DAX Index Future March 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 3,929.0 3,870.5 -58.5 -1.5% 4,339.5
High 3,980.0 3,992.5 12.5 0.3% 4,345.5
Low 3,790.5 3,851.0 60.5 1.6% 3,973.0
Close 3,848.5 3,939.0 90.5 2.4% 4,049.5
Range 189.5 141.5 -48.0 -25.3% 372.5
ATR 178.1 175.7 -2.4 -1.4% 0.0
Volume 195,032 189,523 -5,509 -2.8% 748,175
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,352.0 4,287.0 4,016.8
R3 4,210.5 4,145.5 3,977.9
R2 4,069.0 4,069.0 3,964.9
R1 4,004.0 4,004.0 3,952.0 4,036.5
PP 3,927.5 3,927.5 3,927.5 3,943.8
S1 3,862.5 3,862.5 3,926.0 3,895.0
S2 3,786.0 3,786.0 3,913.1
S3 3,644.5 3,721.0 3,900.1
S4 3,503.0 3,579.5 3,861.2
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 4,143.0 3,790.5 352.5 8.9% 186.6 4.7% 42% False False 199,828
10 4,526.0 3,790.5 735.5 18.7% 161.3 4.1% 20% False False 188,977
20 4,694.0 3,790.5 903.5 22.9% 158.0 4.0% 16% False False 175,975
40 5,138.5 3,790.5 1,348.0 34.2% 160.1 4.1% 11% False False 155,911
60 5,138.5 3,790.5 1,348.0 34.2% 168.7 4.3% 11% False False 112,667
80 5,385.0 3,790.5 1,594.5 40.5% 195.7 5.0% 9% False False 84,840
100 5,989.0 3,790.5 2,198.5 55.8% 224.1 5.7% 7% False False 68,061
120 6,675.5 3,790.5 2,885.0 73.2% 216.0 5.5% 5% False False 57,165
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 37.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,593.9
2.618 4,362.9
1.618 4,221.4
1.000 4,134.0
0.618 4,079.9
HIGH 3,992.5
0.618 3,938.4
0.500 3,921.8
0.382 3,905.1
LOW 3,851.0
0.618 3,763.6
1.000 3,709.5
1.618 3,622.1
2.618 3,480.6
4.250 3,249.6
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 3,933.3 3,923.2
PP 3,927.5 3,907.3
S1 3,921.8 3,891.5

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

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