DAX Index Future March 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 3,833.0 3,713.5 -119.5 -3.1% 3,773.5
High 3,863.5 3,772.0 -91.5 -2.4% 3,935.0
Low 3,656.0 3,621.0 -35.0 -1.0% 3,621.0
Close 3,704.5 3,656.0 -48.5 -1.3% 3,656.0
Range 207.5 151.0 -56.5 -27.2% 314.0
ATR 178.0 176.1 -1.9 -1.1% 0.0
Volume 209,366 214,305 4,939 2.4% 995,764
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,136.0 4,047.0 3,739.1
R3 3,985.0 3,896.0 3,697.5
R2 3,834.0 3,834.0 3,683.7
R1 3,745.0 3,745.0 3,669.8 3,714.0
PP 3,683.0 3,683.0 3,683.0 3,667.5
S1 3,594.0 3,594.0 3,642.2 3,563.0
S2 3,532.0 3,532.0 3,628.3
S3 3,381.0 3,443.0 3,614.5
S4 3,230.0 3,292.0 3,573.0
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,679.3 4,481.7 3,828.7
R3 4,365.3 4,167.7 3,742.4
R2 4,051.3 4,051.3 3,713.6
R1 3,853.7 3,853.7 3,684.8 3,795.5
PP 3,737.3 3,737.3 3,737.3 3,708.3
S1 3,539.7 3,539.7 3,627.2 3,481.5
S2 3,423.3 3,423.3 3,598.4
S3 3,109.3 3,225.7 3,569.7
S4 2,795.3 2,911.7 3,483.3
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 3,621.0 314.0 8.6% 155.8 4.3% 11% False True 199,152
10 4,116.5 3,621.0 495.5 13.6% 168.5 4.6% 7% False True 197,316
20 4,694.0 3,621.0 1,073.0 29.3% 155.1 4.2% 3% False True 186,460
40 4,953.5 3,621.0 1,332.5 36.4% 164.6 4.5% 3% False True 173,424
60 5,138.5 3,621.0 1,517.5 41.5% 162.3 4.4% 2% False True 132,401
80 5,183.0 3,621.0 1,562.0 42.7% 188.2 5.1% 2% False True 99,628
100 5,458.0 3,621.0 1,837.0 50.2% 217.1 5.9% 2% False True 79,900
120 6,392.5 3,621.0 2,771.5 75.8% 216.6 5.9% 1% False True 66,987
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 38.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,413.8
2.618 4,167.3
1.618 4,016.3
1.000 3,923.0
0.618 3,865.3
HIGH 3,772.0
0.618 3,714.3
0.500 3,696.5
0.382 3,678.7
LOW 3,621.0
0.618 3,527.7
1.000 3,470.0
1.618 3,376.7
2.618 3,225.7
4.250 2,979.3
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 3,696.5 3,778.0
PP 3,683.0 3,737.3
S1 3,669.5 3,696.7

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

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