DAX Index Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 4,729.0 4,710.0 -19.0 -0.4% 4,788.5
High 4,812.5 4,723.5 -89.0 -1.8% 4,873.5
Low 4,668.0 4,584.0 -84.0 -1.8% 4,641.5
Close 4,743.0 4,674.5 -68.5 -1.4% 4,743.0
Range 144.5 139.5 -5.0 -3.5% 232.0
ATR 229.3 224.3 -5.0 -2.2% 0.0
Volume 152,651 80,940 -71,711 -47.0% 337,791
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,079.2 5,016.3 4,751.2
R3 4,939.7 4,876.8 4,712.9
R2 4,800.2 4,800.2 4,700.1
R1 4,737.3 4,737.3 4,687.3 4,699.0
PP 4,660.7 4,660.7 4,660.7 4,641.5
S1 4,597.8 4,597.8 4,661.7 4,559.5
S2 4,521.2 4,521.2 4,648.9
S3 4,381.7 4,458.3 4,636.1
S4 4,242.2 4,318.8 4,597.8
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 5,448.7 5,327.8 4,870.6
R3 5,216.7 5,095.8 4,806.8
R2 4,984.7 4,984.7 4,785.5
R1 4,863.8 4,863.8 4,764.3 4,808.3
PP 4,752.7 4,752.7 4,752.7 4,724.9
S1 4,631.8 4,631.8 4,721.7 4,576.3
S2 4,520.7 4,520.7 4,700.5
S3 4,288.7 4,399.8 4,679.2
S4 4,056.7 4,167.8 4,615.4
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 4,584.0 289.5 6.2% 157.8 3.4% 31% False True 76,921
10 4,878.5 4,549.0 329.5 7.0% 162.6 3.5% 38% False False 44,374
20 4,878.5 4,339.0 539.5 11.5% 190.7 4.1% 62% False False 22,979
40 5,385.0 4,066.0 1,319.0 28.2% 243.0 5.2% 46% False False 12,223
60 6,011.5 4,066.0 1,945.5 41.6% 269.2 5.8% 31% False False 8,419
80 6,706.5 4,066.0 2,640.5 56.5% 244.7 5.2% 23% False False 6,986
100 6,806.5 4,066.0 2,740.5 58.6% 216.3 4.6% 22% False False 5,658
120 6,806.5 4,066.0 2,740.5 58.6% 200.9 4.3% 22% False False 4,772
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 37.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,316.4
2.618 5,088.7
1.618 4,949.2
1.000 4,863.0
0.618 4,809.7
HIGH 4,723.5
0.618 4,670.2
0.500 4,653.8
0.382 4,637.3
LOW 4,584.0
0.618 4,497.8
1.000 4,444.5
1.618 4,358.3
2.618 4,218.8
4.250 3,991.1
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 4,667.6 4,698.3
PP 4,660.7 4,690.3
S1 4,653.8 4,682.4

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

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