DAX Index Future June 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 3,795.5 3,741.5 -54.0 -1.4% 4,077.5
High 3,795.5 3,766.5 -29.0 -0.8% 4,125.5
Low 3,677.0 3,685.5 8.5 0.2% 3,790.0
Close 3,710.0 3,720.0 10.0 0.3% 3,860.5
Range 118.5 81.0 -37.5 -31.6% 335.5
ATR 163.1 157.2 -5.9 -3.6% 0.0
Volume 1,527 1,734 207 13.6% 3,393
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,967.0 3,924.5 3,764.6
R3 3,886.0 3,843.5 3,742.3
R2 3,805.0 3,805.0 3,734.9
R1 3,762.5 3,762.5 3,727.4 3,743.3
PP 3,724.0 3,724.0 3,724.0 3,714.4
S1 3,681.5 3,681.5 3,712.6 3,662.3
S2 3,643.0 3,643.0 3,705.2
S3 3,562.0 3,600.5 3,697.7
S4 3,481.0 3,519.5 3,675.5
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 4,001.5 3,677.0 324.5 8.7% 127.3 3.4% 13% False False 1,069
10 4,290.0 3,677.0 613.0 16.5% 145.5 3.9% 7% False False 930
20 4,703.5 3,677.0 1,026.5 27.6% 138.6 3.7% 4% False False 739
40 5,033.5 3,677.0 1,356.5 36.5% 148.9 4.0% 3% False False 660
60 5,151.0 3,677.0 1,474.0 39.6% 148.7 4.0% 3% False False 1,142
80 5,388.0 3,677.0 1,711.0 46.0% 172.5 4.6% 3% False False 974
100 5,454.5 3,677.0 1,777.5 47.8% 193.1 5.2% 2% False False 820
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.1
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4,110.8
2.618 3,978.6
1.618 3,897.6
1.000 3,847.5
0.618 3,816.6
HIGH 3,766.5
0.618 3,735.6
0.500 3,726.0
0.382 3,716.4
LOW 3,685.5
0.618 3,635.4
1.000 3,604.5
1.618 3,554.4
2.618 3,473.4
4.250 3,341.3
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 3,726.0 3,797.0
PP 3,724.0 3,771.3
S1 3,722.0 3,745.7

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

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