DAX Index Future March 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 4,477.0 4,339.5 -137.5 -3.1% 4,619.5
High 4,513.5 4,345.5 -168.0 -3.7% 4,694.0
Low 4,390.5 4,198.5 -192.0 -4.4% 4,365.5
Close 4,417.5 4,236.0 -181.5 -4.1% 4,417.5
Range 123.0 147.0 24.0 19.5% 328.5
ATR 168.8 172.4 3.6 2.1% 0.0
Volume 154,115 181,160 27,045 17.5% 840,331
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,701.0 4,615.5 4,316.9
R3 4,554.0 4,468.5 4,276.4
R2 4,407.0 4,407.0 4,263.0
R1 4,321.5 4,321.5 4,249.5 4,290.8
PP 4,260.0 4,260.0 4,260.0 4,244.6
S1 4,174.5 4,174.5 4,222.5 4,143.8
S2 4,113.0 4,113.0 4,209.1
S3 3,966.0 4,027.5 4,195.6
S4 3,819.0 3,880.5 4,155.2
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 5,477.8 5,276.2 4,598.2
R3 5,149.3 4,947.7 4,507.8
R2 4,820.8 4,820.8 4,477.7
R1 4,619.2 4,619.2 4,447.6 4,555.8
PP 4,492.3 4,492.3 4,492.3 4,460.6
S1 4,290.7 4,290.7 4,387.4 4,227.3
S2 4,163.8 4,163.8 4,357.3
S3 3,835.3 3,962.2 4,327.2
S4 3,506.8 3,633.7 4,236.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,653.5 4,198.5 455.0 10.7% 144.8 3.4% 8% False True 179,266
10 4,694.0 4,198.5 495.5 11.7% 155.6 3.7% 8% False True 168,876
20 4,694.0 4,075.0 619.0 14.6% 164.9 3.9% 26% False False 163,126
40 5,138.5 4,075.0 1,063.5 25.1% 157.4 3.7% 15% False False 134,227
60 5,138.5 4,066.0 1,072.5 25.3% 181.6 4.3% 16% False False 90,345
80 5,385.0 4,066.0 1,319.0 31.1% 210.5 5.0% 13% False False 68,059
100 6,345.0 4,066.0 2,279.0 53.8% 226.8 5.4% 7% False False 54,609
120 6,706.5 4,066.0 2,640.5 62.3% 213.2 5.0% 6% False False 45,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 24.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,970.3
2.618 4,730.3
1.618 4,583.3
1.000 4,492.5
0.618 4,436.3
HIGH 4,345.5
0.618 4,289.3
0.500 4,272.0
0.382 4,254.7
LOW 4,198.5
0.618 4,107.7
1.000 4,051.5
1.618 3,960.7
2.618 3,813.7
4.250 3,573.8
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 4,272.0 4,362.3
PP 4,260.0 4,320.2
S1 4,248.0 4,278.1

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

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