DAX Index Future December 2009

Trading Metrics calculated at close of trading on 16-Dec-2009

Day Change Summary
	Previous	Current
	15-Dec-2009	16-Dec-2009	Change	Change %	Previous Week
Open	5,828.0	5,812.5	-15.5	-0.3%	5,796.0
High	5,830.5	5,932.5	102.0	1.7%	5,814.5
Low	5,751.5	5,804.0	52.5	0.9%	5,604.5
Close	5,806.0	5,893.5	87.5	1.5%	5,761.0
Range	79.0	128.5	49.5	62.7%	210.0
ATR	112.6	113.7	1.1	1.0%	0.0
Volume	155,867	186,555	30,688	19.7%	787,148

Daily Pivots for day following 16-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,262.2	6,206.3	5,964.2
R3	6,133.7	6,077.8	5,928.8
R2	6,005.2	6,005.2	5,917.1
R1	5,949.3	5,949.3	5,905.3	5,977.3
PP	5,876.7	5,876.7	5,876.7	5,890.6
S1	5,820.8	5,820.8	5,881.7	5,848.8
S2	5,748.2	5,748.2	5,869.9
S3	5,619.7	5,692.3	5,858.2
S4	5,491.2	5,563.8	5,822.8

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,356.7	6,268.8	5,876.5
R3	6,146.7	6,058.8	5,818.8
R2	5,936.7	5,936.7	5,799.5
R1	5,848.8	5,848.8	5,780.3	5,787.8
PP	5,726.7	5,726.7	5,726.7	5,696.1
S1	5,638.8	5,638.8	5,741.8	5,577.8
S2	5,516.7	5,516.7	5,722.5
S3	5,306.7	5,428.8	5,703.3
S4	5,096.7	5,218.8	5,645.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,932.5	5,637.0	295.5	5.0%	91.4	1.6%	87%	True	False	148,423
10	5,932.5	5,604.5	328.0	5.6%	106.7	1.8%	88%	True	False	155,815
20	5,932.5	5,509.5	423.0	7.2%	107.0	1.8%	91%	True	False	149,773
40	5,932.5	5,316.0	616.5	10.5%	111.6	1.9%	94%	True	False	159,114
60	5,932.5	5,316.0	616.5	10.5%	110.4	1.9%	94%	True	False	158,022
80	5,932.5	5,268.5	664.0	11.3%	104.2	1.8%	94%	True	False	127,276
100	5,932.5	5,152.5	780.0	13.2%	105.6	1.8%	95%	True	False	102,052
120	5,932.5	4,540.0	1,392.5	23.6%	105.3	1.8%	97%	True	False	85,137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,478.6
2.618	6,268.9
1.618	6,140.4
1.000	6,061.0
0.618	6,011.9
HIGH	5,932.5
0.618	5,883.4
0.500	5,868.3
0.382	5,853.1
LOW	5,804.0
0.618	5,724.6
1.000	5,675.5
1.618	5,596.1
2.618	5,467.6
4.250	5,257.9

Fisher Pivots for day following 16-Dec-2009
Pivot	1 day	3 day
R1	5,885.1	5,876.3
PP	5,876.7	5,859.2
S1	5,868.3	5,842.0

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