DAX Index Future March 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 3,873.5 3,773.5 -100.0 -2.6% 4,054.0
High 3,904.5 3,786.5 -118.0 -3.0% 4,116.5
Low 3,761.5 3,666.0 -95.5 -2.5% 3,761.5
Close 3,847.5 3,699.0 -148.5 -3.9% 3,847.5
Range 143.0 120.5 -22.5 -15.7% 355.0
ATR 175.8 176.2 0.4 0.2% 0.0
Volume 192,940 179,639 -13,301 -6.9% 977,405
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,078.7 4,009.3 3,765.3
R3 3,958.2 3,888.8 3,732.1
R2 3,837.7 3,837.7 3,721.1
R1 3,768.3 3,768.3 3,710.0 3,742.8
PP 3,717.2 3,717.2 3,717.2 3,704.4
S1 3,647.8 3,647.8 3,688.0 3,622.3
S2 3,596.7 3,596.7 3,676.9
S3 3,476.2 3,527.3 3,665.9
S4 3,355.7 3,406.8 3,632.7
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 3,992.5 3,666.0 326.5 8.8% 153.4 4.1% 10% False True 193,226
10 4,345.5 3,666.0 679.5 18.4% 159.3 4.3% 5% False True 190,521
20 4,694.0 3,666.0 1,028.0 27.8% 155.7 4.2% 3% False True 178,027
40 5,138.5 3,666.0 1,472.5 39.8% 162.4 4.4% 2% False True 163,209
60 5,138.5 3,666.0 1,472.5 39.8% 167.8 4.5% 2% False True 118,850
80 5,385.0 3,666.0 1,719.0 46.5% 193.3 5.2% 2% False True 89,473
100 5,951.0 3,666.0 2,285.0 61.8% 223.0 6.0% 1% False True 71,775
120 6,499.0 3,666.0 2,833.0 76.6% 215.5 5.8% 1% False True 60,241
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 36.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,298.6
2.618 4,102.0
1.618 3,981.5
1.000 3,907.0
0.618 3,861.0
HIGH 3,786.5
0.618 3,740.5
0.500 3,726.3
0.382 3,712.0
LOW 3,666.0
0.618 3,591.5
1.000 3,545.5
1.618 3,471.0
2.618 3,350.5
4.250 3,153.9
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 3,726.3 3,829.3
PP 3,717.2 3,785.8
S1 3,708.1 3,742.4

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

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