DAX Index Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 4,595.0 4,788.5 193.5 4.2% 4,663.0
High 4,778.0 4,810.0 32.0 0.7% 4,878.5
Low 4,549.0 4,641.5 92.5 2.0% 4,549.0
Close 4,696.5 4,688.0 -8.5 -0.2% 4,696.5
Range 229.0 168.5 -60.5 -26.4% 329.5
ATR 259.6 253.1 -6.5 -2.5% 0.0
Volume 10,491 34,122 23,631 225.3% 31,548
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,218.7 5,121.8 4,780.7
R3 5,050.2 4,953.3 4,734.3
R2 4,881.7 4,881.7 4,718.9
R1 4,784.8 4,784.8 4,703.4 4,749.0
PP 4,713.2 4,713.2 4,713.2 4,695.3
S1 4,616.3 4,616.3 4,672.6 4,580.5
S2 4,544.7 4,544.7 4,657.1
S3 4,376.2 4,447.8 4,641.7
S4 4,207.7 4,279.3 4,595.3
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,696.5 5,526.0 4,877.7
R3 5,367.0 5,196.5 4,787.1
R2 5,037.5 5,037.5 4,756.9
R1 4,867.0 4,867.0 4,726.7 4,952.3
PP 4,708.0 4,708.0 4,708.0 4,750.6
S1 4,537.5 4,537.5 4,666.3 4,622.8
S2 4,378.5 4,378.5 4,636.1
S3 4,049.0 4,208.0 4,605.9
S4 3,719.5 3,878.5 4,515.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,878.5 4,549.0 329.5 7.0% 167.4 3.6% 42% False False 11,826
10 4,878.5 4,339.0 539.5 11.5% 199.7 4.3% 65% False False 7,089
20 4,878.5 4,066.0 812.5 17.3% 227.4 4.8% 77% False False 4,215
40 5,385.0 4,066.0 1,319.0 28.1% 263.2 5.6% 47% False False 2,714
60 6,318.5 4,066.0 2,252.5 48.0% 272.4 5.8% 28% False False 2,083
80 6,706.5 4,066.0 2,640.5 56.3% 242.0 5.2% 24% False False 2,207
100 6,806.5 4,066.0 2,740.5 58.5% 213.4 4.6% 23% False False 1,829
120 6,806.5 4,066.0 2,740.5 58.5% 199.5 4.3% 23% False False 1,575
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 54.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,526.1
2.618 5,251.1
1.618 5,082.6
1.000 4,978.5
0.618 4,914.1
HIGH 4,810.0
0.618 4,745.6
0.500 4,725.8
0.382 4,705.9
LOW 4,641.5
0.618 4,537.4
1.000 4,473.0
1.618 4,368.9
2.618 4,200.4
4.250 3,925.4
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 4,725.8 4,699.5
PP 4,713.2 4,695.7
S1 4,700.6 4,691.8

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

View Archives - Comment on this page... - Back to Index of Symbols