DAX Index Future March 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 4,200.0 4,122.5 -77.5 -1.8% 4,339.5
High 4,279.0 4,143.0 -136.0 -3.2% 4,345.5
Low 4,160.0 3,973.0 -187.0 -4.5% 3,973.0
Close 4,216.5 4,049.5 -167.0 -4.0% 4,049.5
Range 119.0 170.0 51.0 42.9% 372.5
ATR 165.8 171.3 5.6 3.3% 0.0
Volume 158,061 214,679 56,618 35.8% 748,175
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,565.2 4,477.3 4,143.0
R3 4,395.2 4,307.3 4,096.3
R2 4,225.2 4,225.2 4,080.7
R1 4,137.3 4,137.3 4,065.1 4,096.3
PP 4,055.2 4,055.2 4,055.2 4,034.6
S1 3,967.3 3,967.3 4,033.9 3,926.3
S2 3,885.2 3,885.2 4,018.3
S3 3,715.2 3,797.3 4,002.8
S4 3,545.2 3,627.3 3,956.0
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 5,240.2 5,017.3 4,254.4
R3 4,867.7 4,644.8 4,151.9
R2 4,495.2 4,495.2 4,117.8
R1 4,272.3 4,272.3 4,083.6 4,197.5
PP 4,122.7 4,122.7 4,122.7 4,085.3
S1 3,899.8 3,899.8 4,015.4 3,825.0
S2 3,750.2 3,750.2 3,981.2
S3 3,377.7 3,527.3 3,947.1
S4 3,005.2 3,154.8 3,844.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,513.5 3,973.0 540.5 13.3% 137.8 3.4% 14% False True 180,458
10 4,694.0 3,973.0 721.0 17.8% 141.6 3.5% 11% False True 175,603
20 4,694.0 3,973.0 721.0 17.8% 155.0 3.8% 11% False True 171,521
40 5,138.5 3,973.0 1,165.5 28.8% 154.3 3.8% 7% False True 145,172
60 5,138.5 3,973.0 1,165.5 28.8% 176.4 4.4% 7% False True 99,741
80 5,385.0 3,973.0 1,412.0 34.9% 206.2 5.1% 5% False True 75,116
100 6,318.5 3,973.0 2,345.5 57.9% 226.9 5.6% 3% False True 60,254
120 6,706.5 3,973.0 2,733.5 67.5% 213.9 5.3% 3% False True 50,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,865.5
2.618 4,588.1
1.618 4,418.1
1.000 4,313.0
0.618 4,248.1
HIGH 4,143.0
0.618 4,078.1
0.500 4,058.0
0.382 4,037.9
LOW 3,973.0
0.618 3,867.9
1.000 3,803.0
1.618 3,697.9
2.618 3,527.9
4.250 3,250.5
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 4,058.0 4,126.0
PP 4,055.2 4,100.5
S1 4,052.3 4,075.0

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

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