DAX Index Future March 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
30-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 4,760.0 4,885.0 125.0 2.6% 4,670.0
High 4,834.5 5,062.5 228.0 4.7% 5,062.5
Low 4,758.0 4,863.0 105.0 2.2% 4,659.0
Close 4,834.5 4,977.5 143.0 3.0% 4,977.5
Range 76.5 199.5 123.0 160.8% 403.5
ATR 201.7 203.5 1.9 0.9% 0.0
Volume 29,660 67,482 37,822 127.5% 148,114
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,566.2 5,471.3 5,087.2
R3 5,366.7 5,271.8 5,032.4
R2 5,167.2 5,167.2 5,014.1
R1 5,072.3 5,072.3 4,995.8 5,119.8
PP 4,967.7 4,967.7 4,967.7 4,991.4
S1 4,872.8 4,872.8 4,959.2 4,920.3
S2 4,768.2 4,768.2 4,940.9
S3 4,568.7 4,673.3 4,922.6
S4 4,369.2 4,473.8 4,867.8
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 6,110.2 5,947.3 5,199.4
R3 5,706.7 5,543.8 5,088.5
R2 5,303.2 5,303.2 5,051.5
R1 5,140.3 5,140.3 5,014.5 5,221.8
PP 4,899.7 4,899.7 4,899.7 4,940.4
S1 4,736.8 4,736.8 4,940.5 4,818.3
S2 4,496.2 4,496.2 4,903.5
S3 4,092.7 4,333.3 4,866.5
S4 3,689.2 3,929.8 4,755.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,062.5 4,584.0 478.5 9.6% 125.8 2.5% 82% True False 58,893
10 5,062.5 4,584.0 478.5 9.6% 144.7 2.9% 82% True False 63,225
20 5,062.5 4,339.0 723.5 14.5% 181.7 3.6% 88% True False 33,484
40 5,385.0 4,066.0 1,319.0 26.5% 221.5 4.5% 69% False False 17,404
60 5,672.5 4,066.0 1,606.5 32.3% 263.2 5.3% 57% False False 11,935
80 6,499.0 4,066.0 2,433.0 48.9% 242.6 4.9% 37% False False 9,586
100 6,806.5 4,066.0 2,740.5 55.1% 216.2 4.3% 33% False False 7,788
120 6,806.5 4,066.0 2,740.5 55.1% 200.6 4.0% 33% False False 6,541
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 22.7
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,910.4
2.618 5,584.8
1.618 5,385.3
1.000 5,262.0
0.618 5,185.8
HIGH 5,062.5
0.618 4,986.3
0.500 4,962.8
0.382 4,939.2
LOW 4,863.0
0.618 4,739.7
1.000 4,663.5
1.618 4,540.2
2.618 4,340.7
4.250 4,015.1
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 4,972.6 4,938.6
PP 4,967.7 4,899.7
S1 4,962.8 4,860.8

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

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