DAX Index Future March 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 4,037.0 4,007.0 -30.0 -0.7% 4,005.0
High 4,137.5 4,084.0 -53.5 -1.3% 4,137.5
Low 4,002.5 3,998.0 -4.5 -0.1% 3,947.0
Close 4,045.5 4,072.8 27.3 0.7% 4,072.8
Range 135.0 86.0 -49.0 -36.3% 190.5
ATR 162.8 157.3 -5.5 -3.4% 0.0
Volume 224,329 24,382 -199,947 -89.1% 840,509
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,309.6 4,277.2 4,120.1
R3 4,223.6 4,191.2 4,096.5
R2 4,137.6 4,137.6 4,088.6
R1 4,105.2 4,105.2 4,080.7 4,121.4
PP 4,051.6 4,051.6 4,051.6 4,059.7
S1 4,019.2 4,019.2 4,064.9 4,035.4
S2 3,965.6 3,965.6 4,057.0
S3 3,879.6 3,933.2 4,049.2
S4 3,793.6 3,847.2 4,025.5
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,623.9 4,538.9 4,177.6
R3 4,433.4 4,348.4 4,125.2
R2 4,242.9 4,242.9 4,107.7
R1 4,157.9 4,157.9 4,090.3 4,200.4
PP 4,052.4 4,052.4 4,052.4 4,073.7
S1 3,967.4 3,967.4 4,055.3 4,009.9
S2 3,861.9 3,861.9 4,037.9
S3 3,671.4 3,776.9 4,020.4
S4 3,480.9 3,586.4 3,968.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,137.5 3,947.0 190.5 4.7% 112.9 2.8% 66% False False 168,101
10 4,137.5 3,588.5 549.0 13.5% 142.2 3.5% 88% False False 180,280
20 4,137.5 3,588.5 549.0 13.5% 155.3 3.8% 88% False False 188,798
40 4,694.0 3,588.5 1,105.5 27.1% 155.1 3.8% 44% False False 180,160
60 5,138.5 3,588.5 1,550.0 38.1% 154.6 3.8% 31% False False 159,714
80 5,138.5 3,588.5 1,550.0 38.1% 171.1 4.2% 31% False False 122,006
100 5,385.0 3,588.5 1,796.5 44.1% 196.0 4.8% 27% False False 97,852
120 6,318.5 3,588.5 2,730.0 67.0% 215.0 5.3% 18% False False 81,678
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 33.2
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 4,449.5
2.618 4,309.1
1.618 4,223.1
1.000 4,170.0
0.618 4,137.1
HIGH 4,084.0
0.618 4,051.1
0.500 4,041.0
0.382 4,030.9
LOW 3,998.0
0.618 3,944.9
1.000 3,912.0
1.618 3,858.9
2.618 3,772.9
4.250 3,632.5
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 4,062.2 4,062.6
PP 4,051.6 4,052.4
S1 4,041.0 4,042.3

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

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