DAX Index Future December 2009


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 5,528.5 5,635.0 106.5 1.9% 5,413.0
High 5,657.5 5,654.0 -3.5 -0.1% 5,533.0
Low 5,528.5 5,597.0 68.5 1.2% 5,316.0
Close 5,620.0 5,619.0 -1.0 0.0% 5,489.0
Range 129.0 57.0 -72.0 -55.8% 217.0
ATR 130.6 125.4 -5.3 -4.0% 0.0
Volume 129,725 136,559 6,834 5.3% 884,321
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,794.3 5,763.7 5,650.4
R3 5,737.3 5,706.7 5,634.7
R2 5,680.3 5,680.3 5,629.5
R1 5,649.7 5,649.7 5,624.2 5,636.5
PP 5,623.3 5,623.3 5,623.3 5,616.8
S1 5,592.7 5,592.7 5,613.8 5,579.5
S2 5,566.3 5,566.3 5,608.6
S3 5,509.3 5,535.7 5,603.3
S4 5,452.3 5,478.7 5,587.7
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,097.0 6,010.0 5,608.4
R3 5,880.0 5,793.0 5,548.7
R2 5,663.0 5,663.0 5,528.8
R1 5,576.0 5,576.0 5,508.9 5,619.5
PP 5,446.0 5,446.0 5,446.0 5,467.8
S1 5,359.0 5,359.0 5,469.1 5,402.5
S2 5,229.0 5,229.0 5,449.2
S3 5,012.0 5,142.0 5,429.3
S4 4,795.0 4,925.0 5,369.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,657.5 5,358.0 299.5 5.3% 113.0 2.0% 87% False False 154,715
10 5,657.5 5,316.0 341.5 6.1% 133.1 2.4% 89% False False 175,735
20 5,894.0 5,316.0 578.0 10.3% 122.8 2.2% 52% False False 171,728
40 5,894.0 5,316.0 578.0 10.3% 111.5 2.0% 52% False False 158,758
60 5,894.0 5,165.0 729.0 13.0% 104.7 1.9% 62% False False 108,346
80 5,894.0 5,038.5 855.5 15.2% 107.3 1.9% 68% False False 81,501
100 5,894.0 4,540.0 1,354.0 24.1% 107.0 1.9% 80% False False 65,300
120 5,894.0 4,540.0 1,354.0 24.1% 106.5 1.9% 80% False False 54,707
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.8
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 5,896.3
2.618 5,803.2
1.618 5,746.2
1.000 5,711.0
0.618 5,689.2
HIGH 5,654.0
0.618 5,632.2
0.500 5,625.5
0.382 5,618.8
LOW 5,597.0
0.618 5,561.8
1.000 5,540.0
1.618 5,504.8
2.618 5,447.8
4.250 5,354.8
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 5,625.5 5,590.8
PP 5,623.3 5,562.5
S1 5,621.2 5,534.3

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

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