DAX Index Future March 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 3,713.5 3,674.0 -39.5 -1.1% 3,773.5
High 3,772.0 3,709.0 -63.0 -1.7% 3,935.0
Low 3,621.0 3,588.5 -32.5 -0.9% 3,621.0
Close 3,656.0 3,696.0 40.0 1.1% 3,656.0
Range 151.0 120.5 -30.5 -20.2% 314.0
ATR 176.1 172.1 -4.0 -2.3% 0.0
Volume 214,305 193,277 -21,028 -9.8% 995,764
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,026.0 3,981.5 3,762.3
R3 3,905.5 3,861.0 3,729.1
R2 3,785.0 3,785.0 3,718.1
R1 3,740.5 3,740.5 3,707.0 3,762.8
PP 3,664.5 3,664.5 3,664.5 3,675.6
S1 3,620.0 3,620.0 3,685.0 3,642.3
S2 3,544.0 3,544.0 3,673.9
S3 3,423.5 3,499.5 3,662.9
S4 3,303.0 3,379.0 3,629.7
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 3,588.5 346.5 9.4% 155.8 4.2% 31% False True 201,880
10 3,992.5 3,588.5 404.0 10.9% 154.6 4.2% 27% False True 197,553
20 4,694.0 3,588.5 1,105.5 29.9% 152.1 4.1% 10% False True 187,747
40 4,953.5 3,588.5 1,365.0 36.9% 165.1 4.5% 8% False True 174,977
60 5,138.5 3,588.5 1,550.0 41.9% 159.3 4.3% 7% False True 135,592
80 5,183.0 3,588.5 1,594.5 43.1% 185.1 5.0% 7% False True 102,030
100 5,458.0 3,588.5 1,869.5 50.6% 213.4 5.8% 6% False True 81,822
120 6,392.5 3,588.5 2,804.0 75.9% 216.2 5.8% 4% False True 68,568
Crabel Price Patterns
NR True
NR4 True
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 35.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,221.1
2.618 4,024.5
1.618 3,904.0
1.000 3,829.5
0.618 3,783.5
HIGH 3,709.0
0.618 3,663.0
0.500 3,648.8
0.382 3,634.5
LOW 3,588.5
0.618 3,514.0
1.000 3,468.0
1.618 3,393.5
2.618 3,273.0
4.250 3,076.4
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 3,680.3 3,726.0
PP 3,664.5 3,716.0
S1 3,648.8 3,706.0

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

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