DAX Index Future March 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	3,873.5	3,773.5	-100.0	-2.6%	4,054.0
High	3,904.5	3,786.5	-118.0	-3.0%	4,116.5
Low	3,761.5	3,666.0	-95.5	-2.5%	3,761.5
Close	3,847.5	3,699.0	-148.5	-3.9%	3,847.5
Range	143.0	120.5	-22.5	-15.7%	355.0
ATR	175.8	176.2	0.4	0.2%	0.0
Volume	192,940	179,639	-13,301	-6.9%	977,405

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,078.7	4,009.3	3,765.3
R3	3,958.2	3,888.8	3,732.1
R2	3,837.7	3,837.7	3,721.1
R1	3,768.3	3,768.3	3,710.0	3,742.8
PP	3,717.2	3,717.2	3,717.2	3,704.4
S1	3,647.8	3,647.8	3,688.0	3,622.3
S2	3,596.7	3,596.7	3,676.9
S3	3,476.2	3,527.3	3,665.9
S4	3,355.7	3,406.8	3,632.7

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,973.5	4,765.5	4,042.8
R3	4,618.5	4,410.5	3,945.1
R2	4,263.5	4,263.5	3,912.6
R1	4,055.5	4,055.5	3,880.0	3,982.0
PP	3,908.5	3,908.5	3,908.5	3,871.8
S1	3,700.5	3,700.5	3,815.0	3,627.0
S2	3,553.5	3,553.5	3,782.4
S3	3,198.5	3,345.5	3,749.9
S4	2,843.5	2,990.5	3,652.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,992.5	3,666.0	326.5	8.8%	153.4	4.1%	10%	False	True	193,226
10	4,345.5	3,666.0	679.5	18.4%	159.3	4.3%	5%	False	True	190,521
20	4,694.0	3,666.0	1,028.0	27.8%	155.7	4.2%	3%	False	True	178,027
40	5,138.5	3,666.0	1,472.5	39.8%	162.4	4.4%	2%	False	True	163,209
60	5,138.5	3,666.0	1,472.5	39.8%	167.8	4.5%	2%	False	True	118,850
80	5,385.0	3,666.0	1,719.0	46.5%	193.3	5.2%	2%	False	True	89,473
100	5,951.0	3,666.0	2,285.0	61.8%	223.0	6.0%	1%	False	True	71,775
120	6,499.0	3,666.0	2,833.0	76.6%	215.5	5.8%	1%	False	True	60,241

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	36.3
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4,298.6
2.618	4,102.0
1.618	3,981.5
1.000	3,907.0
0.618	3,861.0
HIGH	3,786.5
0.618	3,740.5
0.500	3,726.3
0.382	3,712.0
LOW	3,666.0
0.618	3,591.5
1.000	3,545.5
1.618	3,471.0
2.618	3,350.5
4.250	3,153.9

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	3,726.3	3,829.3
PP	3,717.2	3,785.8
S1	3,708.1	3,742.4

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols