DAX Index Future December 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 5,359.0 5,337.5 -21.5 -0.4% 5,293.5
High 5,385.0 5,467.0 82.0 1.5% 5,400.0
Low 5,309.0 5,324.5 15.5 0.3% 5,152.5
Close 5,344.5 5,429.0 84.5 1.6% 5,344.5
Range 76.0 142.5 66.5 87.5% 247.5
ATR 113.9 116.0 2.0 1.8% 0.0
Volume 510 2,571 2,061 404.1% 5,789
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,834.3 5,774.2 5,507.4
R3 5,691.8 5,631.7 5,468.2
R2 5,549.3 5,549.3 5,455.1
R1 5,489.2 5,489.2 5,442.1 5,519.3
PP 5,406.8 5,406.8 5,406.8 5,421.9
S1 5,346.7 5,346.7 5,415.9 5,376.8
S2 5,264.3 5,264.3 5,402.9
S3 5,121.8 5,204.2 5,389.8
S4 4,979.3 5,061.7 5,350.6
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6,041.5 5,940.5 5,480.6
R3 5,794.0 5,693.0 5,412.6
R2 5,546.5 5,546.5 5,389.9
R1 5,445.5 5,445.5 5,367.2 5,496.0
PP 5,299.0 5,299.0 5,299.0 5,324.3
S1 5,198.0 5,198.0 5,321.8 5,248.5
S2 5,051.5 5,051.5 5,299.1
S3 4,804.0 4,950.5 5,276.4
S4 4,556.5 4,703.0 5,208.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,467.0 5,152.5 314.5 5.8% 130.0 2.4% 88% True False 1,615
10 5,467.0 5,038.5 428.5 7.9% 118.8 2.2% 91% True False 1,160
20 5,467.0 4,540.0 927.0 17.1% 108.7 2.0% 96% True False 849
40 5,467.0 4,540.0 927.0 17.1% 109.6 2.0% 96% True False 1,297
60 5,467.0 4,540.0 927.0 17.1% 109.4 2.0% 96% True False 985
80 5,467.0 4,421.0 1,046.0 19.3% 107.8 2.0% 96% True False 762
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 31.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,072.6
2.618 5,840.1
1.618 5,697.6
1.000 5,609.5
0.618 5,555.1
HIGH 5,467.0
0.618 5,412.6
0.500 5,395.8
0.382 5,378.9
LOW 5,324.5
0.618 5,236.4
1.000 5,182.0
1.618 5,093.9
2.618 4,951.4
4.250 4,718.9
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 5,417.9 5,407.9
PP 5,406.8 5,386.8
S1 5,395.8 5,365.8

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

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