DAX Index Future March 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 3,730.0 3,833.0 103.0 2.8% 4,054.0
High 3,935.0 3,863.5 -71.5 -1.8% 4,116.5
Low 3,725.0 3,656.0 -69.0 -1.9% 3,761.5
Close 3,885.5 3,704.5 -181.0 -4.7% 3,847.5
Range 210.0 207.5 -2.5 -1.2% 355.0
ATR 174.1 178.0 4.0 2.3% 0.0
Volume 198,565 209,366 10,801 5.4% 977,405
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,363.8 4,241.7 3,818.6
R3 4,156.3 4,034.2 3,761.6
R2 3,948.8 3,948.8 3,742.5
R1 3,826.7 3,826.7 3,723.5 3,784.0
PP 3,741.3 3,741.3 3,741.3 3,720.0
S1 3,619.2 3,619.2 3,685.5 3,576.5
S2 3,533.8 3,533.8 3,666.5
S3 3,326.3 3,411.7 3,647.4
S4 3,118.8 3,204.2 3,590.4
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 3,935.0 3,656.0 279.0 7.5% 154.2 4.2% 17% False True 194,879
10 4,143.0 3,656.0 487.0 13.1% 170.4 4.6% 10% False True 197,354
20 4,694.0 3,656.0 1,038.0 28.0% 156.5 4.2% 5% False True 184,981
40 5,034.5 3,656.0 1,378.5 37.2% 163.8 4.4% 4% False True 171,097
60 5,138.5 3,656.0 1,482.5 40.0% 163.6 4.4% 3% False True 128,845
80 5,372.0 3,656.0 1,716.0 46.3% 190.3 5.1% 3% False True 96,967
100 5,458.0 3,656.0 1,802.0 48.6% 219.7 5.9% 3% False True 77,769
120 6,400.0 3,656.0 2,744.0 74.1% 216.0 5.8% 2% False True 65,216
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 34.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,745.4
2.618 4,406.7
1.618 4,199.2
1.000 4,071.0
0.618 3,991.7
HIGH 3,863.5
0.618 3,784.2
0.500 3,759.8
0.382 3,735.3
LOW 3,656.0
0.618 3,527.8
1.000 3,448.5
1.618 3,320.3
2.618 3,112.8
4.250 2,774.1
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 3,759.8 3,795.5
PP 3,741.3 3,765.2
S1 3,722.9 3,734.8

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

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