DAX Index Future December 2009


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 5,520.0 5,640.0 120.0 2.2% 5,566.0
High 5,665.0 5,695.0 30.0 0.5% 5,759.0
Low 5,519.0 5,628.0 109.0 2.0% 5,443.5
Close 5,651.5 5,653.5 2.0 0.0% 5,484.0
Range 146.0 67.0 -79.0 -54.1% 315.5
ATR 114.7 111.3 -3.4 -3.0% 0.0
Volume 162,809 126,842 -35,967 -22.1% 894,855
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 5,859.8 5,823.7 5,690.4
R3 5,792.8 5,756.7 5,671.9
R2 5,725.8 5,725.8 5,665.8
R1 5,689.7 5,689.7 5,659.6 5,707.8
PP 5,658.8 5,658.8 5,658.8 5,667.9
S1 5,622.7 5,622.7 5,647.4 5,640.8
S2 5,591.8 5,591.8 5,641.2
S3 5,524.8 5,555.7 5,635.1
S4 5,457.8 5,488.7 5,616.7
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6,508.7 6,311.8 5,657.5
R3 6,193.2 5,996.3 5,570.8
R2 5,877.7 5,877.7 5,541.8
R1 5,680.8 5,680.8 5,512.9 5,621.5
PP 5,562.2 5,562.2 5,562.2 5,532.5
S1 5,365.3 5,365.3 5,455.1 5,306.0
S2 5,246.7 5,246.7 5,426.2
S3 4,931.2 5,049.8 5,397.2
S4 4,615.7 4,734.3 5,310.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,729.0 5,442.0 287.0 5.1% 122.5 2.2% 74% False False 165,047
10 5,759.0 5,442.0 317.0 5.6% 123.8 2.2% 67% False False 169,439
20 5,764.0 5,442.0 322.0 5.7% 99.3 1.8% 66% False False 124,132
40 5,764.0 5,165.0 599.0 10.6% 99.2 1.8% 82% False False 63,472
60 5,764.0 4,821.0 943.0 16.7% 102.5 1.8% 88% False False 42,569
80 5,764.0 4,540.0 1,224.0 21.7% 104.9 1.9% 91% False False 32,229
100 5,764.0 4,540.0 1,224.0 21.7% 104.0 1.8% 91% False False 25,984
120 5,764.0 4,425.0 1,339.0 23.7% 104.7 1.9% 92% False False 21,679
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.5
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,979.8
2.618 5,870.4
1.618 5,803.4
1.000 5,762.0
0.618 5,736.4
HIGH 5,695.0
0.618 5,669.4
0.500 5,661.5
0.382 5,653.6
LOW 5,628.0
0.618 5,586.6
1.000 5,561.0
1.618 5,519.6
2.618 5,452.6
4.250 5,343.3
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 5,661.5 5,625.2
PP 5,658.8 5,596.8
S1 5,656.2 5,568.5

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

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