DAX Index Future March 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
27-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 4,671.5 4,701.5 30.0 0.6% 4,286.0
High 4,717.0 4,741.0 24.0 0.5% 4,741.0
Low 4,631.0 4,604.5 -26.5 -0.6% 4,195.0
Close 4,709.5 4,697.5 -12.0 -0.3% 4,697.5
Range 86.0 136.5 50.5 58.7% 546.0
ATR 293.1 281.9 -11.2 -3.8% 0.0
Volume 431 445 14 3.2% 5,978
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,090.5 5,030.5 4,772.6
R3 4,954.0 4,894.0 4,735.0
R2 4,817.5 4,817.5 4,722.5
R1 4,757.5 4,757.5 4,710.0 4,719.3
PP 4,681.0 4,681.0 4,681.0 4,661.9
S1 4,621.0 4,621.0 4,685.0 4,582.8
S2 4,544.5 4,544.5 4,672.5
S3 4,408.0 4,484.5 4,660.0
S4 4,271.5 4,348.0 4,622.4
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 6,182.5 5,986.0 4,997.8
R3 5,636.5 5,440.0 4,847.7
R2 5,090.5 5,090.5 4,797.6
R1 4,894.0 4,894.0 4,747.6 4,992.3
PP 4,544.5 4,544.5 4,544.5 4,593.6
S1 4,348.0 4,348.0 4,647.5 4,446.3
S2 3,998.5 3,998.5 4,597.4
S3 3,452.5 3,802.0 4,547.4
S4 2,906.5 3,256.0 4,397.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,741.0 4,195.0 546.0 11.6% 226.7 4.8% 92% True False 1,195
10 4,778.5 4,066.0 712.5 15.2% 241.5 5.1% 89% False False 1,419
20 5,385.0 4,066.0 1,319.0 28.1% 261.3 5.6% 48% False False 1,324
40 5,672.5 4,066.0 1,606.5 34.2% 304.0 6.5% 39% False False 1,160
60 6,499.0 4,066.0 2,433.0 51.8% 263.0 5.6% 26% False False 1,620
80 6,806.5 4,066.0 2,740.5 58.3% 224.8 4.8% 23% False False 1,364
100 6,806.5 4,066.0 2,740.5 58.3% 204.4 4.4% 23% False False 1,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 71.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,321.1
2.618 5,098.4
1.618 4,961.9
1.000 4,877.5
0.618 4,825.4
HIGH 4,741.0
0.618 4,688.9
0.500 4,672.8
0.382 4,656.6
LOW 4,604.5
0.618 4,520.1
1.000 4,468.0
1.618 4,383.6
2.618 4,247.1
4.250 4,024.4
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 4,689.3 4,666.3
PP 4,681.0 4,635.0
S1 4,672.8 4,603.8

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

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