DAX Index Future March 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 5,022.0 5,025.0 3.0 0.1% 4,670.0
High 5,138.5 5,034.5 -104.0 -2.0% 5,062.5
Low 4,978.5 4,917.0 -61.5 -1.2% 4,659.0
Close 5,034.5 4,955.0 -79.5 -1.6% 4,977.5
Range 160.0 117.5 -42.5 -26.6% 403.5
ATR 192.9 187.6 -5.4 -2.8% 0.0
Volume 123,002 121,242 -1,760 -1.4% 148,114
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,321.3 5,255.7 5,019.6
R3 5,203.8 5,138.2 4,987.3
R2 5,086.3 5,086.3 4,976.5
R1 5,020.7 5,020.7 4,965.8 4,994.8
PP 4,968.8 4,968.8 4,968.8 4,955.9
S1 4,903.2 4,903.2 4,944.2 4,877.3
S2 4,851.3 4,851.3 4,933.5
S3 4,733.8 4,785.7 4,922.7
S4 4,616.3 4,668.2 4,890.4
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 5,138.5 4,758.0 380.5 7.7% 128.8 2.6% 52% False False 87,442
10 5,138.5 4,584.0 554.5 11.2% 127.2 2.6% 67% False False 84,308
20 5,138.5 4,360.0 778.5 15.7% 157.6 3.2% 76% False False 50,354
40 5,183.0 4,066.0 1,117.0 22.5% 211.8 4.3% 80% False False 25,833
60 5,458.0 4,066.0 1,392.0 28.1% 252.1 5.1% 64% False False 17,551
80 6,392.5 4,066.0 2,326.5 47.0% 242.5 4.9% 38% False False 13,768
100 6,706.5 4,066.0 2,640.5 53.3% 217.5 4.4% 34% False False 11,185
120 6,806.5 4,066.0 2,740.5 55.3% 199.8 4.0% 32% False False 9,367
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 False
Stretch 25.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,533.9
2.618 5,342.1
1.618 5,224.6
1.000 5,152.0
0.618 5,107.1
HIGH 5,034.5
0.618 4,989.6
0.500 4,975.8
0.382 4,961.9
LOW 4,917.0
0.618 4,844.4
1.000 4,799.5
1.618 4,726.9
2.618 4,609.4
4.250 4,417.6
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 4,975.8 5,027.8
PP 4,968.8 5,003.5
S1 4,961.9 4,979.3

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

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