DAX Index Future June 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 4,010.5 4,041.5 31.0 0.8% 3,685.5
High 4,081.5 4,068.0 -13.5 -0.3% 4,063.0
Low 3,991.0 3,956.5 -34.5 -0.9% 3,599.5
Close 4,040.0 3,999.0 -41.0 -1.0% 3,967.5
Range 90.5 111.5 21.0 23.2% 463.5
ATR 161.3 157.8 -3.6 -2.2% 0.0
Volume 24,047 52,566 28,519 118.6% 24,175
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,342.3 4,282.2 4,060.3
R3 4,230.8 4,170.7 4,029.7
R2 4,119.3 4,119.3 4,019.4
R1 4,059.2 4,059.2 4,009.2 4,033.5
PP 4,007.8 4,007.8 4,007.8 3,995.0
S1 3,947.7 3,947.7 3,988.8 3,922.0
S2 3,896.3 3,896.3 3,978.6
S3 3,784.8 3,836.2 3,968.3
S4 3,673.3 3,724.7 3,937.7
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 3,812.0 269.5 6.7% 137.4 3.4% 69% False False 18,476
10 4,081.5 3,599.5 482.0 12.1% 156.7 3.9% 83% False False 11,978
20 4,290.0 3,599.5 690.5 17.3% 151.1 3.8% 58% False False 6,454
40 4,703.5 3,599.5 1,104.0 27.6% 148.7 3.7% 36% False False 3,523
60 5,151.0 3,599.5 1,551.5 38.8% 144.9 3.6% 26% False False 2,777
80 5,151.0 3,599.5 1,551.5 38.8% 159.2 4.0% 26% False False 2,407
100 5,414.0 3,599.5 1,814.5 45.4% 181.4 4.5% 22% False False 2,001
120 6,394.5 3,599.5 2,795.0 69.9% 186.2 4.7% 14% False False 1,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,541.9
2.618 4,359.9
1.618 4,248.4
1.000 4,179.5
0.618 4,136.9
HIGH 4,068.0
0.618 4,025.4
0.500 4,012.3
0.382 3,999.1
LOW 3,956.5
0.618 3,887.6
1.000 3,845.0
1.618 3,776.1
2.618 3,664.6
4.250 3,482.6
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 4,012.3 4,014.3
PP 4,007.8 4,009.2
S1 4,003.4 4,004.1

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

View Archives - Comment on this page... - Back to Index of Symbols