DAX Index Future March 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 6,524.0 6,492.0 -32.0 -0.5% 6,415.5
High 6,579.0 6,496.5 -82.5 -1.3% 6,579.0
Low 6,486.0 6,416.0 -70.0 -1.1% 6,338.0
Close 6,523.0 6,478.0 -45.0 -0.7% 6,523.0
Range 93.0 80.5 -12.5 -13.4% 241.0
ATR 128.4 126.8 -1.5 -1.2% 0.0
Volume 140,742 125,790 -14,952 -10.6% 695,727
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,705.0 6,672.0 6,522.3
R3 6,624.5 6,591.5 6,500.1
R2 6,544.0 6,544.0 6,492.8
R1 6,511.0 6,511.0 6,485.4 6,487.3
PP 6,463.5 6,463.5 6,463.5 6,451.6
S1 6,430.5 6,430.5 6,470.6 6,406.8
S2 6,383.0 6,383.0 6,463.2
S3 6,302.5 6,350.0 6,455.9
S4 6,222.0 6,269.5 6,433.7
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 7,203.0 7,104.0 6,655.6
R3 6,962.0 6,863.0 6,589.3
R2 6,721.0 6,721.0 6,567.2
R1 6,622.0 6,622.0 6,545.1 6,671.5
PP 6,480.0 6,480.0 6,480.0 6,504.8
S1 6,381.0 6,381.0 6,500.9 6,430.5
S2 6,239.0 6,239.0 6,478.8
S3 5,998.0 6,140.0 6,456.7
S4 5,757.0 5,899.0 6,390.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,579.0 6,338.0 241.0 3.7% 101.5 1.6% 58% False False 137,094
10 6,579.0 6,267.5 311.5 4.8% 98.7 1.5% 68% False False 141,640
20 6,579.0 5,880.0 699.0 10.8% 111.1 1.7% 86% False False 137,962
40 6,579.0 5,614.5 964.5 14.9% 130.4 2.0% 90% False False 100,475
60 6,579.0 5,382.0 1,197.0 18.5% 150.4 2.3% 92% False False 67,310
80 6,579.0 5,382.0 1,197.0 18.5% 160.9 2.5% 92% False False 50,615
100 6,579.0 4,988.0 1,591.0 24.6% 171.7 2.6% 94% False False 41,312
120 6,579.0 4,988.0 1,591.0 24.6% 171.4 2.6% 94% False False 34,464
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 24.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,838.6
2.618 6,707.2
1.618 6,626.7
1.000 6,577.0
0.618 6,546.2
HIGH 6,496.5
0.618 6,465.7
0.500 6,456.3
0.382 6,446.8
LOW 6,416.0
0.618 6,366.3
1.000 6,335.5
1.618 6,285.8
2.618 6,205.3
4.250 6,073.9
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 6,470.8 6,497.5
PP 6,463.5 6,491.0
S1 6,456.3 6,484.5

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

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