DAX Index Future March 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 4,918.0 4,765.0 -153.0 -3.1% 5,032.0
High 4,953.5 4,809.0 -144.5 -2.9% 5,138.5
Low 4,758.5 4,673.5 -85.0 -1.8% 4,758.5
Close 4,813.0 4,739.0 -74.0 -1.5% 4,813.0
Range 195.0 135.5 -59.5 -30.5% 380.0
ATR 183.4 180.3 -3.1 -1.7% 0.0
Volume 144,801 125,015 -19,786 -13.7% 616,015
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,147.0 5,078.5 4,813.5
R3 5,011.5 4,943.0 4,776.3
R2 4,876.0 4,876.0 4,763.8
R1 4,807.5 4,807.5 4,751.4 4,774.0
PP 4,740.5 4,740.5 4,740.5 4,723.8
S1 4,672.0 4,672.0 4,726.6 4,638.5
S2 4,605.0 4,605.0 4,714.2
S3 4,469.5 4,536.5 4,701.7
S4 4,334.0 4,401.0 4,664.5
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 4,673.5 465.0 9.8% 142.1 3.0% 14% False True 129,040
10 5,138.5 4,624.0 514.5 10.9% 129.1 2.7% 22% False False 95,455
20 5,138.5 4,549.0 589.5 12.4% 145.8 3.1% 32% False False 69,914
40 5,138.5 4,066.0 1,072.5 22.6% 200.6 4.2% 63% False False 35,787
60 5,458.0 4,066.0 1,392.0 29.4% 237.4 5.0% 48% False False 24,198
80 6,353.5 4,066.0 2,287.5 48.3% 243.2 5.1% 29% False False 18,636
100 6,706.5 4,066.0 2,640.5 55.7% 218.9 4.6% 25% False False 15,189
120 6,806.5 4,066.0 2,740.5 57.8% 200.1 4.2% 25% False False 12,703
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 False
Bear Hook False
Bull Hook False
Stretch 23.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,384.9
2.618 5,163.7
1.618 5,028.2
1.000 4,944.5
0.618 4,892.7
HIGH 4,809.0
0.618 4,757.2
0.500 4,741.3
0.382 4,725.3
LOW 4,673.5
0.618 4,589.8
1.000 4,538.0
1.618 4,454.3
2.618 4,318.8
4.250 4,097.6
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 4,741.3 4,813.5
PP 4,740.5 4,788.7
S1 4,739.8 4,763.8

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

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