DAX Index Future June 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
30-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 4,775.0 4,907.0 132.0 2.8% 4,752.5
High 4,842.0 5,084.5 242.5 5.0% 5,084.5
Low 4,775.0 4,907.0 132.0 2.8% 4,732.5
Close 4,858.5 5,002.0 143.5 3.0% 5,002.0
Range 67.0 177.5 110.5 164.9% 352.0
ATR 187.9 190.7 2.7 1.4% 0.0
Volume 340 482 142 41.8% 1,159
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,530.3 5,443.7 5,099.6
R3 5,352.8 5,266.2 5,050.8
R2 5,175.3 5,175.3 5,034.5
R1 5,088.7 5,088.7 5,018.3 5,132.0
PP 4,997.8 4,997.8 4,997.8 5,019.5
S1 4,911.2 4,911.2 4,985.7 4,954.5
S2 4,820.3 4,820.3 4,969.5
S3 4,642.8 4,733.7 4,953.2
S4 4,465.3 4,556.2 4,904.4
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,995.7 5,850.8 5,195.6
R3 5,643.7 5,498.8 5,098.8
R2 5,291.7 5,291.7 5,066.5
R1 5,146.8 5,146.8 5,034.3 5,219.3
PP 4,939.7 4,939.7 4,939.7 4,975.9
S1 4,794.8 4,794.8 4,969.7 4,867.3
S2 4,587.7 4,587.7 4,937.5
S3 4,235.7 4,442.8 4,905.2
S4 3,883.7 4,090.8 4,808.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,084.5 4,618.0 466.5 9.3% 103.5 2.1% 82% True False 353
10 5,084.5 4,618.0 466.5 9.3% 129.0 2.6% 82% True False 3,231
20 5,084.5 4,367.0 717.5 14.3% 160.8 3.2% 89% True False 2,051
40 5,414.0 4,097.5 1,316.5 26.3% 199.6 4.0% 69% False False 1,252
60 5,684.0 4,097.5 1,586.5 31.7% 224.2 4.5% 57% False False 899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.5
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,838.9
2.618 5,549.2
1.618 5,371.7
1.000 5,262.0
0.618 5,194.2
HIGH 5,084.5
0.618 5,016.7
0.500 4,995.8
0.382 4,974.8
LOW 4,907.0
0.618 4,797.3
1.000 4,729.5
1.618 4,619.8
2.618 4,442.3
4.250 4,152.6
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 4,999.9 4,970.8
PP 4,997.8 4,939.7
S1 4,995.8 4,908.5

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

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