DAX Index Future June 2009


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 4,020.0 4,120.0 100.0 2.5% 4,010.5
High 4,097.5 4,259.5 162.0 4.0% 4,145.5
Low 4,005.0 4,109.5 104.5 2.6% 3,955.5
Close 4,075.5 4,189.5 114.0 2.8% 4,075.5
Range 92.5 150.0 57.5 62.2% 190.0
ATR 151.2 153.5 2.3 1.5% 0.0
Volume 165,068 188,218 23,150 14.0% 366,869
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,636.2 4,562.8 4,272.0
R3 4,486.2 4,412.8 4,230.8
R2 4,336.2 4,336.2 4,217.0
R1 4,262.8 4,262.8 4,203.3 4,299.5
PP 4,186.2 4,186.2 4,186.2 4,204.5
S1 4,112.8 4,112.8 4,175.8 4,149.5
S2 4,036.2 4,036.2 4,162.0
S3 3,886.2 3,962.8 4,148.3
S4 3,736.2 3,812.8 4,107.0
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,628.8 4,542.2 4,180.0
R3 4,438.8 4,352.2 4,127.8
R2 4,248.8 4,248.8 4,110.3
R1 4,162.2 4,162.2 4,092.9 4,205.5
PP 4,058.8 4,058.8 4,058.8 4,080.5
S1 3,972.2 3,972.2 4,058.1 4,015.5
S2 3,868.8 3,868.8 4,040.7
S3 3,678.8 3,782.2 4,023.3
S4 3,488.8 3,592.2 3,971.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,259.5 3,955.5 304.0 7.3% 125.8 3.0% 77% True False 106,208
10 4,259.5 3,686.0 573.5 13.7% 143.1 3.4% 88% True False 57,396
20 4,259.5 3,599.5 660.0 15.8% 143.9 3.4% 89% True False 30,207
40 4,703.5 3,599.5 1,104.0 26.4% 142.9 3.4% 53% False False 15,412
60 5,151.0 3,599.5 1,551.5 37.0% 144.4 3.4% 38% False False 10,466
80 5,151.0 3,599.5 1,551.5 37.0% 149.8 3.6% 38% False False 8,354
100 5,414.0 3,599.5 1,814.5 43.3% 174.9 4.2% 33% False False 6,778
120 6,050.5 3,599.5 2,451.0 58.5% 185.2 4.4% 24% False False 5,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4,897.0
2.618 4,652.2
1.618 4,502.2
1.000 4,409.5
0.618 4,352.2
HIGH 4,259.5
0.618 4,202.2
0.500 4,184.5
0.382 4,166.8
LOW 4,109.5
0.618 4,016.8
1.000 3,959.5
1.618 3,866.8
2.618 3,716.8
4.250 3,472.0
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 4,187.8 4,170.4
PP 4,186.2 4,151.3
S1 4,184.5 4,132.3

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

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