DAX Index Future March 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 3,773.5 3,734.0 -39.5 -1.0% 4,054.0
High 3,786.5 3,759.0 -27.5 -0.7% 4,116.5
Low 3,666.0 3,669.0 3.0 0.1% 3,761.5
Close 3,699.0 3,709.0 10.0 0.3% 3,847.5
Range 120.5 90.0 -30.5 -25.3% 355.0
ATR 176.2 170.1 -6.2 -3.5% 0.0
Volume 179,639 193,889 14,250 7.9% 977,405
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,982.3 3,935.7 3,758.5
R3 3,892.3 3,845.7 3,733.8
R2 3,802.3 3,802.3 3,725.5
R1 3,755.7 3,755.7 3,717.3 3,734.0
PP 3,712.3 3,712.3 3,712.3 3,701.5
S1 3,665.7 3,665.7 3,700.8 3,644.0
S2 3,622.3 3,622.3 3,692.5
S3 3,532.3 3,575.7 3,684.3
S4 3,442.3 3,485.7 3,659.5
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% 136.9 3.7% 13% False False 190,204
10 4,279.0 3,666.0 613.0 16.5% 153.6 4.1% 7% False False 191,794
20 4,694.0 3,666.0 1,028.0 27.7% 154.6 4.2% 4% False False 180,335
40 5,138.5 3,666.0 1,472.5 39.7% 159.6 4.3% 3% False False 166,370
60 5,138.5 3,666.0 1,472.5 39.7% 167.0 4.5% 3% False False 122,074
80 5,385.0 3,666.0 1,719.0 46.3% 190.6 5.1% 3% False False 91,887
100 5,672.5 3,666.0 2,006.5 54.1% 221.8 6.0% 2% False False 73,709
120 6,499.0 3,666.0 2,833.0 76.4% 215.0 5.8% 2% False False 61,847
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38.2
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,141.5
2.618 3,994.6
1.618 3,904.6
1.000 3,849.0
0.618 3,814.6
HIGH 3,759.0
0.618 3,724.6
0.500 3,714.0
0.382 3,703.4
LOW 3,669.0
0.618 3,613.4
1.000 3,579.0
1.618 3,523.4
2.618 3,433.4
4.250 3,286.5
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 3,714.0 3,785.3
PP 3,712.3 3,759.8
S1 3,710.7 3,734.4

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

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