DAX Index Future March 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 4,915.0 4,918.0 3.0 0.1% 5,032.0
High 4,940.0 4,953.5 13.5 0.3% 5,138.5
Low 4,837.5 4,758.5 -79.0 -1.6% 4,758.5
Close 4,908.0 4,813.0 -95.0 -1.9% 4,813.0
Range 102.5 195.0 92.5 90.2% 380.0
ATR 182.5 183.4 0.9 0.5% 0.0
Volume 131,144 144,801 13,657 10.4% 616,015
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,426.7 5,314.8 4,920.3
R3 5,231.7 5,119.8 4,866.6
R2 5,036.7 5,036.7 4,848.8
R1 4,924.8 4,924.8 4,830.9 4,883.3
PP 4,841.7 4,841.7 4,841.7 4,820.9
S1 4,729.8 4,729.8 4,795.1 4,688.3
S2 4,646.7 4,646.7 4,777.3
S3 4,451.7 4,534.8 4,759.4
S4 4,256.7 4,339.8 4,705.8
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 6,043.3 5,808.2 5,022.0
R3 5,663.3 5,428.2 4,917.5
R2 5,283.3 5,283.3 4,882.7
R1 5,048.2 5,048.2 4,847.8 4,975.8
PP 4,903.3 4,903.3 4,903.3 4,867.1
S1 4,668.2 4,668.2 4,778.2 4,595.8
S2 4,523.3 4,523.3 4,743.3
S3 4,143.3 4,288.2 4,708.5
S4 3,763.3 3,908.2 4,604.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,138.5 4,758.5 380.0 7.9% 133.1 2.8% 14% False True 123,203
10 5,138.5 4,584.0 554.5 11.5% 129.5 2.7% 41% False False 91,048
20 5,138.5 4,549.0 589.5 12.2% 147.1 3.1% 45% False False 63,990
40 5,183.0 4,066.0 1,117.0 23.2% 203.7 4.2% 67% False False 32,693
60 5,458.0 4,066.0 1,392.0 28.9% 243.1 5.1% 54% False False 22,123
80 6,353.5 4,066.0 2,287.5 47.5% 243.0 5.0% 33% False False 17,148
100 6,706.5 4,066.0 2,640.5 54.9% 218.6 4.5% 28% False False 13,941
120 6,806.5 4,066.0 2,740.5 56.9% 200.2 4.2% 27% False False 11,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,782.3
2.618 5,464.0
1.618 5,269.0
1.000 5,148.5
0.618 5,074.0
HIGH 4,953.5
0.618 4,879.0
0.500 4,856.0
0.382 4,833.0
LOW 4,758.5
0.618 4,638.0
1.000 4,563.5
1.618 4,443.0
2.618 4,248.0
4.250 3,929.8
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 4,856.0 4,896.5
PP 4,841.7 4,868.7
S1 4,827.3 4,840.8

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

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