DAX Index Future March 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 4,144.5 4,329.5 185.0 4.5% 4,429.5
High 4,383.0 4,373.0 -10.0 -0.2% 4,466.0
Low 4,141.5 4,271.5 130.0 3.1% 4,075.0
Close 4,330.0 4,343.5 13.5 0.3% 4,192.0
Range 241.5 101.5 -140.0 -58.0% 391.0
ATR 190.4 184.1 -6.4 -3.3% 0.0
Volume 175,202 153,889 -21,313 -12.2% 598,657
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,633.8 4,590.2 4,399.3
R3 4,532.3 4,488.7 4,371.4
R2 4,430.8 4,430.8 4,362.1
R1 4,387.2 4,387.2 4,352.8 4,409.0
PP 4,329.3 4,329.3 4,329.3 4,340.3
S1 4,285.7 4,285.7 4,334.2 4,307.5
S2 4,227.8 4,227.8 4,324.9
S3 4,126.3 4,184.2 4,315.6
S4 4,024.8 4,082.7 4,287.7
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 4,383.0 4,075.0 308.0 7.1% 184.6 4.3% 87% False False 185,549
10 4,720.0 4,075.0 645.0 14.8% 188.2 4.3% 42% False False 166,104
20 5,138.5 4,075.0 1,063.5 24.5% 158.6 3.7% 25% False False 130,779
40 5,138.5 4,075.0 1,063.5 24.5% 174.6 4.0% 25% False False 76,879
60 5,385.0 4,066.0 1,319.0 30.4% 214.8 4.9% 21% False False 51,742
80 6,011.5 4,066.0 1,945.5 44.8% 241.6 5.6% 14% False False 39,009
100 6,706.5 4,066.0 2,640.5 60.8% 227.5 5.2% 11% False False 31,745
120 6,806.5 4,066.0 2,740.5 63.1% 206.7 4.8% 10% False False 26,512
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36.6
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4,804.4
2.618 4,638.7
1.618 4,537.2
1.000 4,474.5
0.618 4,435.7
HIGH 4,373.0
0.618 4,334.2
0.500 4,322.3
0.382 4,310.3
LOW 4,271.5
0.618 4,208.8
1.000 4,170.0
1.618 4,107.3
2.618 4,005.8
4.250 3,840.1
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 4,336.4 4,305.3
PP 4,329.3 4,267.2
S1 4,322.3 4,229.0

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

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