DAX Index Future December 2009


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 5,711.0 5,759.0 48.0 0.8% 5,735.0
High 5,827.0 5,819.0 -8.0 -0.1% 5,847.5
Low 5,711.0 5,747.5 36.5 0.6% 5,637.5
Close 5,796.5 5,776.0 -20.5 -0.4% 5,664.0
Range 116.0 71.5 -44.5 -38.4% 210.0
ATR 114.9 111.8 -3.1 -2.7% 0.0
Volume 128,700 133,913 5,213 4.1% 669,887
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 5,995.3 5,957.2 5,815.3
R3 5,923.8 5,885.7 5,795.7
R2 5,852.3 5,852.3 5,789.1
R1 5,814.2 5,814.2 5,782.6 5,833.3
PP 5,780.8 5,780.8 5,780.8 5,790.4
S1 5,742.7 5,742.7 5,769.4 5,761.8
S2 5,709.3 5,709.3 5,762.9
S3 5,637.8 5,671.2 5,756.3
S4 5,566.3 5,599.7 5,736.7
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% 96.4 1.7% 66% False False 135,177
10 5,847.5 5,616.5 231.0 4.0% 86.4 1.5% 69% False False 136,906
20 5,847.5 5,316.0 531.5 9.2% 109.7 1.9% 87% False False 156,321
40 5,894.0 5,316.0 578.0 10.0% 109.5 1.9% 80% False False 158,538
60 5,894.0 5,268.5 625.5 10.8% 104.5 1.8% 81% False False 130,978
80 5,894.0 5,165.0 729.0 12.6% 103.2 1.8% 84% False False 98,469
100 5,894.0 4,540.0 1,354.0 23.4% 104.3 1.8% 91% False False 78,945
120 5,894.0 4,540.0 1,354.0 23.4% 105.3 1.8% 91% False False 66,078
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 15.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,122.9
2.618 6,006.2
1.618 5,934.7
1.000 5,890.5
0.618 5,863.2
HIGH 5,819.0
0.618 5,791.7
0.500 5,783.3
0.382 5,774.8
LOW 5,747.5
0.618 5,703.3
1.000 5,676.0
1.618 5,631.8
2.618 5,560.3
4.250 5,443.6
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 5,783.3 5,761.4
PP 5,780.8 5,746.8
S1 5,778.4 5,732.3

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

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