DAX Index Future March 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 4,233.5 4,350.0 116.5 2.8% 4,765.0
High 4,375.5 4,377.5 2.0 0.0% 4,809.0
Low 4,148.5 4,194.5 46.0 1.1% 4,304.0
Close 4,262.5 4,235.5 -27.0 -0.6% 4,388.0
Range 227.0 183.0 -44.0 -19.4% 505.0
ATR 188.1 187.8 -0.4 -0.2% 0.0
Volume 204,413 194,707 -9,706 -4.7% 858,310
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,818.2 4,709.8 4,336.2
R3 4,635.2 4,526.8 4,285.8
R2 4,452.2 4,452.2 4,269.1
R1 4,343.8 4,343.8 4,252.3 4,306.5
PP 4,269.2 4,269.2 4,269.2 4,250.5
S1 4,160.8 4,160.8 4,218.7 4,123.5
S2 4,086.2 4,086.2 4,202.0
S3 3,903.2 3,977.8 4,185.2
S4 3,720.2 3,794.8 4,134.9
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 6,015.3 5,706.7 4,665.8
R3 5,510.3 5,201.7 4,526.9
R2 5,005.3 5,005.3 4,480.6
R1 4,696.7 4,696.7 4,434.3 4,598.5
PP 4,500.3 4,500.3 4,500.3 4,451.3
S1 4,191.7 4,191.7 4,341.7 4,093.5
S2 3,995.3 3,995.3 4,295.4
S3 3,490.3 3,686.7 4,249.1
S4 2,985.3 3,181.7 4,110.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,488.0 4,148.5 339.5 8.0% 191.4 4.5% 26% False False 157,415
10 4,953.5 4,148.5 805.0 19.0% 180.2 4.3% 11% False False 153,337
20 5,138.5 4,148.5 990.0 23.4% 153.7 3.6% 9% False False 118,823
40 5,138.5 4,066.0 1,072.5 25.3% 187.1 4.4% 16% False False 63,852
60 5,385.0 4,066.0 1,319.0 31.1% 223.3 5.3% 13% False False 42,981
80 6,318.5 4,066.0 2,252.5 53.2% 244.9 5.8% 8% False False 32,437
100 6,706.5 4,066.0 2,640.5 62.3% 225.7 5.3% 6% False False 26,471
120 6,806.5 4,066.0 2,740.5 64.7% 204.8 4.8% 6% False False 22,114
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 41.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,155.3
2.618 4,856.6
1.618 4,673.6
1.000 4,560.5
0.618 4,490.6
HIGH 4,377.5
0.618 4,307.6
0.500 4,286.0
0.382 4,264.4
LOW 4,194.5
0.618 4,081.4
1.000 4,011.5
1.618 3,898.4
2.618 3,715.4
4.250 3,416.8
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 4,286.0 4,307.3
PP 4,269.2 4,283.3
S1 4,252.3 4,259.4

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

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