DAX Index Future March 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 6,415.5 6,412.0 -3.5 -0.1% 6,278.0
High 6,480.0 6,429.5 -50.5 -0.8% 6,440.0
Low 6,355.5 6,338.0 -17.5 -0.3% 6,267.5
Close 6,437.0 6,423.5 -13.5 -0.2% 6,440.0
Range 124.5 91.5 -33.0 -26.5% 172.5
ATR 133.9 131.4 -2.5 -1.9% 0.0
Volume 136,047 141,366 5,319 3.9% 594,884
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,671.5 6,639.0 6,473.8
R3 6,580.0 6,547.5 6,448.7
R2 6,488.5 6,488.5 6,440.3
R1 6,456.0 6,456.0 6,431.9 6,472.3
PP 6,397.0 6,397.0 6,397.0 6,405.1
S1 6,364.5 6,364.5 6,415.1 6,380.8
S2 6,305.5 6,305.5 6,406.7
S3 6,214.0 6,273.0 6,398.3
S4 6,122.5 6,181.5 6,373.2
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 6,480.0 6,285.5 194.5 3.0% 97.9 1.5% 71% False False 144,184
10 6,480.0 6,067.0 413.0 6.4% 108.0 1.7% 86% False False 149,559
20 6,480.0 5,774.0 706.0 11.0% 108.6 1.7% 92% False False 121,286
40 6,480.0 5,585.0 895.0 13.9% 140.7 2.2% 94% False False 87,073
60 6,480.0 5,382.0 1,098.0 17.1% 160.5 2.5% 95% False False 58,272
80 6,480.0 5,147.5 1,332.5 20.7% 165.5 2.6% 96% False False 43,852
100 6,480.0 4,988.0 1,492.0 23.2% 174.0 2.7% 96% False False 35,891
120 6,480.0 4,988.0 1,492.0 23.2% 184.3 2.9% 96% False False 29,938
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,818.4
2.618 6,669.0
1.618 6,577.5
1.000 6,521.0
0.618 6,486.0
HIGH 6,429.5
0.618 6,394.5
0.500 6,383.8
0.382 6,373.0
LOW 6,338.0
0.618 6,281.5
1.000 6,246.5
1.618 6,190.0
2.618 6,098.5
4.250 5,949.1
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 6,410.3 6,418.7
PP 6,397.0 6,413.8
S1 6,383.8 6,409.0

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

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