DAX Index Future December 2009


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 5,569.0 5,625.0 56.0 1.0% 5,472.0
High 5,645.5 5,651.5 6.0 0.1% 5,652.0
Low 5,535.0 5,589.0 54.0 1.0% 5,455.0
Close 5,620.0 5,622.5 2.5 0.0% 5,626.5
Range 110.5 62.5 -48.0 -43.4% 197.0
ATR 107.6 104.4 -3.2 -3.0% 0.0
Volume 28,344 42,258 13,914 49.1% 54,177
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,808.5 5,778.0 5,656.9
R3 5,746.0 5,715.5 5,639.7
R2 5,683.5 5,683.5 5,634.0
R1 5,653.0 5,653.0 5,628.2 5,637.0
PP 5,621.0 5,621.0 5,621.0 5,613.0
S1 5,590.5 5,590.5 5,616.8 5,574.5
S2 5,558.5 5,558.5 5,611.0
S3 5,496.0 5,528.0 5,605.3
S4 5,433.5 5,465.5 5,588.1
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,168.8 6,094.7 5,734.9
R3 5,971.8 5,897.7 5,680.7
R2 5,774.8 5,774.8 5,662.6
R1 5,700.7 5,700.7 5,644.6 5,737.8
PP 5,577.8 5,577.8 5,577.8 5,596.4
S1 5,503.7 5,503.7 5,608.4 5,540.8
S2 5,380.8 5,380.8 5,590.4
S3 5,183.8 5,306.7 5,572.3
S4 4,986.8 5,109.7 5,518.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,652.0 5,455.0 197.0 3.5% 87.2 1.6% 85% False False 23,240
10 5,652.0 5,268.5 383.5 6.8% 94.6 1.7% 92% False False 13,931
20 5,652.0 5,165.0 487.0 8.7% 91.3 1.6% 94% False False 7,522
40 5,652.0 5,038.5 613.5 10.9% 103.1 1.8% 95% False False 4,244
60 5,652.0 4,540.0 1,112.0 19.8% 104.1 1.9% 97% False False 2,995
80 5,652.0 4,540.0 1,112.0 19.8% 104.1 1.9% 97% False False 2,682
100 5,652.0 4,540.0 1,112.0 19.8% 105.1 1.9% 97% False False 2,183
120 5,652.0 3,993.0 1,659.0 29.5% 106.1 1.9% 98% False False 1,842
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,917.1
2.618 5,815.1
1.618 5,752.6
1.000 5,714.0
0.618 5,690.1
HIGH 5,651.5
0.618 5,627.6
0.500 5,620.3
0.382 5,612.9
LOW 5,589.0
0.618 5,550.4
1.000 5,526.5
1.618 5,487.9
2.618 5,425.4
4.250 5,323.4
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 5,621.8 5,612.8
PP 5,621.0 5,603.2
S1 5,620.3 5,593.5

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

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