DAX Index Future March 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 4,587.0 4,326.5 -260.5 -5.7% 4,964.0
High 4,645.0 4,418.0 -227.0 -4.9% 5,004.5
Low 4,355.5 4,076.5 -279.0 -6.4% 4,076.5
Close 4,561.0 4,330.5 -230.5 -5.1% 4,330.5
Range 289.5 341.5 52.0 18.0% 928.0
ATR 320.0 331.8 11.7 3.7% 0.0
Volume 569 1,362 793 139.4% 4,409
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 5,299.5 5,156.5 4,518.3
R3 4,958.0 4,815.0 4,424.4
R2 4,616.5 4,616.5 4,393.1
R1 4,473.5 4,473.5 4,361.8 4,545.0
PP 4,275.0 4,275.0 4,275.0 4,310.8
S1 4,132.0 4,132.0 4,299.2 4,203.5
S2 3,933.5 3,933.5 4,267.9
S3 3,592.0 3,790.5 4,236.6
S4 3,250.5 3,449.0 4,142.7
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 7,254.5 6,720.5 4,840.9
R3 6,326.5 5,792.5 4,585.7
R2 5,398.5 5,398.5 4,500.6
R1 4,864.5 4,864.5 4,415.6 4,667.5
PP 4,470.5 4,470.5 4,470.5 4,372.0
S1 3,936.5 3,936.5 4,245.4 3,739.5
S2 3,542.5 3,542.5 4,160.4
S3 2,614.5 3,008.5 4,075.3
S4 1,686.5 2,080.5 3,820.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,004.5 4,076.5 928.0 21.4% 279.4 6.5% 27% False True 881
10 5,458.0 4,076.5 1,381.5 31.9% 332.8 7.7% 18% False True 791
20 6,165.0 4,076.5 2,088.5 48.2% 329.1 7.6% 12% False True 809
40 6,706.5 4,076.5 2,630.0 60.7% 239.4 5.5% 10% False True 1,730
60 6,806.5 4,076.5 2,730.0 63.0% 193.1 4.5% 9% False True 1,268
80 6,806.5 4,076.5 2,730.0 63.0% 176.7 4.1% 9% False True 1,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 31.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,869.4
2.618 5,312.0
1.618 4,970.5
1.000 4,759.5
0.618 4,629.0
HIGH 4,418.0
0.618 4,287.5
0.500 4,247.3
0.382 4,207.0
LOW 4,076.5
0.618 3,865.5
1.000 3,735.0
1.618 3,524.0
2.618 3,182.5
4.250 2,625.1
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 4,302.8 4,421.8
PP 4,275.0 4,391.3
S1 4,247.3 4,360.9

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

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