DAX Index Future March 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 4,765.0 4,706.0 -59.0 -1.2% 5,032.0
High 4,809.0 4,720.0 -89.0 -1.9% 5,138.5
Low 4,673.5 4,611.0 -62.5 -1.3% 4,758.5
Close 4,739.0 4,653.5 -85.5 -1.8% 4,813.0
Range 135.5 109.0 -26.5 -19.6% 380.0
ATR 180.3 176.6 -3.7 -2.1% 0.0
Volume 125,015 147,159 22,144 17.7% 616,015
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,988.5 4,930.0 4,713.5
R3 4,879.5 4,821.0 4,683.5
R2 4,770.5 4,770.5 4,673.5
R1 4,712.0 4,712.0 4,663.5 4,686.8
PP 4,661.5 4,661.5 4,661.5 4,648.9
S1 4,603.0 4,603.0 4,643.5 4,577.8
S2 4,552.5 4,552.5 4,633.5
S3 4,443.5 4,494.0 4,623.5
S4 4,334.5 4,385.0 4,593.6
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 5,034.5 4,611.0 423.5 9.1% 131.9 2.8% 10% False True 133,872
10 5,138.5 4,611.0 527.5 11.3% 128.1 2.8% 8% False True 103,630
20 5,138.5 4,549.0 589.5 12.7% 140.0 3.0% 18% False False 77,041
40 5,138.5 4,066.0 1,072.5 23.0% 197.6 4.2% 55% False False 39,434
60 5,385.0 4,066.0 1,319.0 28.3% 234.1 5.0% 45% False False 26,637
80 6,353.5 4,066.0 2,287.5 49.2% 242.4 5.2% 26% False False 20,396
100 6,706.5 4,066.0 2,640.5 56.7% 219.1 4.7% 22% False False 16,658
120 6,806.5 4,066.0 2,740.5 58.9% 199.8 4.3% 21% False False 13,925
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 23.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,183.3
2.618 5,005.4
1.618 4,896.4
1.000 4,829.0
0.618 4,787.4
HIGH 4,720.0
0.618 4,678.4
0.500 4,665.5
0.382 4,652.6
LOW 4,611.0
0.618 4,543.6
1.000 4,502.0
1.618 4,434.6
2.618 4,325.6
4.250 4,147.8
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 4,665.5 4,782.3
PP 4,661.5 4,739.3
S1 4,657.5 4,696.4

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

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