DAX Index Future June 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 3,889.0 3,795.5 -93.5 -2.4% 4,077.5
High 3,917.0 3,795.5 -121.5 -3.1% 4,125.5
Low 3,790.0 3,677.0 -113.0 -3.0% 3,790.0
Close 3,860.5 3,710.0 -150.5 -3.9% 3,860.5
Range 127.0 118.5 -8.5 -6.7% 335.5
ATR 161.5 163.1 1.6 1.0% 0.0
Volume 1,133 1,527 394 34.8% 3,393
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,083.0 4,015.0 3,775.2
R3 3,964.5 3,896.5 3,742.6
R2 3,846.0 3,846.0 3,731.7
R1 3,778.0 3,778.0 3,720.9 3,752.8
PP 3,727.5 3,727.5 3,727.5 3,714.9
S1 3,659.5 3,659.5 3,699.1 3,634.3
S2 3,609.0 3,609.0 3,688.3
S3 3,490.5 3,541.0 3,677.4
S4 3,372.0 3,422.5 3,644.8
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,931.8 4,731.7 4,045.0
R3 4,596.3 4,396.2 3,952.8
R2 4,260.8 4,260.8 3,922.0
R1 4,060.7 4,060.7 3,891.3 3,993.0
PP 3,925.3 3,925.3 3,925.3 3,891.5
S1 3,725.2 3,725.2 3,829.7 3,657.5
S2 3,589.8 3,589.8 3,799.0
S3 3,254.3 3,389.7 3,768.2
S4 2,918.8 3,054.2 3,676.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,002.0 3,677.0 325.0 8.8% 142.3 3.8% 10% False True 831
10 4,344.0 3,677.0 667.0 18.0% 149.8 4.0% 5% False True 814
20 4,703.5 3,677.0 1,026.5 27.7% 144.4 3.9% 3% False True 702
40 5,151.0 3,677.0 1,474.0 39.7% 150.4 4.1% 2% False True 636
60 5,151.0 3,677.0 1,474.0 39.7% 151.8 4.1% 2% False True 1,121
80 5,414.0 3,677.0 1,737.0 46.8% 174.9 4.7% 2% False True 955
100 5,630.0 3,677.0 1,953.0 52.6% 193.9 5.2% 2% False True 803
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 25.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,299.1
2.618 4,105.7
1.618 3,987.2
1.000 3,914.0
0.618 3,868.7
HIGH 3,795.5
0.618 3,750.2
0.500 3,736.3
0.382 3,722.3
LOW 3,677.0
0.618 3,603.8
1.000 3,558.5
1.618 3,485.3
2.618 3,366.8
4.250 3,173.4
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 3,736.3 3,839.3
PP 3,727.5 3,796.2
S1 3,718.8 3,753.1

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

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