DAX Index Future December 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 4,882.0 4,823.0 -59.0 -1.2% 5,070.0
High 4,899.0 4,867.0 -32.0 -0.7% 5,148.0
Low 4,771.5 4,779.0 7.5 0.2% 4,994.0
Close 4,818.5 4,850.5 32.0 0.7% 5,080.5
Range 127.5 88.0 -39.5 -31.0% 154.0
ATR 115.4 113.5 -2.0 -1.7% 0.0
Volume 4,455 7,419 2,964 66.5% 7,705
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,096.2 5,061.3 4,898.9
R3 5,008.2 4,973.3 4,874.7
R2 4,920.2 4,920.2 4,866.6
R1 4,885.3 4,885.3 4,858.6 4,902.8
PP 4,832.2 4,832.2 4,832.2 4,840.9
S1 4,797.3 4,797.3 4,842.4 4,814.8
S2 4,744.2 4,744.2 4,834.4
S3 4,656.2 4,709.3 4,826.3
S4 4,568.2 4,621.3 4,802.1
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 5,536.2 5,462.3 5,165.2
R3 5,382.2 5,308.3 5,122.9
R2 5,228.2 5,228.2 5,108.7
R1 5,154.3 5,154.3 5,094.6 5,191.3
PP 5,074.2 5,074.2 5,074.2 5,092.6
S1 5,000.3 5,000.3 5,066.4 5,037.3
S2 4,920.2 4,920.2 5,052.3
S3 4,766.2 4,846.3 5,038.2
S4 4,612.2 4,692.3 4,995.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,118.0 4,771.5 346.5 7.1% 107.5 2.2% 23% False False 4,429
10 5,174.0 4,771.5 402.5 8.3% 100.6 2.1% 20% False False 2,819
20 5,185.0 4,771.5 413.5 8.5% 100.3 2.1% 19% False False 1,563
40 5,185.0 4,563.5 621.5 12.8% 103.5 2.1% 46% False False 873
60 5,185.0 3,993.0 1,192.0 24.6% 106.8 2.2% 72% False False 632
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,241.0
2.618 5,097.4
1.618 5,009.4
1.000 4,955.0
0.618 4,921.4
HIGH 4,867.0
0.618 4,833.4
0.500 4,823.0
0.382 4,812.6
LOW 4,779.0
0.618 4,724.6
1.000 4,691.0
1.618 4,636.6
2.618 4,548.6
4.250 4,405.0
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 4,841.3 4,858.5
PP 4,832.2 4,855.8
S1 4,823.0 4,853.2

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

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