DAX Index Future March 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 4,049.0 4,037.0 -12.0 -0.3% 3,674.0
High 4,088.5 4,137.5 49.0 1.2% 4,054.0
Low 3,947.0 4,002.5 55.5 1.4% 3,588.5
Close 3,992.5 4,045.5 53.0 1.3% 3,958.5
Range 141.5 135.0 -6.5 -4.6% 465.5
ATR 164.2 162.8 -1.4 -0.8% 0.0
Volume 204,926 224,329 19,403 9.5% 962,297
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,466.8 4,391.2 4,119.8
R3 4,331.8 4,256.2 4,082.6
R2 4,196.8 4,196.8 4,070.3
R1 4,121.2 4,121.2 4,057.9 4,159.0
PP 4,061.8 4,061.8 4,061.8 4,080.8
S1 3,986.2 3,986.2 4,033.1 4,024.0
S2 3,926.8 3,926.8 4,020.8
S3 3,791.8 3,851.2 4,008.4
S4 3,656.8 3,716.2 3,971.3
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 4,137.5 3,936.5 201.0 5.0% 119.2 2.9% 54% True False 197,729
10 4,137.5 3,588.5 549.0 13.6% 148.7 3.7% 83% True False 199,272
20 4,143.0 3,588.5 554.5 13.7% 159.5 3.9% 82% False False 198,313
40 4,694.0 3,588.5 1,105.5 27.3% 157.6 3.9% 41% False False 184,418
60 5,138.5 3,588.5 1,550.0 38.3% 156.1 3.9% 29% False False 160,258
80 5,138.5 3,588.5 1,550.0 38.3% 174.4 4.3% 29% False False 121,715
100 5,385.0 3,588.5 1,796.5 44.4% 198.6 4.9% 25% False False 97,617
120 6,318.5 3,588.5 2,730.0 67.5% 214.9 5.3% 17% False False 81,482
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 38.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,711.3
2.618 4,490.9
1.618 4,355.9
1.000 4,272.5
0.618 4,220.9
HIGH 4,137.5
0.618 4,085.9
0.500 4,070.0
0.382 4,054.1
LOW 4,002.5
0.618 3,919.1
1.000 3,867.5
1.618 3,784.1
2.618 3,649.1
4.250 3,428.8
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 4,070.0 4,044.4
PP 4,061.8 4,043.3
S1 4,053.7 4,042.3

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

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