DAX Index Future March 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 4,276.0 4,401.5 125.5 2.9% 4,144.5
High 4,430.0 4,554.0 124.0 2.8% 4,570.0
Low 4,226.5 4,379.0 152.5 3.6% 4,141.5
Close 4,375.0 4,494.0 119.0 2.7% 4,340.5
Range 203.5 175.0 -28.5 -14.0% 428.5
ATR 181.1 180.9 -0.1 -0.1% 0.0
Volume 164,821 150,189 -14,632 -8.9% 827,382
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 5,000.7 4,922.3 4,590.3
R3 4,825.7 4,747.3 4,542.1
R2 4,650.7 4,650.7 4,526.1
R1 4,572.3 4,572.3 4,510.0 4,611.5
PP 4,475.7 4,475.7 4,475.7 4,495.3
S1 4,397.3 4,397.3 4,478.0 4,436.5
S2 4,300.7 4,300.7 4,461.9
S3 4,125.7 4,222.3 4,445.9
S4 3,950.7 4,047.3 4,397.8
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,636.2 5,416.8 4,576.2
R3 5,207.7 4,988.3 4,458.3
R2 4,779.2 4,779.2 4,419.1
R1 4,559.8 4,559.8 4,379.8 4,669.5
PP 4,350.7 4,350.7 4,350.7 4,405.5
S1 4,131.3 4,131.3 4,301.2 4,241.0
S2 3,922.2 3,922.2 4,261.9
S3 3,493.7 3,702.8 4,222.7
S4 3,065.2 3,274.3 4,104.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,554.0 4,202.5 351.5 7.8% 159.9 3.6% 83% True False 158,853
10 4,570.0 4,075.0 495.0 11.0% 168.6 3.8% 85% False False 168,435
20 5,034.5 4,075.0 959.5 21.4% 171.1 3.8% 44% False False 157,213
40 5,138.5 4,075.0 1,063.5 23.7% 167.2 3.7% 39% False False 100,776
60 5,372.0 4,066.0 1,306.0 29.1% 201.5 4.5% 33% False False 67,629
80 5,458.0 4,066.0 1,392.0 31.0% 235.5 5.2% 31% False False 50,966
100 6,400.0 4,066.0 2,334.0 51.9% 227.9 5.1% 18% False False 41,263
120 6,718.0 4,066.0 2,652.0 59.0% 209.8 4.7% 16% False False 34,513
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 20.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,297.8
2.618 5,012.2
1.618 4,837.2
1.000 4,729.0
0.618 4,662.2
HIGH 4,554.0
0.618 4,487.2
0.500 4,466.5
0.382 4,445.9
LOW 4,379.0
0.618 4,270.9
1.000 4,204.0
1.618 4,095.9
2.618 3,920.9
4.250 3,635.3
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 4,484.8 4,455.4
PP 4,475.7 4,416.8
S1 4,466.5 4,378.3

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

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