DAX Index Future March 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 3,870.5 3,873.5 3.0 0.1% 4,054.0
High 3,992.5 3,904.5 -88.0 -2.2% 4,116.5
Low 3,851.0 3,761.5 -89.5 -2.3% 3,761.5
Close 3,939.0 3,847.5 -91.5 -2.3% 3,847.5
Range 141.5 143.0 1.5 1.1% 355.0
ATR 175.7 175.8 0.1 0.1% 0.0
Volume 189,523 192,940 3,417 1.8% 977,405
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,266.8 4,200.2 3,926.2
R3 4,123.8 4,057.2 3,886.8
R2 3,980.8 3,980.8 3,873.7
R1 3,914.2 3,914.2 3,860.6 3,876.0
PP 3,837.8 3,837.8 3,837.8 3,818.8
S1 3,771.2 3,771.2 3,834.4 3,733.0
S2 3,694.8 3,694.8 3,821.3
S3 3,551.8 3,628.2 3,808.2
S4 3,408.8 3,485.2 3,768.9
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,973.5 4,765.5 4,042.8
R3 4,618.5 4,410.5 3,945.1
R2 4,263.5 4,263.5 3,912.6
R1 4,055.5 4,055.5 3,880.0 3,982.0
PP 3,908.5 3,908.5 3,908.5 3,871.8
S1 3,700.5 3,700.5 3,815.0 3,627.0
S2 3,553.5 3,553.5 3,782.4
S3 3,198.5 3,345.5 3,749.9
S4 2,843.5 2,990.5 3,652.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,116.5 3,761.5 355.0 9.2% 181.2 4.7% 24% False True 195,481
10 4,513.5 3,761.5 752.0 19.5% 159.5 4.1% 11% False True 187,969
20 4,694.0 3,761.5 932.5 24.2% 157.1 4.1% 9% False True 178,374
40 5,138.5 3,761.5 1,377.0 35.8% 161.3 4.2% 6% False True 159,460
60 5,138.5 3,761.5 1,377.0 35.8% 167.2 4.3% 6% False True 115,864
80 5,385.0 3,761.5 1,623.5 42.2% 194.3 5.1% 5% False True 87,236
100 5,989.0 3,761.5 2,227.5 57.9% 224.4 5.8% 4% False True 69,987
120 6,629.0 3,761.5 2,867.5 74.5% 216.6 5.6% 3% False True 58,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 38.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,512.3
2.618 4,278.9
1.618 4,135.9
1.000 4,047.5
0.618 3,992.9
HIGH 3,904.5
0.618 3,849.9
0.500 3,833.0
0.382 3,816.1
LOW 3,761.5
0.618 3,673.1
1.000 3,618.5
1.618 3,530.1
2.618 3,387.1
4.250 3,153.8
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 3,842.7 3,877.0
PP 3,837.8 3,867.2
S1 3,833.0 3,857.3

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

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