DAX Index Future March 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 4,008.5 4,005.0 -3.5 -0.1% 3,674.0
High 4,054.0 4,073.0 19.0 0.5% 4,054.0
Low 3,936.5 3,982.5 46.0 1.2% 3,588.5
Close 3,958.5 4,031.5 73.0 1.8% 3,958.5
Range 117.5 90.5 -27.0 -23.0% 465.5
ATR 174.4 170.1 -4.3 -2.5% 0.0
Volume 172,519 168,011 -4,508 -2.6% 962,297
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,300.5 4,256.5 4,081.3
R3 4,210.0 4,166.0 4,056.4
R2 4,119.5 4,119.5 4,048.1
R1 4,075.5 4,075.5 4,039.8 4,097.5
PP 4,029.0 4,029.0 4,029.0 4,040.0
S1 3,985.0 3,985.0 4,023.2 4,007.0
S2 3,938.5 3,938.5 4,014.9
S3 3,848.0 3,894.5 4,006.6
S4 3,757.5 3,804.0 3,981.7
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 4,073.0 3,667.0 406.0 10.1% 165.4 4.1% 90% True False 187,406
10 4,073.0 3,588.5 484.5 12.0% 160.6 4.0% 91% True False 194,643
20 4,345.5 3,588.5 757.0 18.8% 159.9 4.0% 59% False False 192,582
40 4,694.0 3,588.5 1,105.5 27.4% 163.1 4.0% 40% False False 177,767
60 5,138.5 3,588.5 1,550.0 38.4% 159.6 4.0% 29% False False 150,834
80 5,138.5 3,588.5 1,550.0 38.4% 177.2 4.4% 29% False False 113,658
100 5,385.0 3,588.5 1,796.5 44.6% 202.4 5.0% 25% False False 91,157
120 6,353.5 3,588.5 2,765.0 68.6% 215.8 5.4% 16% False False 76,110
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 34.8
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,457.6
2.618 4,309.9
1.618 4,219.4
1.000 4,163.5
0.618 4,128.9
HIGH 4,073.0
0.618 4,038.4
0.500 4,027.8
0.382 4,017.1
LOW 3,982.5
0.618 3,926.6
1.000 3,892.0
1.618 3,836.1
2.618 3,745.6
4.250 3,597.9
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 4,030.3 4,000.0
PP 4,029.0 3,968.5
S1 4,027.8 3,937.0

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

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