DAX Index Future March 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 4,530.0 4,425.5 -104.5 -2.3% 4,144.5
High 4,536.5 4,461.0 -75.5 -1.7% 4,570.0
Low 4,375.5 4,313.5 -62.0 -1.4% 4,141.5
Close 4,438.0 4,340.5 -97.5 -2.2% 4,340.5
Range 161.0 147.5 -13.5 -8.4% 428.5
ATR 185.2 182.5 -2.7 -1.5% 0.0
Volume 144,965 186,572 41,607 28.7% 827,382
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,814.2 4,724.8 4,421.6
R3 4,666.7 4,577.3 4,381.1
R2 4,519.2 4,519.2 4,367.5
R1 4,429.8 4,429.8 4,354.0 4,400.8
PP 4,371.7 4,371.7 4,371.7 4,357.1
S1 4,282.3 4,282.3 4,327.0 4,253.3
S2 4,224.2 4,224.2 4,313.5
S3 4,076.7 4,134.8 4,299.9
S4 3,929.2 3,987.3 4,259.4
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,636.2 5,416.8 4,576.2
R3 5,207.7 4,988.3 4,458.3
R2 4,779.2 4,779.2 4,419.1
R1 4,559.8 4,559.8 4,379.8 4,669.5
PP 4,350.7 4,350.7 4,350.7 4,405.5
S1 4,131.3 4,131.3 4,301.2 4,241.0
S2 3,922.2 3,922.2 4,261.9
S3 3,493.7 3,702.8 4,222.7
S4 3,065.2 3,274.3 4,104.8
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 4,141.5 428.5 9.9% 168.3 3.9% 46% False False 165,476
10 4,570.0 4,075.0 495.0 11.4% 180.6 4.2% 54% False False 160,372
20 5,138.5 4,075.0 1,063.5 24.5% 169.0 3.9% 25% False False 148,392
40 5,138.5 4,075.0 1,063.5 24.5% 173.8 4.0% 25% False False 89,262
60 5,385.0 4,066.0 1,319.0 30.4% 205.9 4.7% 21% False False 59,954
80 5,951.0 4,066.0 1,885.0 43.4% 239.9 5.5% 15% False False 45,212
100 6,499.0 4,066.0 2,433.0 56.1% 227.5 5.2% 11% False False 36,684
120 6,806.5 4,066.0 2,740.5 63.1% 207.9 4.8% 10% False False 30,661
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 31.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,087.9
2.618 4,847.2
1.618 4,699.7
1.000 4,608.5
0.618 4,552.2
HIGH 4,461.0
0.618 4,404.7
0.500 4,387.3
0.382 4,369.8
LOW 4,313.5
0.618 4,222.3
1.000 4,166.0
1.618 4,074.8
2.618 3,927.3
4.250 3,686.6
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 4,387.3 4,441.8
PP 4,371.7 4,408.0
S1 4,356.1 4,374.3

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

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