DAX Index Future December 2009


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 5,005.5 5,045.0 39.5 0.8% 4,554.5
High 5,020.5 5,063.5 43.0 0.9% 5,023.5
Low 4,965.5 5,012.5 47.0 0.9% 4,540.0
Close 4,991.5 5,038.5 47.0 0.9% 4,991.5
Range 55.0 51.0 -4.0 -7.3% 483.5
ATR 114.6 111.5 -3.0 -2.7% 0.0
Volume 181 119 -62 -34.3% 2,188
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 5,191.2 5,165.8 5,066.6
R3 5,140.2 5,114.8 5,052.5
R2 5,089.2 5,089.2 5,047.9
R1 5,063.8 5,063.8 5,043.2 5,051.0
PP 5,038.2 5,038.2 5,038.2 5,031.8
S1 5,012.8 5,012.8 5,033.8 5,000.0
S2 4,987.2 4,987.2 5,029.2
S3 4,936.2 4,961.8 5,024.5
S4 4,885.2 4,910.8 5,010.5
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6,302.2 6,130.3 5,257.4
R3 5,818.7 5,646.8 5,124.5
R2 5,335.2 5,335.2 5,080.1
R1 5,163.3 5,163.3 5,035.8 5,249.3
PP 4,851.7 4,851.7 4,851.7 4,894.6
S1 4,679.8 4,679.8 4,947.2 4,765.8
S2 4,368.2 4,368.2 4,902.9
S3 3,884.7 4,196.3 4,858.5
S4 3,401.2 3,712.8 4,725.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,063.5 4,715.0 348.5 6.9% 87.8 1.7% 93% True False 412
10 5,063.5 4,540.0 523.5 10.4% 98.7 2.0% 95% True False 538
20 5,063.5 4,540.0 523.5 10.4% 106.1 2.1% 95% True False 498
40 5,185.0 4,540.0 645.0 12.8% 105.1 2.1% 77% False False 1,119
60 5,185.0 4,540.0 645.0 12.8% 106.4 2.1% 77% False False 809
80 5,185.0 3,993.0 1,192.0 23.7% 107.7 2.1% 88% False False 641
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.2
Narrowest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 5,280.3
2.618 5,197.0
1.618 5,146.0
1.000 5,114.5
0.618 5,095.0
HIGH 5,063.5
0.618 5,044.0
0.500 5,038.0
0.382 5,032.0
LOW 5,012.5
0.618 4,981.0
1.000 4,961.5
1.618 4,930.0
2.618 4,879.0
4.250 4,795.8
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 5,038.3 5,021.3
PP 5,038.2 5,004.0
S1 5,038.0 4,986.8

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

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