DAX Index Future March 2009


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 4,822.0 4,810.5 -11.5 -0.2% 4,688.0
High 4,867.0 4,850.0 -17.0 -0.3% 4,757.0
Low 4,771.0 4,732.0 -39.0 -0.8% 4,339.0
Close 4,833.0 4,790.5 -42.5 -0.9% 4,393.0
Range 96.0 118.0 22.0 22.9% 418.0
ATR 272.0 261.0 -11.0 -4.0% 0.0
Volume 3,871 6,024 2,153 55.6% 5,888
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,144.8 5,085.7 4,855.4
R3 5,026.8 4,967.7 4,823.0
R2 4,908.8 4,908.8 4,812.1
R1 4,849.7 4,849.7 4,801.3 4,820.3
PP 4,790.8 4,790.8 4,790.8 4,776.1
S1 4,731.7 4,731.7 4,779.7 4,702.3
S2 4,672.8 4,672.8 4,768.9
S3 4,554.8 4,613.7 4,758.1
S4 4,436.8 4,495.7 4,725.6
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,750.3 5,489.7 4,622.9
R3 5,332.3 5,071.7 4,508.0
R2 4,914.3 4,914.3 4,469.6
R1 4,653.7 4,653.7 4,431.3 4,575.0
PP 4,496.3 4,496.3 4,496.3 4,457.0
S1 4,235.7 4,235.7 4,354.7 4,157.0
S2 4,078.3 4,078.3 4,316.4
S3 3,660.3 3,817.7 4,278.1
S4 3,242.3 3,399.7 4,163.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,878.5 4,360.0 518.5 10.8% 162.0 3.4% 83% False False 4,498
10 4,878.5 4,339.0 539.5 11.3% 209.4 4.4% 84% False False 2,739
20 4,919.0 4,066.0 853.0 17.8% 230.1 4.8% 85% False False 2,130
40 5,385.0 4,066.0 1,319.0 27.5% 266.6 5.6% 55% False False 1,641
60 6,353.5 4,066.0 2,287.5 47.8% 271.9 5.7% 32% False False 1,386
80 6,706.5 4,066.0 2,640.5 55.1% 239.9 5.0% 27% False False 1,662
100 6,806.5 4,066.0 2,740.5 57.2% 211.7 4.4% 26% False False 1,394
120 6,806.5 4,066.0 2,740.5 57.2% 197.8 4.1% 26% False False 1,207
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 52.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,351.5
2.618 5,158.9
1.618 5,040.9
1.000 4,968.0
0.618 4,922.9
HIGH 4,850.0
0.618 4,804.9
0.500 4,791.0
0.382 4,777.1
LOW 4,732.0
0.618 4,659.1
1.000 4,614.0
1.618 4,541.1
2.618 4,423.1
4.250 4,230.5
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 4,791.0 4,782.3
PP 4,790.8 4,774.0
S1 4,790.7 4,765.8

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

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