DAX Index Future September 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 4,033.5 4,072.0 38.5 1.0% 4,122.0
High 4,149.0 4,189.5 40.5 1.0% 4,313.5
Low 4,025.0 4,017.5 -7.5 -0.2% 4,119.5
Close 4,109.0 4,147.5 38.5 0.9% 4,220.5
Range 124.0 172.0 48.0 38.7% 194.0
ATR 141.6 143.8 2.2 1.5% 0.0
Volume 292 337 45 15.4% 3,625
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,634.2 4,562.8 4,242.1
R3 4,462.2 4,390.8 4,194.8
R2 4,290.2 4,290.2 4,179.0
R1 4,218.8 4,218.8 4,163.3 4,254.5
PP 4,118.2 4,118.2 4,118.2 4,136.0
S1 4,046.8 4,046.8 4,131.7 4,082.5
S2 3,946.2 3,946.2 4,116.0
S3 3,774.2 3,874.8 4,100.2
S4 3,602.2 3,702.8 4,052.9
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,799.8 4,704.2 4,327.2
R3 4,605.8 4,510.2 4,273.9
R2 4,411.8 4,411.8 4,256.1
R1 4,316.2 4,316.2 4,238.3 4,364.0
PP 4,217.8 4,217.8 4,217.8 4,241.8
S1 4,122.2 4,122.2 4,202.7 4,170.0
S2 4,023.8 4,023.8 4,184.9
S3 3,829.8 3,928.2 4,167.2
S4 3,635.8 3,734.2 4,113.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,313.5 3,984.5 329.0 7.9% 128.4 3.1% 50% False False 456
10 4,313.5 3,984.5 329.0 7.9% 121.7 2.9% 50% False False 2,463
20 4,313.5 3,613.5 700.0 16.9% 134.2 3.2% 76% False False 2,297
40 4,715.0 3,613.5 1,101.5 26.6% 131.3 3.2% 48% False False 1,329
60 4,973.5 3,613.5 1,360.0 32.8% 134.7 3.2% 39% False False 942
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.6
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,920.5
2.618 4,639.8
1.618 4,467.8
1.000 4,361.5
0.618 4,295.8
HIGH 4,189.5
0.618 4,123.8
0.500 4,103.5
0.382 4,083.2
LOW 4,017.5
0.618 3,911.2
1.000 3,845.5
1.618 3,739.2
2.618 3,567.2
4.250 3,286.5
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 4,132.8 4,127.3
PP 4,118.2 4,107.2
S1 4,103.5 4,087.0

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

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