DAX Index Future March 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 4,836.0 4,759.5 -76.5 -1.6% 4,663.0
High 4,836.0 4,812.5 -23.5 -0.5% 4,878.5
Low 4,665.0 4,682.5 17.5 0.4% 4,549.0
Close 4,733.5 4,782.0 48.5 1.0% 4,696.5
Range 171.0 130.0 -41.0 -24.0% 329.5
ATR 244.0 235.8 -8.1 -3.3% 0.0
Volume 57,044 55,903 -1,141 -2.0% 31,548
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,149.0 5,095.5 4,853.5
R3 5,019.0 4,965.5 4,817.8
R2 4,889.0 4,889.0 4,805.8
R1 4,835.5 4,835.5 4,793.9 4,862.3
PP 4,759.0 4,759.0 4,759.0 4,772.4
S1 4,705.5 4,705.5 4,770.1 4,732.3
S2 4,629.0 4,629.0 4,758.2
S3 4,499.0 4,575.5 4,746.3
S4 4,369.0 4,445.5 4,710.5
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 6.8% 180.5 3.8% 72% False False 39,126
10 4,878.5 4,360.0 518.5 10.8% 171.3 3.6% 81% False False 21,812
20 4,878.5 4,066.0 812.5 17.0% 213.0 4.5% 88% False False 11,582
40 5,385.0 4,066.0 1,319.0 27.6% 254.1 5.3% 54% False False 6,443
60 6,240.0 4,066.0 2,174.0 45.5% 275.0 5.8% 33% False False 4,561
80 6,706.5 4,066.0 2,640.5 55.2% 243.1 5.1% 27% False False 4,077
100 6,806.5 4,066.0 2,740.5 57.3% 215.2 4.5% 26% False False 3,328
120 6,806.5 4,066.0 2,740.5 57.3% 200.4 4.2% 26% False False 2,830
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 35.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,365.0
2.618 5,152.8
1.618 5,022.8
1.000 4,942.5
0.618 4,892.8
HIGH 4,812.5
0.618 4,762.8
0.500 4,747.5
0.382 4,732.2
LOW 4,682.5
0.618 4,602.2
1.000 4,552.5
1.618 4,472.2
2.618 4,342.2
4.250 4,130.0
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 4,770.5 4,777.8
PP 4,759.0 4,773.5
S1 4,747.5 4,769.3

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

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