DAX Index Future June 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 4,179.0 4,077.5 -101.5 -2.4% 4,405.0
High 4,179.0 4,125.5 -53.5 -1.3% 4,437.5
Low 3,991.0 3,877.5 -113.5 -2.8% 3,991.0
Close 4,064.0 3,960.0 -104.0 -2.6% 4,064.0
Range 188.0 248.0 60.0 31.9% 446.5
ATR 155.8 162.3 6.6 4.2% 0.0
Volume 403 762 359 89.1% 3,604
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,731.7 4,593.8 4,096.4
R3 4,483.7 4,345.8 4,028.2
R2 4,235.7 4,235.7 4,005.5
R1 4,097.8 4,097.8 3,982.7 4,042.8
PP 3,987.7 3,987.7 3,987.7 3,960.1
S1 3,849.8 3,849.8 3,937.3 3,794.8
S2 3,739.7 3,739.7 3,914.5
S3 3,491.7 3,601.8 3,891.8
S4 3,243.7 3,353.8 3,823.6
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 5,503.7 5,230.3 4,309.6
R3 5,057.2 4,783.8 4,186.8
R2 4,610.7 4,610.7 4,145.9
R1 4,337.3 4,337.3 4,104.9 4,250.8
PP 4,164.2 4,164.2 4,164.2 4,120.9
S1 3,890.8 3,890.8 4,023.1 3,804.3
S2 3,717.7 3,717.7 3,982.1
S3 3,271.2 3,444.3 3,941.2
S4 2,824.7 2,997.8 3,818.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,344.0 3,877.5 466.5 11.8% 157.3 4.0% 18% False True 797
10 4,668.5 3,877.5 791.0 20.0% 140.8 3.6% 10% False True 601
20 4,703.5 3,877.5 826.0 20.9% 141.9 3.6% 10% False True 617
40 5,151.0 3,877.5 1,273.5 32.2% 144.6 3.7% 6% False True 596
60 5,151.0 3,877.5 1,273.5 32.2% 151.8 3.8% 6% False True 1,069
80 5,414.0 3,877.5 1,536.5 38.8% 182.7 4.6% 5% False True 920
100 6,050.5 3,877.5 2,173.0 54.9% 193.5 4.9% 4% False True 771
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 20.3
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 5,179.5
2.618 4,774.8
1.618 4,526.8
1.000 4,373.5
0.618 4,278.8
HIGH 4,125.5
0.618 4,030.8
0.500 4,001.5
0.382 3,972.2
LOW 3,877.5
0.618 3,724.2
1.000 3,629.5
1.618 3,476.2
2.618 3,228.2
4.250 2,823.5
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 4,001.5 4,083.8
PP 3,987.7 4,042.5
S1 3,973.8 4,001.3

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

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