DAX Index Future June 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 4,193.0 4,255.0 62.0 1.5% 4,010.5
High 4,279.0 4,310.5 31.5 0.7% 4,145.5
Low 4,145.5 4,227.5 82.0 2.0% 3,955.5
Close 4,235.5 4,272.5 37.0 0.9% 4,075.5
Range 133.5 83.0 -50.5 -37.8% 190.0
ATR 148.6 143.9 -4.7 -3.2% 0.0
Volume 179,510 165,388 -14,122 -7.9% 366,869
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,519.2 4,478.8 4,318.2
R3 4,436.2 4,395.8 4,295.3
R2 4,353.2 4,353.2 4,287.7
R1 4,312.8 4,312.8 4,280.1 4,333.0
PP 4,270.2 4,270.2 4,270.2 4,280.3
S1 4,229.8 4,229.8 4,264.9 4,250.0
S2 4,187.2 4,187.2 4,257.3
S3 4,104.2 4,146.8 4,249.7
S4 4,021.2 4,063.8 4,226.9
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 4,310.5 4,005.0 305.5 7.2% 111.8 2.6% 88% True False 171,060
10 4,310.5 3,947.0 363.5 8.5% 115.2 2.7% 90% True False 106,361
20 4,310.5 3,599.5 711.0 16.6% 136.4 3.2% 95% True False 55,233
40 4,703.5 3,599.5 1,104.0 25.8% 140.2 3.3% 61% False False 27,918
60 5,151.0 3,599.5 1,551.5 36.3% 146.0 3.4% 43% False False 18,816
80 5,151.0 3,599.5 1,551.5 36.3% 147.8 3.5% 43% False False 14,620
100 5,414.0 3,599.5 1,814.5 42.5% 168.8 4.0% 37% False False 11,789
120 5,990.0 3,599.5 2,390.5 56.0% 184.9 4.3% 28% False False 9,855
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 28.4
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,663.3
2.618 4,527.8
1.618 4,444.8
1.000 4,393.5
0.618 4,361.8
HIGH 4,310.5
0.618 4,278.8
0.500 4,269.0
0.382 4,259.2
LOW 4,227.5
0.618 4,176.2
1.000 4,144.5
1.618 4,093.2
2.618 4,010.2
4.250 3,874.8
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 4,271.3 4,257.7
PP 4,270.2 4,242.8
S1 4,269.0 4,228.0

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

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