DAX Index Future June 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 3,955.0 3,896.0 -59.0 -1.5% 4,405.0
High 3,984.0 4,001.5 17.5 0.4% 4,437.5
Low 3,805.0 3,870.5 65.5 1.7% 3,991.0
Close 3,862.0 3,953.0 91.0 2.4% 4,064.0
Range 179.0 131.0 -48.0 -26.8% 446.5
ATR 163.1 161.4 -1.7 -1.0% 0.0
Volume 334 618 284 85.0% 3,604
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,334.7 4,274.8 4,025.1
R3 4,203.7 4,143.8 3,989.0
R2 4,072.7 4,072.7 3,977.0
R1 4,012.8 4,012.8 3,965.0 4,042.8
PP 3,941.7 3,941.7 3,941.7 3,956.6
S1 3,881.8 3,881.8 3,941.0 3,911.8
S2 3,810.7 3,810.7 3,929.0
S3 3,679.7 3,750.8 3,917.0
S4 3,548.7 3,619.8 3,881.0
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 4,179.0 3,805.0 374.0 9.5% 180.4 4.6% 40% False False 532
10 4,525.0 3,805.0 720.0 18.2% 144.9 3.7% 21% False False 624
20 4,703.5 3,805.0 898.5 22.7% 144.0 3.6% 16% False False 602
40 5,151.0 3,805.0 1,346.0 34.1% 150.8 3.8% 11% False False 607
60 5,151.0 3,805.0 1,346.0 34.1% 151.6 3.8% 11% False False 1,083
80 5,414.0 3,805.0 1,609.0 40.7% 176.9 4.5% 9% False False 928
100 5,990.0 3,805.0 2,185.0 55.3% 194.7 4.9% 7% False False 780
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 29.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,558.3
2.618 4,344.5
1.618 4,213.5
1.000 4,132.5
0.618 4,082.5
HIGH 4,001.5
0.618 3,951.5
0.500 3,936.0
0.382 3,920.5
LOW 3,870.5
0.618 3,789.5
1.000 3,739.5
1.618 3,658.5
2.618 3,527.5
4.250 3,313.8
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 3,947.3 3,936.5
PP 3,941.7 3,920.0
S1 3,936.0 3,903.5

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

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