DAX Index Future June 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 4,018.0 4,010.5 -7.5 -0.2% 3,685.5
High 4,063.0 4,081.5 18.5 0.5% 4,063.0
Low 3,947.0 3,991.0 44.0 1.1% 3,599.5
Close 3,967.5 4,040.0 72.5 1.8% 3,967.5
Range 116.0 90.5 -25.5 -22.0% 463.5
ATR 165.0 161.3 -3.6 -2.2% 0.0
Volume 6,509 24,047 17,538 269.4% 24,175
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,309.0 4,265.0 4,089.8
R3 4,218.5 4,174.5 4,064.9
R2 4,128.0 4,128.0 4,056.6
R1 4,084.0 4,084.0 4,048.3 4,106.0
PP 4,037.5 4,037.5 4,037.5 4,048.5
S1 3,993.5 3,993.5 4,031.7 4,015.5
S2 3,947.0 3,947.0 4,023.4
S3 3,856.5 3,903.0 4,015.1
S4 3,766.0 3,812.5 3,990.2
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 5,267.2 5,080.8 4,222.4
R3 4,803.7 4,617.3 4,095.0
R2 4,340.2 4,340.2 4,052.5
R1 4,153.8 4,153.8 4,010.0 4,247.0
PP 3,876.7 3,876.7 3,876.7 3,923.3
S1 3,690.3 3,690.3 3,925.0 3,783.5
S2 3,413.2 3,413.2 3,882.5
S3 2,949.7 3,226.8 3,840.0
S4 2,486.2 2,763.3 3,712.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,081.5 3,686.0 395.5 9.8% 160.4 4.0% 90% True False 8,584
10 4,081.5 3,599.5 482.0 11.9% 153.7 3.8% 91% True False 6,895
20 4,344.0 3,599.5 744.5 18.4% 151.7 3.8% 59% False False 3,855
40 4,703.5 3,599.5 1,104.0 27.3% 151.0 3.7% 40% False False 2,223
60 5,151.0 3,599.5 1,551.5 38.4% 146.4 3.6% 28% False False 2,008
80 5,151.0 3,599.5 1,551.5 38.4% 159.8 4.0% 28% False False 1,754
100 5,414.0 3,599.5 1,814.5 44.9% 182.2 4.5% 24% False False 1,476
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 31.6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,466.1
2.618 4,318.4
1.618 4,227.9
1.000 4,172.0
0.618 4,137.4
HIGH 4,081.5
0.618 4,046.9
0.500 4,036.3
0.382 4,025.6
LOW 3,991.0
0.618 3,935.1
1.000 3,900.5
1.618 3,844.6
2.618 3,754.1
4.250 3,606.4
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 4,038.8 4,008.9
PP 4,037.5 3,977.8
S1 4,036.3 3,946.8

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

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