DAX Index Future March 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 4,706.0 4,691.0 -15.0 -0.3% 5,032.0
High 4,720.0 4,695.0 -25.0 -0.5% 5,138.5
Low 4,611.0 4,392.5 -218.5 -4.7% 4,758.5
Close 4,653.5 4,448.5 -205.0 -4.4% 4,813.0
Range 109.0 302.5 193.5 177.5% 380.0
ATR 176.6 185.6 9.0 5.1% 0.0
Volume 147,159 198,178 51,019 34.7% 616,015
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,419.5 5,236.5 4,614.9
R3 5,117.0 4,934.0 4,531.7
R2 4,814.5 4,814.5 4,504.0
R1 4,631.5 4,631.5 4,476.2 4,571.8
PP 4,512.0 4,512.0 4,512.0 4,482.1
S1 4,329.0 4,329.0 4,420.8 4,269.3
S2 4,209.5 4,209.5 4,393.0
S3 3,907.0 4,026.5 4,365.3
S4 3,604.5 3,724.0 4,282.1
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 4,953.5 4,392.5 561.0 12.6% 168.9 3.8% 10% False True 149,259
10 5,138.5 4,392.5 746.0 16.8% 148.9 3.3% 8% False True 118,350
20 5,138.5 4,392.5 746.0 16.8% 150.3 3.4% 8% False True 86,756
40 5,138.5 4,066.0 1,072.5 24.1% 197.2 4.4% 36% False False 44,339
60 5,385.0 4,066.0 1,319.0 29.7% 231.0 5.2% 29% False False 29,924
80 6,353.5 4,066.0 2,287.5 51.4% 242.8 5.5% 17% False False 22,737
100 6,706.5 4,066.0 2,640.5 59.4% 221.5 5.0% 14% False False 18,630
120 6,806.5 4,066.0 2,740.5 61.6% 201.9 4.5% 14% False False 15,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.5
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 5,980.6
2.618 5,486.9
1.618 5,184.4
1.000 4,997.5
0.618 4,881.9
HIGH 4,695.0
0.618 4,579.4
0.500 4,543.8
0.382 4,508.1
LOW 4,392.5
0.618 4,205.6
1.000 4,090.0
1.618 3,903.1
2.618 3,600.6
4.250 3,106.9
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 4,543.8 4,600.8
PP 4,512.0 4,550.0
S1 4,480.3 4,499.3

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

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