DAX Index Future December 2009


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 5,566.0 5,734.0 168.0 3.0% 5,709.5
High 5,754.5 5,759.0 4.5 0.1% 5,756.5
Low 5,554.0 5,690.5 136.5 2.5% 5,560.0
Close 5,722.0 5,719.5 -2.5 0.0% 5,589.5
Range 200.5 68.5 -132.0 -65.8% 196.5
ATR 105.7 103.1 -2.7 -2.5% 0.0
Volume 177,177 144,003 -33,174 -18.7% 751,601
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,928.5 5,892.5 5,757.2
R3 5,860.0 5,824.0 5,738.3
R2 5,791.5 5,791.5 5,732.1
R1 5,755.5 5,755.5 5,725.8 5,739.3
PP 5,723.0 5,723.0 5,723.0 5,714.9
S1 5,687.0 5,687.0 5,713.2 5,670.8
S2 5,654.5 5,654.5 5,706.9
S3 5,586.0 5,618.5 5,700.7
S4 5,517.5 5,550.0 5,681.8
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 6,224.8 6,103.7 5,697.6
R3 6,028.3 5,907.2 5,643.5
R2 5,831.8 5,831.8 5,625.5
R1 5,710.7 5,710.7 5,607.5 5,673.0
PP 5,635.3 5,635.3 5,635.3 5,616.5
S1 5,514.2 5,514.2 5,571.5 5,476.5
S2 5,438.8 5,438.8 5,553.5
S3 5,242.3 5,317.7 5,535.5
S4 5,045.8 5,121.2 5,481.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,759.0 5,554.0 205.0 3.6% 116.6 2.0% 81% True False 164,051
10 5,764.0 5,554.0 210.0 3.7% 94.1 1.6% 79% False False 137,785
20 5,764.0 5,268.5 495.5 8.7% 94.3 1.6% 91% False False 75,858
40 5,764.0 5,165.0 599.0 10.5% 96.9 1.7% 93% False False 38,400
60 5,764.0 4,540.0 1,224.0 21.4% 100.8 1.8% 96% False False 25,883
80 5,764.0 4,540.0 1,224.0 21.4% 103.2 1.8% 96% False False 19,849
100 5,764.0 4,540.0 1,224.0 21.4% 104.4 1.8% 96% False False 15,951
120 5,764.0 4,421.0 1,343.0 23.5% 104.1 1.8% 97% False False 13,308
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 19.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,050.1
2.618 5,938.3
1.618 5,869.8
1.000 5,827.5
0.618 5,801.3
HIGH 5,759.0
0.618 5,732.8
0.500 5,724.8
0.382 5,716.7
LOW 5,690.5
0.618 5,648.2
1.000 5,622.0
1.618 5,579.7
2.618 5,511.2
4.250 5,399.4
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 5,724.8 5,698.5
PP 5,723.0 5,677.5
S1 5,721.3 5,656.5

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

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