1	5,711.4	5,711.4	5,733.1	5,719.7
S2	5,686.0	5,686.0	5,729.2
S3	5,644.0	5,669.4	5,725.4
S4	5,602.0	5,627.4	5,713.8

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,323.6	6,247.3	5,856.3
R3	6,106.6	6,030.3	5,796.6
R2	5,889.6	5,889.6	5,776.7
R1	5,813.3	5,813.3	5,756.8	5,851.5
PP	5,672.6	5,672.6	5,672.6	5,691.7
S1	5,596.3	5,596.3	5,717.0	5,634.5
S2	5,455.6	5,455.6	5,697.1
S3	5,238.6	5,379.3	5,677.2
S4	5,021.6	5,162.3	5,617.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,749.0	5,532.0	217.0	3.8%	72.2	1.3%	94%	False	False	143,105
10	5,749.0	5,321.0	428.0	7.5%	79.6	1.4%	97%	False	False	142,059
20	5,749.0	5,263.5	485.5	8.5%	94.2	1.6%	98%	False	False	138,850
40	5,749.0	5,147.5	601.5	10.5%	106.6	1.9%	98%	False	False	132,557
60	5,749.0	4,521.0	1,228.0	21.4%	110.4	1.9%	99%	False	False	134,457
80	5,749.0	4,521.0	1,228.0	21.4%	109.3	1.9%	99%	False	False	110,574
100	5,749.0	4,521.0	1,228.0	21.4%	112.2	2.0%	99%	False	False	88,613
120	5,749.0	3,984.5	1,764.5	30.8%	115.1	2.0%	99%	False	False	73,913

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.4
Narrowest range in 149 trading days

Fibonacci Retracements and Extensions
4.250	5,923.0
2.618	5,854.5
1.618	5,812.5
1.000	5,786.5
0.618	5,770.5
HIGH	5,744.5
0.618	5,728.5
0.500	5,723.5
0.382	5,718.5
LOW	5,702.5
0.618	5,676.5
1.000	5,660.5
1.618	5,634.5
2.618	5,592.5
4.250	5,524.0

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	5,732.4	5,723.0
PP	5,728.0	5,709.1
S1	5,723.5	5,695.3

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