DAX Index Future March 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 6,400.0 6,427.0 27.0 0.4% 6,278.0
High 6,427.0 6,440.0 13.0 0.2% 6,440.0
Low 6,336.0 6,376.0 40.0 0.6% 6,267.5
Close 6,411.0 6,440.0 29.0 0.5% 6,440.0
Range 91.0 64.0 -27.0 -29.7% 172.5
ATR 140.1 134.7 -5.4 -3.9% 0.0
Volume 139,910 141,060 1,150 0.8% 594,884
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,610.7 6,589.3 6,475.2
R3 6,546.7 6,525.3 6,457.6
R2 6,482.7 6,482.7 6,451.7
R1 6,461.3 6,461.3 6,445.9 6,472.0
PP 6,418.7 6,418.7 6,418.7 6,424.0
S1 6,397.3 6,397.3 6,434.1 6,408.0
S2 6,354.7 6,354.7 6,428.3
S3 6,290.7 6,333.3 6,422.4
S4 6,226.7 6,269.3 6,404.8
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,900.0 6,842.5 6,534.9
R3 6,727.5 6,670.0 6,487.4
R2 6,555.0 6,555.0 6,471.6
R1 6,497.5 6,497.5 6,455.8 6,526.3
PP 6,382.5 6,382.5 6,382.5 6,396.9
S1 6,325.0 6,325.0 6,424.2 6,353.8
S2 6,210.0 6,210.0 6,408.4
S3 6,037.5 6,152.5 6,392.6
S4 5,865.0 5,980.0 6,345.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,440.0 6,067.0 373.0 5.8% 110.5 1.7% 100% True False 155,404
10 6,440.0 5,992.5 447.5 6.9% 109.9 1.7% 100% True False 148,960
20 6,440.0 5,774.0 666.0 10.3% 106.7 1.7% 100% True False 114,643
40 6,440.0 5,382.0 1,058.0 16.4% 143.1 2.2% 100% True False 80,219
60 6,456.0 5,382.0 1,074.0 16.7% 163.2 2.5% 99% False False 53,671
80 6,456.0 5,147.5 1,308.5 20.3% 167.2 2.6% 99% False False 40,398
100 6,456.0 4,988.0 1,468.0 22.8% 174.4 2.7% 99% False False 33,121
120 6,802.5 4,988.0 1,814.5 28.2% 188.9 2.9% 80% False False 27,629
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 26.6
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 6,712.0
2.618 6,607.6
1.618 6,543.6
1.000 6,504.0
0.618 6,479.6
HIGH 6,440.0
0.618 6,415.6
0.500 6,408.0
0.382 6,400.4
LOW 6,376.0
0.618 6,336.4
1.000 6,312.0
1.618 6,272.4
2.618 6,208.4
4.250 6,104.0
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 6,429.3 6,414.3
PP 6,418.7 6,388.5
S1 6,408.0 6,362.8

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

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