DAX Index Future March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 6,095.0 6,138.5 43.5 0.7% 5,890.0
High 6,198.0 6,187.0 -11.0 -0.2% 6,186.0
Low 6,075.0 6,110.5 35.5 0.6% 5,880.0
Close 6,169.5 6,180.0 10.5 0.2% 6,060.5
Range 123.0 76.5 -46.5 -37.8% 306.0
ATR 142.8 138.0 -4.7 -3.3% 0.0
Volume 150,077 133,773 -16,304 -10.9% 586,211
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,388.7 6,360.8 6,222.1
R3 6,312.2 6,284.3 6,201.0
R2 6,235.7 6,235.7 6,194.0
R1 6,207.8 6,207.8 6,187.0 6,221.8
PP 6,159.2 6,159.2 6,159.2 6,166.1
S1 6,131.3 6,131.3 6,173.0 6,145.3
S2 6,082.7 6,082.7 6,166.0
S3 6,006.2 6,054.8 6,159.0
S4 5,929.7 5,978.3 6,137.9
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,960.2 6,816.3 6,228.8
R3 6,654.2 6,510.3 6,144.7
R2 6,348.2 6,348.2 6,116.6
R1 6,204.3 6,204.3 6,088.6 6,276.3
PP 6,042.2 6,042.2 6,042.2 6,078.1
S1 5,898.3 5,898.3 6,032.5 5,970.3
S2 5,736.2 5,736.2 6,004.4
S3 5,430.2 5,592.3 5,976.4
S4 5,124.2 5,286.3 5,892.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,198.0 5,992.5 205.5 3.3% 107.5 1.7% 91% False False 139,551
10 6,198.0 5,780.5 417.5 6.8% 110.9 1.8% 96% False False 110,563
20 6,198.0 5,614.5 583.5 9.4% 123.9 2.0% 97% False False 105,925
40 6,198.0 5,382.0 816.0 13.2% 149.6 2.4% 98% False False 56,951
60 6,456.0 5,382.0 1,074.0 17.4% 168.4 2.7% 74% False False 38,152
80 6,456.0 5,001.0 1,455.0 23.5% 176.2 2.9% 81% False False 28,748
100 6,456.0 4,988.0 1,468.0 23.8% 177.7 2.9% 81% False False 23,786
120 7,414.5 4,988.0 2,426.5 39.3% 191.7 3.1% 49% False False 19,849
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.0
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,512.1
2.618 6,387.3
1.618 6,310.8
1.000 6,263.5
0.618 6,234.3
HIGH 6,187.0
0.618 6,157.8
0.500 6,148.8
0.382 6,139.7
LOW 6,110.5
0.618 6,063.2
1.000 6,034.0
1.618 5,986.7
2.618 5,910.2
4.250 5,785.4
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 6,169.6 6,151.8
PP 6,159.2 6,123.5
S1 6,148.8 6,095.3

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

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