DAX Index Future December 2009

Trading Metrics calculated at close of trading on 04-Nov-2009

Day Change Summary
	Previous	Current
	03-Nov-2009	04-Nov-2009	Change	Change %	Previous Week
Open	5,387.5	5,385.0	-2.5	0.0%	5,775.0
High	5,398.0	5,474.5	76.5	1.4%	5,804.0
Low	5,316.0	5,376.0	60.0	1.1%	5,382.5
Close	5,368.5	5,447.5	79.0	1.5%	5,403.5
Range	82.0	98.5	16.5	20.1%	421.5
ATR	127.4	125.8	-1.5	-1.2%	0.0
Volume	182,192	162,183	-20,009	-11.0%	989,220

Daily Pivots for day following 04-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,728.2	5,686.3	5,501.7
R3	5,629.7	5,587.8	5,474.6
R2	5,531.2	5,531.2	5,465.6
R1	5,489.3	5,489.3	5,456.5	5,510.3
PP	5,432.7	5,432.7	5,432.7	5,443.1
S1	5,390.8	5,390.8	5,438.5	5,411.8
S2	5,334.2	5,334.2	5,429.4
S3	5,235.7	5,292.3	5,420.4
S4	5,137.2	5,193.8	5,393.3

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,794.5	6,520.5	5,635.3
R3	6,373.0	6,099.0	5,519.4
R2	5,951.5	5,951.5	5,480.8
R1	5,677.5	5,677.5	5,442.1	5,603.8
PP	5,530.0	5,530.0	5,530.0	5,493.1
S1	5,256.0	5,256.0	5,364.9	5,182.3
S2	5,108.5	5,108.5	5,326.2
S3	4,687.0	4,834.5	5,287.6
S4	4,265.5	4,413.0	5,171.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,616.0	5,316.0	300.0	5.5%	138.8	2.5%	44%	False	False	185,087
10	5,852.0	5,316.0	536.0	9.8%	135.4	2.5%	25%	False	False	187,904
20	5,894.0	5,316.0	578.0	10.6%	115.5	2.1%	23%	False	False	167,800
40	5,894.0	5,316.0	578.0	10.6%	107.4	2.0%	23%	False	False	145,966
60	5,894.0	5,165.0	729.0	13.4%	104.6	1.9%	39%	False	False	98,248
80	5,894.0	4,821.0	1,073.0	19.7%	105.8	1.9%	58%	False	False	73,877
100	5,894.0	4,540.0	1,354.0	24.9%	107.0	2.0%	67%	False	False	59,343
120	5,894.0	4,540.0	1,354.0	24.9%	105.9	1.9%	67%	False	False	49,620

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	22.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,893.1
2.618	5,732.4
1.618	5,633.9
1.000	5,573.0
0.618	5,535.4
HIGH	5,474.5
0.618	5,436.9
0.500	5,425.3
0.382	5,413.6
LOW	5,376.0
0.618	5,315.1
1.000	5,277.5
1.618	5,216.6
2.618	5,118.1
4.250	4,957.4

Fisher Pivots for day following 04-Nov-2009
Pivot	1 day	3 day
R1	5,440.1	5,430.3
PP	5,432.7	5,413.2
S1	5,425.3	5,396.0

Download as Excel Spreadsheet

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

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