DAX Index Future March 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 4,005.0 4,038.5 33.5 0.8% 3,674.0
High 4,073.0 4,058.5 -14.5 -0.4% 4,054.0
Low 3,982.5 3,947.0 -35.5 -0.9% 3,588.5
Close 4,031.5 3,989.5 -42.0 -1.0% 3,958.5
Range 90.5 111.5 21.0 23.2% 465.5
ATR 170.1 166.0 -4.2 -2.5% 0.0
Volume 168,011 218,861 50,850 30.3% 962,297
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,332.8 4,272.7 4,050.8
R3 4,221.3 4,161.2 4,020.2
R2 4,109.8 4,109.8 4,009.9
R1 4,049.7 4,049.7 3,999.7 4,024.0
PP 3,998.3 3,998.3 3,998.3 3,985.5
S1 3,938.2 3,938.2 3,979.3 3,912.5
S2 3,886.8 3,886.8 3,969.1
S3 3,775.3 3,826.7 3,958.8
S4 3,663.8 3,715.2 3,928.2
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 3,801.0 272.0 6.8% 139.5 3.5% 69% False False 191,477
10 4,073.0 3,588.5 484.5 12.1% 162.8 4.1% 83% False False 197,140
20 4,279.0 3,588.5 690.5 17.3% 158.2 4.0% 58% False False 194,467
40 4,694.0 3,588.5 1,105.5 27.7% 161.5 4.0% 36% False False 178,797
60 5,138.5 3,588.5 1,550.0 38.9% 157.7 4.0% 26% False False 154,307
80 5,138.5 3,588.5 1,550.0 38.9% 175.8 4.4% 26% False False 116,376
100 5,385.0 3,588.5 1,796.5 45.0% 200.0 5.0% 22% False False 93,341
120 6,345.0 3,588.5 2,756.5 69.1% 215.3 5.4% 15% False False 77,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,532.4
2.618 4,350.4
1.618 4,238.9
1.000 4,170.0
0.618 4,127.4
HIGH 4,058.5
0.618 4,015.9
0.500 4,002.8
0.382 3,989.6
LOW 3,947.0
0.618 3,878.1
1.000 3,835.5
1.618 3,766.6
2.618 3,655.1
4.250 3,473.1
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 4,002.8 4,004.8
PP 3,998.3 3,999.7
S1 3,993.9 3,994.6

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

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