DAX Index Future December 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 4,658.0 4,674.0 16.0 0.3% 4,751.0
High 4,696.0 4,706.0 10.0 0.2% 4,933.5
Low 4,615.5 4,577.5 -38.0 -0.8% 4,691.0
Close 4,665.0 4,599.0 -66.0 -1.4% 4,699.5
Range 80.5 128.5 48.0 59.6% 242.5
ATR 115.5 116.4 0.9 0.8% 0.0
Volume 338 382 44 13.0% 2,392
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,013.0 4,934.5 4,669.7
R3 4,884.5 4,806.0 4,634.3
R2 4,756.0 4,756.0 4,622.6
R1 4,677.5 4,677.5 4,610.8 4,652.5
PP 4,627.5 4,627.5 4,627.5 4,615.0
S1 4,549.0 4,549.0 4,587.2 4,524.0
S2 4,499.0 4,499.0 4,575.4
S3 4,370.5 4,420.5 4,563.7
S4 4,242.0 4,292.0 4,528.3
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,502.2 5,343.3 4,832.9
R3 5,259.7 5,100.8 4,766.2
R2 5,017.2 5,017.2 4,744.0
R1 4,858.3 4,858.3 4,721.7 4,816.5
PP 4,774.7 4,774.7 4,774.7 4,753.8
S1 4,615.8 4,615.8 4,677.3 4,574.0
S2 4,532.2 4,532.2 4,655.0
S3 4,289.7 4,373.3 4,632.8
S4 4,047.2 4,130.8 4,566.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,933.5 4,577.5 356.0 7.7% 110.6 2.4% 6% False True 518
10 4,933.5 4,577.5 356.0 7.7% 119.2 2.6% 6% False True 457
20 5,148.0 4,577.5 570.5 12.4% 112.9 2.5% 4% False True 1,668
40 5,185.0 4,577.5 607.5 13.2% 110.7 2.4% 4% False True 1,056
60 5,185.0 4,425.0 760.0 16.5% 107.8 2.3% 23% False False 739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,252.1
2.618 5,042.4
1.618 4,913.9
1.000 4,834.5
0.618 4,785.4
HIGH 4,706.0
0.618 4,656.9
0.500 4,641.8
0.382 4,626.6
LOW 4,577.5
0.618 4,498.1
1.000 4,449.0
1.618 4,369.6
2.618 4,241.1
4.250 4,031.4
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 4,641.8 4,662.3
PP 4,627.5 4,641.2
S1 4,613.3 4,620.1

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

View Archives - Comment on this page... - Back to Index of Symbols