DAX Index Future March 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 3,681.5 3,865.5 184.0 5.0% 3,773.5
High 3,908.0 3,995.0 87.0 2.2% 3,935.0
Low 3,667.0 3,828.0 161.0 4.4% 3,621.0
Close 3,885.5 3,911.5 26.0 0.7% 3,656.0
Range 241.0 167.0 -74.0 -30.7% 314.0
ATR 177.0 176.3 -0.7 -0.4% 0.0
Volume 198,507 196,011 -2,496 -1.3% 995,764
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,412.5 4,329.0 4,003.4
R3 4,245.5 4,162.0 3,957.4
R2 4,078.5 4,078.5 3,942.1
R1 3,995.0 3,995.0 3,926.8 4,036.8
PP 3,911.5 3,911.5 3,911.5 3,932.4
S1 3,828.0 3,828.0 3,896.2 3,869.8
S2 3,744.5 3,744.5 3,880.9
S3 3,577.5 3,661.0 3,865.6
S4 3,410.5 3,494.0 3,819.7
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,679.3 4,481.7 3,828.7
R3 4,365.3 4,167.7 3,742.4
R2 4,051.3 4,051.3 3,713.6
R1 3,853.7 3,853.7 3,684.8 3,795.5
PP 3,737.3 3,737.3 3,737.3 3,708.3
S1 3,539.7 3,539.7 3,627.2 3,481.5
S2 3,423.3 3,423.3 3,598.4
S3 3,109.3 3,225.7 3,569.7
S4 2,795.3 2,911.7 3,483.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,995.0 3,588.5 406.5 10.4% 177.4 4.5% 79% True False 202,293
10 3,995.0 3,588.5 406.5 10.4% 159.2 4.1% 79% True False 196,602
20 4,548.0 3,588.5 959.5 24.5% 157.1 4.0% 34% False False 191,378
40 4,720.0 3,588.5 1,131.5 28.9% 167.0 4.3% 29% False False 178,095
60 5,138.5 3,588.5 1,550.0 39.6% 160.0 4.1% 21% False False 142,035
80 5,138.5 3,588.5 1,550.0 39.6% 183.8 4.7% 21% False False 106,941
100 5,458.0 3,588.5 1,869.5 47.8% 209.3 5.4% 17% False False 85,757
120 6,353.5 3,588.5 2,765.0 70.7% 217.8 5.6% 12% False False 71,789
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 27.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,704.8
2.618 4,432.2
1.618 4,265.2
1.000 4,162.0
0.618 4,098.2
HIGH 3,995.0
0.618 3,931.2
0.500 3,911.5
0.382 3,891.8
LOW 3,828.0
0.618 3,724.8
1.000 3,661.0
1.618 3,557.8
2.618 3,390.8
4.250 3,118.3
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 3,911.5 3,871.6
PP 3,911.5 3,831.7
S1 3,911.5 3,791.8

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

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