DAX Index Future March 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 3,874.5 4,008.5 134.0 3.5% 3,674.0
High 4,012.0 4,054.0 42.0 1.0% 4,054.0
Low 3,801.0 3,936.5 135.5 3.6% 3,588.5
Close 3,952.5 3,958.5 6.0 0.2% 3,958.5
Range 211.0 117.5 -93.5 -44.3% 465.5
ATR 178.8 174.4 -4.4 -2.4% 0.0
Volume 201,983 172,519 -29,464 -14.6% 962,297
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,335.5 4,264.5 4,023.1
R3 4,218.0 4,147.0 3,990.8
R2 4,100.5 4,100.5 3,980.0
R1 4,029.5 4,029.5 3,969.3 4,006.3
PP 3,983.0 3,983.0 3,983.0 3,971.4
S1 3,912.0 3,912.0 3,947.7 3,888.8
S2 3,865.5 3,865.5 3,937.0
S3 3,748.0 3,794.5 3,926.2
S4 3,630.5 3,677.0 3,893.9
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5,263.5 5,076.5 4,214.5
R3 4,798.0 4,611.0 4,086.5
R2 4,332.5 4,332.5 4,043.8
R1 4,145.5 4,145.5 4,001.2 4,239.0
PP 3,867.0 3,867.0 3,867.0 3,913.8
S1 3,680.0 3,680.0 3,915.8 3,773.5
S2 3,401.5 3,401.5 3,873.2
S3 2,936.0 3,214.5 3,830.5
S4 2,470.5 2,749.0 3,702.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,054.0 3,588.5 465.5 11.8% 171.4 4.3% 79% True False 192,459
10 4,054.0 3,588.5 465.5 11.8% 163.6 4.1% 79% True False 195,806
20 4,513.5 3,588.5 925.0 23.4% 161.6 4.1% 40% False False 191,887
40 4,694.0 3,588.5 1,105.5 27.9% 165.0 4.2% 33% False False 178,824
60 5,138.5 3,588.5 1,550.0 39.2% 160.1 4.0% 24% False False 148,135
80 5,138.5 3,588.5 1,550.0 39.2% 181.1 4.6% 24% False False 111,581
100 5,385.0 3,588.5 1,796.5 45.4% 204.6 5.2% 21% False False 89,484
120 6,353.5 3,588.5 2,765.0 69.8% 216.9 5.5% 13% False False 74,766
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 33.8
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,553.4
2.618 4,361.6
1.618 4,244.1
1.000 4,171.5
0.618 4,126.6
HIGH 4,054.0
0.618 4,009.1
0.500 3,995.3
0.382 3,981.4
LOW 3,936.5
0.618 3,863.9
1.000 3,819.0
1.618 3,746.4
2.618 3,628.9
4.250 3,437.1
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 3,995.3 3,948.2
PP 3,983.0 3,937.8
S1 3,970.8 3,927.5

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

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