DAX Index Future March 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 5,889.0 5,572.0 -317.0 -5.4% 6,094.0
High 5,910.0 5,585.0 -325.0 -5.5% 6,136.0
Low 5,594.0 5,392.5 -201.5 -3.6% 5,392.5
Close 5,632.5 5,534.0 -98.5 -1.7% 5,534.0
Range 316.0 192.5 -123.5 -39.1% 743.5
ATR 240.2 240.2 0.0 0.0% 0.0
Volume 209 299 90 43.1% 762
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,081.3 6,000.2 5,639.9
R3 5,888.8 5,807.7 5,586.9
R2 5,696.3 5,696.3 5,569.3
R1 5,615.2 5,615.2 5,551.6 5,559.5
PP 5,503.8 5,503.8 5,503.8 5,476.0
S1 5,422.7 5,422.7 5,516.4 5,367.0
S2 5,311.3 5,311.3 5,498.7
S3 5,118.8 5,230.2 5,481.1
S4 4,926.3 5,037.7 5,428.1
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 7,918.0 7,469.5 5,942.9
R3 7,174.5 6,726.0 5,738.5
R2 6,431.0 6,431.0 5,670.3
R1 5,982.5 5,982.5 5,602.2 5,835.0
PP 5,687.5 5,687.5 5,687.5 5,613.8
S1 5,239.0 5,239.0 5,465.8 5,091.5
S2 4,944.0 4,944.0 5,397.7
S3 4,200.5 4,495.5 5,329.5
S4 3,457.0 3,752.0 5,125.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,136.0 5,392.5 743.5 13.4% 166.4 3.0% 19% False True 152
10 6,285.0 5,392.5 892.5 16.1% 312.2 5.6% 16% False True 200
20 7,454.0 5,392.5 2,061.5 37.3% 252.2 4.6% 7% False True 158
40 7,570.5 5,392.5 2,178.0 39.4% 159.0 2.9% 6% False True 113
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 59.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,403.1
2.618 6,089.0
1.618 5,896.5
1.000 5,777.5
0.618 5,704.0
HIGH 5,585.0
0.618 5,511.5
0.500 5,488.8
0.382 5,466.0
LOW 5,392.5
0.618 5,273.5
1.000 5,200.0
1.618 5,081.0
2.618 4,888.5
4.250 4,574.4
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 5,518.9 5,711.3
PP 5,503.8 5,652.2
S1 5,488.8 5,593.1

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

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