DAX Index Future March 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 5,370.0 5,070.0 -300.0 -5.6% 4,215.0
High 5,372.0 5,108.0 -264.0 -4.9% 5,136.0
Low 5,058.0 4,735.0 -323.0 -6.4% 4,112.5
Close 5,235.5 4,855.5 -380.0 -7.3% 5,099.0
Range 314.0 373.0 59.0 18.8% 1,023.5
ATR 326.1 338.6 12.5 3.8% 0.0
Volume 1,406 1,106 -300 -21.3% 7,332
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 6,018.5 5,810.0 5,060.7
R3 5,645.5 5,437.0 4,958.1
R2 5,272.5 5,272.5 4,923.9
R1 5,064.0 5,064.0 4,889.7 4,981.8
PP 4,899.5 4,899.5 4,899.5 4,858.4
S1 4,691.0 4,691.0 4,821.3 4,608.8
S2 4,526.5 4,526.5 4,787.1
S3 4,153.5 4,318.0 4,752.9
S4 3,780.5 3,945.0 4,650.4
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 7,853.0 7,499.5 5,661.9
R3 6,829.5 6,476.0 5,380.5
R2 5,806.0 5,806.0 5,286.6
R1 5,452.5 5,452.5 5,192.8 5,629.3
PP 4,782.5 4,782.5 4,782.5 4,870.9
S1 4,429.0 4,429.0 5,005.2 4,605.8
S2 3,759.0 3,759.0 4,911.4
S3 2,735.5 3,405.5 4,817.5
S4 1,712.0 2,382.0 4,536.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,385.0 4,735.0 650.0 13.4% 287.7 5.9% 19% False True 953
10 5,385.0 4,076.5 1,308.5 26.9% 320.4 6.6% 60% False False 1,271
20 5,458.0 4,076.5 1,381.5 28.5% 326.8 6.7% 56% False False 987
40 6,392.5 4,076.5 2,316.0 47.7% 278.3 5.7% 34% False False 1,642
60 6,706.5 4,076.5 2,630.0 54.2% 226.3 4.7% 30% False False 1,433
80 6,806.5 4,076.5 2,730.0 56.2% 197.2 4.1% 29% False False 1,146
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 53.9
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,693.3
2.618 6,084.5
1.618 5,711.5
1.000 5,481.0
0.618 5,338.5
HIGH 5,108.0
0.618 4,965.5
0.500 4,921.5
0.382 4,877.5
LOW 4,735.0
0.618 4,504.5
1.000 4,362.0
1.618 4,131.5
2.618 3,758.5
4.250 3,149.8
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 4,921.5 5,060.0
PP 4,899.5 4,991.8
S1 4,877.5 4,923.7

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

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