DAX Index Future March 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 4,696.5 4,836.0 139.5 3.0% 4,663.0
High 4,873.5 4,836.0 -37.5 -0.8% 4,878.5
Low 4,669.5 4,665.0 -4.5 -0.1% 4,549.0
Close 4,743.0 4,733.5 -9.5 -0.2% 4,696.5
Range 204.0 171.0 -33.0 -16.2% 329.5
ATR 249.6 244.0 -5.6 -2.2% 0.0
Volume 38,071 57,044 18,973 49.8% 31,548
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,257.8 5,166.7 4,827.6
R3 5,086.8 4,995.7 4,780.5
R2 4,915.8 4,915.8 4,764.9
R1 4,824.7 4,824.7 4,749.2 4,784.8
PP 4,744.8 4,744.8 4,744.8 4,724.9
S1 4,653.7 4,653.7 4,717.8 4,613.8
S2 4,573.8 4,573.8 4,702.2
S3 4,402.8 4,482.7 4,686.5
S4 4,231.8 4,311.7 4,639.5
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,696.5 5,526.0 4,877.7
R3 5,367.0 5,196.5 4,787.1
R2 5,037.5 5,037.5 4,756.9
R1 4,867.0 4,867.0 4,726.7 4,952.3
PP 4,708.0 4,708.0 4,708.0 4,750.6
S1 4,537.5 4,537.5 4,666.3 4,622.8
S2 4,378.5 4,378.5 4,636.1
S3 4,049.0 4,208.0 4,605.9
S4 3,719.5 3,878.5 4,515.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,873.5 4,549.0 324.5 6.9% 178.1 3.8% 57% False False 29,150
10 4,878.5 4,360.0 518.5 11.0% 188.0 4.0% 72% False False 16,400
20 4,878.5 4,066.0 812.5 17.2% 220.6 4.7% 82% False False 8,880
40 5,385.0 4,066.0 1,319.0 27.9% 258.1 5.5% 51% False False 5,060
60 6,318.5 4,066.0 2,252.5 47.6% 275.3 5.8% 30% False False 3,641
80 6,706.5 4,066.0 2,640.5 55.8% 243.8 5.1% 25% False False 3,384
100 6,806.5 4,066.0 2,740.5 57.9% 215.0 4.5% 24% False False 2,772
120 6,806.5 4,066.0 2,740.5 57.9% 200.5 4.2% 24% False False 2,366
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 True
Bear Hook False
Bull Hook False
Stretch 42.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,562.8
2.618 5,283.7
1.618 5,112.7
1.000 5,007.0
0.618 4,941.7
HIGH 4,836.0
0.618 4,770.7
0.500 4,750.5
0.382 4,730.3
LOW 4,665.0
0.618 4,559.3
1.000 4,494.0
1.618 4,388.3
2.618 4,217.3
4.250 3,938.3
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 4,750.5 4,757.5
PP 4,744.8 4,749.5
S1 4,739.2 4,741.5

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

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