DAX Index Future March 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 4,626.0 4,490.0 -136.0 -2.9% 4,314.5
High 4,653.5 4,548.0 -105.5 -2.3% 4,690.0
Low 4,439.0 4,469.0 30.0 0.7% 4,202.5
Close 4,550.0 4,538.0 -12.0 -0.3% 4,630.0
Range 214.5 79.0 -135.5 -63.2% 487.5
ATR 179.3 172.3 -7.0 -3.9% 0.0
Volume 196,734 161,297 -35,437 -18.0% 815,000
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,755.3 4,725.7 4,581.5
R3 4,676.3 4,646.7 4,559.7
R2 4,597.3 4,597.3 4,552.5
R1 4,567.7 4,567.7 4,545.2 4,582.5
PP 4,518.3 4,518.3 4,518.3 4,525.8
S1 4,488.7 4,488.7 4,530.8 4,503.5
S2 4,439.3 4,439.3 4,523.5
S3 4,360.3 4,409.7 4,516.3
S4 4,281.3 4,330.7 4,494.6
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 5,970.0 5,787.5 4,898.1
R3 5,482.5 5,300.0 4,764.1
R2 4,995.0 4,995.0 4,719.4
R1 4,812.5 4,812.5 4,674.7 4,903.8
PP 4,507.5 4,507.5 4,507.5 4,553.1
S1 4,325.0 4,325.0 4,585.3 4,416.3
S2 4,020.0 4,020.0 4,540.6
S3 3,532.5 3,837.5 4,495.9
S4 3,045.0 3,350.0 4,361.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,694.0 4,391.5 302.5 6.7% 149.4 3.3% 48% False False 167,092
10 4,694.0 4,202.5 491.5 10.8% 154.7 3.4% 68% False False 162,972
20 4,695.0 4,075.0 620.0 13.7% 175.5 3.9% 75% False False 165,518
40 5,138.5 4,075.0 1,063.5 23.4% 157.7 3.5% 44% False False 121,279
60 5,138.5 4,066.0 1,072.5 23.6% 190.2 4.2% 44% False False 81,462
80 5,385.0 4,066.0 1,319.0 29.1% 219.5 4.8% 36% False False 61,357
100 6,353.5 4,066.0 2,287.5 50.4% 229.0 5.0% 21% False False 49,421
120 6,706.5 4,066.0 2,640.5 58.2% 211.8 4.7% 18% False False 41,468
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 22.8
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 4,883.8
2.618 4,754.8
1.618 4,675.8
1.000 4,627.0
0.618 4,596.8
HIGH 4,548.0
0.618 4,517.8
0.500 4,508.5
0.382 4,499.2
LOW 4,469.0
0.618 4,420.2
1.000 4,390.0
1.618 4,341.2
2.618 4,262.2
4.250 4,133.3
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 4,528.2 4,566.5
PP 4,518.3 4,557.0
S1 4,508.5 4,547.5

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

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