DAX Index Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 5,296.0 5,290.0 -6.0 -0.1% 5,289.5
High 5,334.5 5,482.5 148.0 2.8% 5,482.5
Low 5,275.0 5,290.0 15.0 0.3% 5,165.0
Close 5,308.0 5,451.0 143.0 2.7% 5,451.0
Range 59.5 192.5 133.0 223.5% 317.5
ATR 111.7 117.4 5.8 5.2% 0.0
Volume 1,186 3,457 2,271 191.5% 8,530
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,985.3 5,910.7 5,556.9
R3 5,792.8 5,718.2 5,503.9
R2 5,600.3 5,600.3 5,486.3
R1 5,525.7 5,525.7 5,468.6 5,563.0
PP 5,407.8 5,407.8 5,407.8 5,426.5
S1 5,333.2 5,333.2 5,433.4 5,370.5
S2 5,215.3 5,215.3 5,415.7
S3 5,022.8 5,140.7 5,398.1
S4 4,830.3 4,948.2 5,345.1
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6,318.7 6,202.3 5,625.6
R3 6,001.2 5,884.8 5,538.3
R2 5,683.7 5,683.7 5,509.2
R1 5,567.3 5,567.3 5,480.1 5,625.5
PP 5,366.2 5,366.2 5,366.2 5,395.3
S1 5,249.8 5,249.8 5,421.9 5,308.0
S2 5,048.7 5,048.7 5,392.8
S3 4,731.2 4,932.3 5,363.7
S4 4,413.7 4,614.8 5,276.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,482.5 5,165.0 317.5 5.8% 103.0 1.9% 90% True False 1,706
10 5,482.5 5,165.0 317.5 5.8% 109.8 2.0% 90% True False 1,291
20 5,482.5 5,152.5 330.0 6.1% 112.8 2.1% 90% True False 1,151
40 5,482.5 4,540.0 942.5 17.3% 110.0 2.0% 97% True False 859
60 5,482.5 4,540.0 942.5 17.3% 108.5 2.0% 97% True False 1,172
80 5,482.5 4,540.0 942.5 17.3% 108.8 2.0% 97% True False 932
100 5,482.5 4,025.5 1,457.0 26.7% 109.2 2.0% 98% True False 764
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.8
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 6,300.6
2.618 5,986.5
1.618 5,794.0
1.000 5,675.0
0.618 5,601.5
HIGH 5,482.5
0.618 5,409.0
0.500 5,386.3
0.382 5,363.5
LOW 5,290.0
0.618 5,171.0
1.000 5,097.5
1.618 4,978.5
2.618 4,786.0
4.250 4,471.9
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 5,429.4 5,408.6
PP 5,407.8 5,366.2
S1 5,386.3 5,323.8

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

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