DAX Index Future December 2009

Trading Metrics calculated at close of trading on 23-Nov-2009

Day Change Summary
	Previous	Current
	20-Nov-2009	23-Nov-2009	Change	Change %	Previous Week
Open	5,736.0	5,711.0	-25.0	-0.4%	5,735.0
High	5,746.5	5,827.0	80.5	1.4%	5,847.5
Low	5,637.5	5,711.0	73.5	1.3%	5,637.5
Close	5,664.0	5,796.5	132.5	2.3%	5,664.0
Range	109.0	116.0	7.0	6.4%	210.0
ATR	111.2	114.9	3.7	3.3%	0.0
Volume	142,591	128,700	-13,891	-9.7%	669,887

Daily Pivots for day following 23-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,126.2	6,077.3	5,860.3
R3	6,010.2	5,961.3	5,828.4
R2	5,894.2	5,894.2	5,817.8
R1	5,845.3	5,845.3	5,807.1	5,869.8
PP	5,778.2	5,778.2	5,778.2	5,790.4
S1	5,729.3	5,729.3	5,785.9	5,753.8
S2	5,662.2	5,662.2	5,775.2
S3	5,546.2	5,613.3	5,764.6
S4	5,430.2	5,497.3	5,732.7

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,346.3	6,215.2	5,779.5
R3	6,136.3	6,005.2	5,721.8
R2	5,926.3	5,926.3	5,702.5
R1	5,795.2	5,795.2	5,683.3	5,755.8
PP	5,716.3	5,716.3	5,716.3	5,696.6
S1	5,585.2	5,585.2	5,644.8	5,545.8
S2	5,506.3	5,506.3	5,625.5
S3	5,296.3	5,375.2	5,606.3
S4	5,086.3	5,165.2	5,548.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,847.5	5,637.5	210.0	3.6%	92.3	1.6%	76%	False	False	132,294
10	5,847.5	5,597.0	250.5	4.3%	84.9	1.5%	80%	False	False	137,171
20	5,847.5	5,316.0	531.5	9.2%	110.0	1.9%	90%	False	False	158,901
40	5,894.0	5,316.0	578.0	10.0%	109.4	1.9%	83%	False	False	158,790
60	5,894.0	5,268.5	625.5	10.8%	104.0	1.8%	84%	False	False	128,753
80	5,894.0	5,165.0	729.0	12.6%	104.1	1.8%	87%	False	False	96,827
100	5,894.0	4,540.0	1,354.0	23.4%	104.4	1.8%	93%	False	False	77,609
120	5,894.0	4,540.0	1,354.0	23.4%	105.4	1.8%	93%	False	False	64,968

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.8
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6,320.0
2.618	6,130.7
1.618	6,014.7
1.000	5,943.0
0.618	5,898.7
HIGH	5,827.0
0.618	5,782.7
0.500	5,769.0
0.382	5,755.3
LOW	5,711.0
0.618	5,639.3
1.000	5,595.0
1.618	5,523.3
2.618	5,407.3
4.250	5,218.0

Fisher Pivots for day following 23-Nov-2009
Pivot	1 day	3 day
R1	5,787.3	5,775.1
PP	5,778.2	5,753.7
S1	5,769.0	5,732.3

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