DAX Index Future March 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 4,350.0 4,235.0 -115.0 -2.6% 4,429.5
High 4,377.5 4,245.0 -132.5 -3.0% 4,466.0
Low 4,194.5 4,075.0 -119.5 -2.8% 4,075.0
Close 4,235.5 4,192.0 -43.5 -1.0% 4,192.0
Range 183.0 170.0 -13.0 -7.1% 391.0
ATR 187.8 186.5 -1.3 -0.7% 0.0
Volume 194,707 199,537 4,830 2.5% 598,657
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,680.7 4,606.3 4,285.5
R3 4,510.7 4,436.3 4,238.8
R2 4,340.7 4,340.7 4,223.2
R1 4,266.3 4,266.3 4,207.6 4,218.5
PP 4,170.7 4,170.7 4,170.7 4,146.8
S1 4,096.3 4,096.3 4,176.4 4,048.5
S2 4,000.7 4,000.7 4,160.8
S3 3,830.7 3,926.3 4,145.3
S4 3,660.7 3,756.3 4,098.5
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,417.3 5,195.7 4,407.1
R3 5,026.3 4,804.7 4,299.5
R2 4,635.3 4,635.3 4,263.7
R1 4,413.7 4,413.7 4,227.8 4,329.0
PP 4,244.3 4,244.3 4,244.3 4,202.0
S1 4,022.7 4,022.7 4,156.2 3,938.0
S2 3,853.3 3,853.3 4,120.3
S3 3,462.3 3,631.7 4,084.5
S4 3,071.3 3,240.7 3,977.0
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 4,075.0 413.0 9.9% 192.8 4.6% 28% False True 155,268
10 4,953.5 4,075.0 878.5 21.0% 186.9 4.5% 13% False True 160,176
20 5,138.5 4,075.0 1,063.5 25.4% 155.7 3.7% 11% False True 126,004
40 5,138.5 4,066.0 1,072.5 25.6% 184.3 4.4% 12% False False 68,793
60 5,385.0 4,066.0 1,319.0 31.5% 221.3 5.3% 10% False False 46,297
80 6,240.0 4,066.0 2,174.0 51.9% 245.1 5.8% 6% False False 34,922
100 6,706.5 4,066.0 2,640.5 63.0% 225.6 5.4% 5% False False 28,462
120 6,806.5 4,066.0 2,740.5 65.4% 205.3 4.9% 5% False False 23,774
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 39.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,967.5
2.618 4,690.1
1.618 4,520.1
1.000 4,415.0
0.618 4,350.1
HIGH 4,245.0
0.618 4,180.1
0.500 4,160.0
0.382 4,139.9
LOW 4,075.0
0.618 3,969.9
1.000 3,905.0
1.618 3,799.9
2.618 3,629.9
4.250 3,352.5
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 4,181.3 4,226.3
PP 4,170.7 4,214.8
S1 4,160.0 4,203.4

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

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