DAX Index Future March 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 5,025.0 4,915.0 -110.0 -2.2% 4,670.0
High 5,034.5 4,940.0 -94.5 -1.9% 5,062.5
Low 4,917.0 4,837.5 -79.5 -1.6% 4,659.0
Close 4,955.0 4,908.0 -47.0 -0.9% 4,977.5
Range 117.5 102.5 -15.0 -12.8% 403.5
ATR 187.6 182.5 -5.0 -2.7% 0.0
Volume 121,242 131,144 9,902 8.2% 148,114
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,202.7 5,157.8 4,964.4
R3 5,100.2 5,055.3 4,936.2
R2 4,997.7 4,997.7 4,926.8
R1 4,952.8 4,952.8 4,917.4 4,924.0
PP 4,895.2 4,895.2 4,895.2 4,880.8
S1 4,850.3 4,850.3 4,898.6 4,821.5
S2 4,792.7 4,792.7 4,889.2
S3 4,690.2 4,747.8 4,879.8
S4 4,587.7 4,645.3 4,851.6
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 4,837.5 301.0 6.1% 134.0 2.7% 23% False True 107,739
10 5,138.5 4,584.0 554.5 11.3% 124.4 2.5% 58% False False 91,833
20 5,138.5 4,360.0 778.5 15.9% 147.8 3.0% 70% False False 56,822
40 5,183.0 4,066.0 1,117.0 22.8% 205.1 4.2% 75% False False 29,084
60 5,458.0 4,066.0 1,392.0 28.4% 245.6 5.0% 60% False False 19,718
80 6,392.5 4,066.0 2,326.5 47.4% 241.7 4.9% 36% False False 15,363
100 6,706.5 4,066.0 2,640.5 53.8% 217.8 4.4% 32% False False 12,494
120 6,806.5 4,066.0 2,740.5 55.8% 199.9 4.1% 31% False False 10,459
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 22.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,375.6
2.618 5,208.3
1.618 5,105.8
1.000 5,042.5
0.618 5,003.3
HIGH 4,940.0
0.618 4,900.8
0.500 4,888.8
0.382 4,876.7
LOW 4,837.5
0.618 4,774.2
1.000 4,735.0
1.618 4,671.7
2.618 4,569.2
4.250 4,401.9
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 4,901.6 4,988.0
PP 4,895.2 4,961.3
S1 4,888.8 4,934.7

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

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