DAX Index Future December 2009


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 5,830.0 5,561.0 -269.0 -4.6% 5,711.0
High 5,836.0 5,722.5 -113.5 -1.9% 5,836.0
Low 5,754.5 5,509.5 -245.0 -4.3% 5,509.5
Close 5,803.0 5,695.0 -108.0 -1.9% 5,695.0
Range 81.5 213.0 131.5 161.3% 326.5
ATR 109.6 122.7 13.1 12.0% 0.0
Volume 131,428 190,927 59,499 45.3% 584,968
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,281.3 6,201.2 5,812.2
R3 6,068.3 5,988.2 5,753.6
R2 5,855.3 5,855.3 5,734.1
R1 5,775.2 5,775.2 5,714.5 5,815.3
PP 5,642.3 5,642.3 5,642.3 5,662.4
S1 5,562.2 5,562.2 5,675.5 5,602.3
S2 5,429.3 5,429.3 5,656.0
S3 5,216.3 5,349.2 5,636.4
S4 5,003.3 5,136.2 5,577.9
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6,659.7 6,503.8 5,874.6
R3 6,333.2 6,177.3 5,784.8
R2 6,006.7 6,006.7 5,754.9
R1 5,850.8 5,850.8 5,724.9 5,765.5
PP 5,680.2 5,680.2 5,680.2 5,637.5
S1 5,524.3 5,524.3 5,665.1 5,439.0
S2 5,353.7 5,353.7 5,635.1
S3 5,027.2 5,197.8 5,605.2
S4 4,700.7 4,871.3 5,515.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,836.0 5,509.5 326.5 5.7% 118.2 2.1% 57% False True 145,511
10 5,847.5 5,509.5 338.0 5.9% 100.1 1.8% 55% False True 138,417
20 5,847.5 5,316.0 531.5 9.3% 108.3 1.9% 71% False False 152,828
40 5,894.0 5,316.0 578.0 10.1% 108.7 1.9% 66% False False 157,006
60 5,894.0 5,283.0 611.0 10.7% 104.7 1.8% 67% False False 136,328
80 5,894.0 5,165.0 729.0 12.8% 104.7 1.8% 73% False False 102,491
100 5,894.0 4,540.0 1,354.0 23.8% 105.2 1.8% 85% False False 82,157
120 5,894.0 4,540.0 1,354.0 23.8% 106.1 1.9% 85% False False 68,733
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 17.8
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6,627.8
2.618 6,280.1
1.618 6,067.1
1.000 5,935.5
0.618 5,854.1
HIGH 5,722.5
0.618 5,641.1
0.500 5,616.0
0.382 5,590.9
LOW 5,509.5
0.618 5,377.9
1.000 5,296.5
1.618 5,164.9
2.618 4,951.9
4.250 4,604.3
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 5,668.7 5,687.6
PP 5,642.3 5,680.2
S1 5,616.0 5,672.8

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

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