DAX Index Future March 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 4,429.5 4,233.5 -196.0 -4.4% 4,765.0
High 4,466.0 4,375.5 -90.5 -2.0% 4,809.0
Low 4,259.0 4,148.5 -110.5 -2.6% 4,304.0
Close 4,322.0 4,262.5 -59.5 -1.4% 4,388.0
Range 207.0 227.0 20.0 9.7% 505.0
ATR 185.1 188.1 3.0 1.6% 0.0
Volume 0 204,413 204,413 858,310
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,943.2 4,829.8 4,387.4
R3 4,716.2 4,602.8 4,324.9
R2 4,489.2 4,489.2 4,304.1
R1 4,375.8 4,375.8 4,283.3 4,432.5
PP 4,262.2 4,262.2 4,262.2 4,290.5
S1 4,148.8 4,148.8 4,241.7 4,205.5
S2 4,035.2 4,035.2 4,220.9
S3 3,808.2 3,921.8 4,200.1
S4 3,581.2 3,694.8 4,137.7
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 6,015.3 5,706.7 4,665.8
R3 5,510.3 5,201.7 4,526.9
R2 5,005.3 5,005.3 4,480.6
R1 4,696.7 4,696.7 4,434.3 4,598.5
PP 4,500.3 4,500.3 4,500.3 4,451.3
S1 4,191.7 4,191.7 4,341.7 4,093.5
S2 3,995.3 3,995.3 4,295.4
S3 3,490.3 3,686.7 4,249.1
S4 2,985.3 3,181.7 4,110.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,695.0 4,148.5 546.5 12.8% 215.3 5.1% 21% False True 158,109
10 5,034.5 4,148.5 886.0 20.8% 173.6 4.1% 13% False True 145,991
20 5,138.5 4,148.5 990.0 23.2% 153.1 3.6% 12% False True 111,940
40 5,138.5 4,066.0 1,072.5 25.2% 191.2 4.5% 18% False False 59,012
60 5,385.0 4,066.0 1,319.0 30.9% 226.0 5.3% 15% False False 39,750
80 6,318.5 4,066.0 2,252.5 52.8% 243.6 5.7% 9% False False 30,014
100 6,706.5 4,066.0 2,640.5 61.9% 224.9 5.3% 7% False False 24,529
120 6,806.5 4,066.0 2,740.5 64.3% 203.8 4.8% 7% False False 20,495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 39.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,340.3
2.618 4,969.8
1.618 4,742.8
1.000 4,602.5
0.618 4,515.8
HIGH 4,375.5
0.618 4,288.8
0.500 4,262.0
0.382 4,235.2
LOW 4,148.5
0.618 4,008.2
1.000 3,921.5
1.618 3,781.2
2.618 3,554.2
4.250 3,183.8
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 4,262.3 4,318.3
PP 4,262.2 4,299.7
S1 4,262.0 4,281.1

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

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