DAX Index Future March 2009


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 4,737.0 4,575.0 -162.0 -3.4% 5,130.0
High 4,778.5 4,653.0 -125.5 -2.6% 5,183.0
Low 4,556.0 4,488.5 -67.5 -1.5% 4,547.0
Close 4,587.0 4,605.0 18.0 0.4% 4,771.0
Range 222.5 164.5 -58.0 -26.1% 636.0
ATR 316.0 305.2 -10.8 -3.4% 0.0
Volume 1,437 693 -744 -51.8% 7,848
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,075.7 5,004.8 4,695.5
R3 4,911.2 4,840.3 4,650.2
R2 4,746.7 4,746.7 4,635.2
R1 4,675.8 4,675.8 4,620.1 4,711.3
PP 4,582.2 4,582.2 4,582.2 4,599.9
S1 4,511.3 4,511.3 4,589.9 4,546.8
S2 4,417.7 4,417.7 4,574.8
S3 4,253.2 4,346.8 4,559.8
S4 4,088.7 4,182.3 4,514.5
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 6,741.7 6,392.3 5,120.8
R3 6,105.7 5,756.3 4,945.9
R2 5,469.7 5,469.7 4,887.6
R1 5,120.3 5,120.3 4,829.3 4,977.0
PP 4,833.7 4,833.7 4,833.7 4,762.0
S1 4,484.3 4,484.3 4,712.7 4,341.0
S2 4,197.7 4,197.7 4,654.4
S3 3,561.7 3,848.3 4,596.1
S4 2,925.7 3,212.3 4,421.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,944.0 4,488.5 455.5 9.9% 266.7 5.8% 26% False True 1,485
10 5,372.0 4,488.5 883.5 19.2% 275.9 6.0% 13% False True 1,292
20 5,385.0 4,076.5 1,308.5 28.4% 295.6 6.4% 40% False False 1,225
40 6,318.5 4,076.5 2,242.0 48.7% 296.0 6.4% 24% False False 1,016
60 6,706.5 4,076.5 2,630.0 57.1% 247.4 5.4% 20% False False 1,540
80 6,806.5 4,076.5 2,730.0 59.3% 210.1 4.6% 19% False False 1,236
100 6,806.5 4,076.5 2,730.0 59.3% 194.1 4.2% 19% False False 1,052
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34.5
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,352.1
2.618 5,083.7
1.618 4,919.2
1.000 4,817.5
0.618 4,754.7
HIGH 4,653.0
0.618 4,590.2
0.500 4,570.8
0.382 4,551.3
LOW 4,488.5
0.618 4,386.8
1.000 4,324.0
1.618 4,222.3
2.618 4,057.8
4.250 3,789.4
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 4,593.6 4,703.8
PP 4,582.2 4,670.8
S1 4,570.8 4,637.9

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

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