DAX Index Future March 2010


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 5,301.0 5,499.0 198.0 3.7% 5,295.0
High 5,481.0 5,537.5 56.5 1.0% 5,481.0
Low 5,297.0 5,480.5 183.5 3.5% 5,171.0
Close 5,457.0 5,516.0 59.0 1.1% 5,457.0
Range 184.0 57.0 -127.0 -69.0% 310.0
ATR 111.2 109.0 -2.2 -2.0% 0.0
Volume 131 141 10 7.6% 1,398
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,682.3 5,656.2 5,547.4
R3 5,625.3 5,599.2 5,531.7
R2 5,568.3 5,568.3 5,526.5
R1 5,542.2 5,542.2 5,521.2 5,555.3
PP 5,511.3 5,511.3 5,511.3 5,517.9
S1 5,485.2 5,485.2 5,510.8 5,498.3
S2 5,454.3 5,454.3 5,505.6
S3 5,397.3 5,428.2 5,500.3
S4 5,340.3 5,371.2 5,484.7
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6,299.7 6,188.3 5,627.5
R3 5,989.7 5,878.3 5,542.3
R2 5,679.7 5,679.7 5,513.8
R1 5,568.3 5,568.3 5,485.4 5,624.0
PP 5,369.7 5,369.7 5,369.7 5,397.5
S1 5,258.3 5,258.3 5,428.6 5,314.0
S2 5,059.7 5,059.7 5,400.2
S3 4,749.7 4,948.3 5,371.8
S4 4,439.7 4,638.3 5,286.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,537.5 5,171.0 366.5 6.6% 86.4 1.6% 94% True False 281
10 5,537.5 5,171.0 366.5 6.6% 106.5 1.9% 94% True False 206
20 5,537.5 5,166.5 371.0 6.7% 103.2 1.9% 94% True False 210
40 5,537.5 4,558.0 979.5 17.8% 92.1 1.7% 98% True False 157
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 18.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,779.8
2.618 5,686.7
1.618 5,629.7
1.000 5,594.5
0.618 5,572.7
HIGH 5,537.5
0.618 5,515.7
0.500 5,509.0
0.382 5,502.3
LOW 5,480.5
0.618 5,445.3
1.000 5,423.5
1.618 5,388.3
2.618 5,331.3
4.250 5,238.3
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 5,513.7 5,481.0
PP 5,511.3 5,446.0
S1 5,509.0 5,411.0

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

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