DAX Index Future March 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 4,382.5 4,530.0 147.5 3.4% 4,429.5
High 4,570.0 4,536.5 -33.5 -0.7% 4,466.0
Low 4,380.0 4,375.5 -4.5 -0.1% 4,075.0
Close 4,523.0 4,438.0 -85.0 -1.9% 4,192.0
Range 190.0 161.0 -29.0 -15.3% 391.0
ATR 187.1 185.2 -1.9 -1.0% 0.0
Volume 166,754 144,965 -21,789 -13.1% 598,657
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,933.0 4,846.5 4,526.6
R3 4,772.0 4,685.5 4,482.3
R2 4,611.0 4,611.0 4,467.5
R1 4,524.5 4,524.5 4,452.8 4,487.3
PP 4,450.0 4,450.0 4,450.0 4,431.4
S1 4,363.5 4,363.5 4,423.2 4,326.3
S2 4,289.0 4,289.0 4,408.5
S3 4,128.0 4,202.5 4,393.7
S4 3,967.0 4,041.5 4,349.5
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 4,570.0 4,075.0 495.0 11.2% 172.8 3.9% 73% False False 168,069
10 4,570.0 4,075.0 495.0 11.2% 182.1 4.1% 73% False False 162,742
20 5,138.5 4,075.0 1,063.5 24.0% 165.5 3.7% 34% False False 140,546
40 5,138.5 4,075.0 1,063.5 24.0% 172.2 3.9% 34% False False 84,609
60 5,385.0 4,066.0 1,319.0 29.7% 206.7 4.7% 28% False False 56,857
80 5,989.0 4,066.0 1,923.0 43.3% 241.2 5.4% 19% False False 42,890
100 6,629.0 4,066.0 2,563.0 57.8% 228.5 5.1% 15% False False 34,843
120 6,806.5 4,066.0 2,740.5 61.8% 207.4 4.7% 14% False False 29,107
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 35.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,220.8
2.618 4,958.0
1.618 4,797.0
1.000 4,697.5
0.618 4,636.0
HIGH 4,536.5
0.618 4,475.0
0.500 4,456.0
0.382 4,437.0
LOW 4,375.5
0.618 4,276.0
1.000 4,214.5
1.618 4,115.0
2.618 3,954.0
4.250 3,691.3
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 4,456.0 4,432.3
PP 4,450.0 4,426.5
S1 4,444.0 4,420.8

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

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