DAX Index Future March 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 4,122.5 4,054.0 -68.5 -1.7% 4,339.5
High 4,143.0 4,116.5 -26.5 -0.6% 4,345.5
Low 3,973.0 3,857.0 -116.0 -2.9% 3,973.0
Close 4,049.5 3,946.5 -103.0 -2.5% 4,049.5
Range 170.0 259.5 89.5 52.6% 372.5
ATR 171.3 177.6 6.3 3.7% 0.0
Volume 214,679 190,910 -23,769 -11.1% 748,175
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,751.8 4,608.7 4,089.2
R3 4,492.3 4,349.2 4,017.9
R2 4,232.8 4,232.8 3,994.1
R1 4,089.7 4,089.7 3,970.3 4,031.5
PP 3,973.3 3,973.3 3,973.3 3,944.3
S1 3,830.2 3,830.2 3,922.7 3,772.0
S2 3,713.8 3,713.8 3,898.9
S3 3,454.3 3,570.7 3,875.1
S4 3,194.8 3,311.2 3,803.8
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 5,240.2 5,017.3 4,254.4
R3 4,867.7 4,644.8 4,151.9
R2 4,495.2 4,495.2 4,117.8
R1 4,272.3 4,272.3 4,083.6 4,197.5
PP 4,122.7 4,122.7 4,122.7 4,085.3
S1 3,899.8 3,899.8 4,015.4 3,825.0
S2 3,750.2 3,750.2 3,981.2
S3 3,377.7 3,527.3 3,947.1
S4 3,005.2 3,154.8 3,844.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,345.5 3,857.0 488.5 12.4% 165.1 4.2% 18% False True 187,817
10 4,694.0 3,857.0 837.0 21.2% 149.6 3.8% 11% False True 177,941
20 4,694.0 3,857.0 837.0 21.2% 159.4 4.0% 11% False True 171,089
40 5,138.5 3,857.0 1,281.5 32.5% 157.5 4.0% 7% False True 148,547
60 5,138.5 3,857.0 1,281.5 32.5% 176.0 4.5% 7% False True 102,892
80 5,385.0 3,857.0 1,528.0 38.7% 205.8 5.2% 6% False True 77,495
100 6,240.0 3,857.0 2,383.0 60.4% 228.0 5.8% 4% False True 62,155
120 6,706.5 3,857.0 2,849.5 72.2% 214.6 5.4% 3% False True 52,233
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 28.5
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 5,219.4
2.618 4,795.9
1.618 4,536.4
1.000 4,376.0
0.618 4,276.9
HIGH 4,116.5
0.618 4,017.4
0.500 3,986.8
0.382 3,956.1
LOW 3,857.0
0.618 3,696.6
1.000 3,597.5
1.618 3,437.1
2.618 3,177.6
4.250 2,754.1
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 3,986.8 4,068.0
PP 3,973.3 4,027.5
S1 3,959.9 3,987.0

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

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