DAX Index Future March 2009


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 6,397.5 6,342.5 -55.0 -0.9% 6,540.5
High 6,466.5 6,400.0 -66.5 -1.0% 6,706.5
Low 6,300.0 6,310.0 10.0 0.2% 6,239.5
Close 6,374.5 6,334.0 -40.5 -0.6% 6,260.5
Range 166.5 90.0 -76.5 -45.9% 467.0
ATR 140.3 136.7 -3.6 -2.6% 0.0
Volume 1,928 1,892 -36 -1.9% 5,827
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 6,618.0 6,566.0 6,383.5
R3 6,528.0 6,476.0 6,358.8
R2 6,438.0 6,438.0 6,350.5
R1 6,386.0 6,386.0 6,342.3 6,367.0
PP 6,348.0 6,348.0 6,348.0 6,338.5
S1 6,296.0 6,296.0 6,325.8 6,277.0
S2 6,258.0 6,258.0 6,317.5
S3 6,168.0 6,206.0 6,309.3
S4 6,078.0 6,116.0 6,284.5
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 7,803.2 7,498.8 6,517.4
R3 7,336.2 7,031.8 6,388.9
R2 6,869.2 6,869.2 6,346.1
R1 6,564.8 6,564.8 6,303.3 6,483.5
PP 6,402.2 6,402.2 6,402.2 6,361.5
S1 6,097.8 6,097.8 6,217.7 6,016.5
S2 5,935.2 5,935.2 6,174.9
S3 5,468.2 5,630.8 6,132.1
S4 5,001.2 5,163.8 6,003.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,629.0 6,239.5 389.5 6.1% 156.3 2.5% 24% False False 1,831
10 6,706.5 6,239.5 467.0 7.4% 137.1 2.2% 20% False False 1,234
20 6,706.5 6,239.5 467.0 7.4% 117.4 1.9% 20% False False 852
40 6,806.5 6,239.5 567.0 9.0% 114.5 1.8% 17% False False 566
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,782.5
2.618 6,635.6
1.618 6,545.6
1.000 6,490.0
0.618 6,455.6
HIGH 6,400.0
0.618 6,365.6
0.500 6,355.0
0.382 6,344.4
LOW 6,310.0
0.618 6,254.4
1.000 6,220.0
1.618 6,164.4
2.618 6,074.4
4.250 5,927.5
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 6,355.0 6,399.5
PP 6,348.0 6,377.7
S1 6,341.0 6,355.8

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

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