DAX Index Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 6,492.0 6,484.0 -8.0 -0.1% 6,415.5
High 6,496.5 6,538.0 41.5 0.6% 6,579.0
Low 6,416.0 6,453.5 37.5 0.6% 6,338.0
Close 6,478.0 6,468.5 -9.5 -0.1% 6,523.0
Range 80.5 84.5 4.0 5.0% 241.0
ATR 126.8 123.8 -3.0 -2.4% 0.0
Volume 125,790 141,133 15,343 12.2% 695,727
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,740.2 6,688.8 6,515.0
R3 6,655.7 6,604.3 6,491.7
R2 6,571.2 6,571.2 6,484.0
R1 6,519.8 6,519.8 6,476.2 6,503.3
PP 6,486.7 6,486.7 6,486.7 6,478.4
S1 6,435.3 6,435.3 6,460.8 6,418.8
S2 6,402.2 6,402.2 6,453.0
S3 6,317.7 6,350.8 6,445.3
S4 6,233.2 6,266.3 6,422.0
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 6,369.0 210.0 3.2% 100.1 1.5% 47% False False 137,047
10 6,579.0 6,285.5 293.5 4.5% 99.0 1.5% 62% False False 140,615
20 6,579.0 5,992.5 586.5 9.1% 105.2 1.6% 81% False False 142,248
40 6,579.0 5,614.5 964.5 14.9% 129.6 2.0% 89% False False 103,984
60 6,579.0 5,382.0 1,197.0 18.5% 148.0 2.3% 91% False False 69,657
80 6,579.0 5,382.0 1,197.0 18.5% 160.3 2.5% 91% False False 52,376
100 6,579.0 4,988.0 1,591.0 24.6% 170.0 2.6% 93% False False 42,704
120 6,579.0 4,988.0 1,591.0 24.6% 169.3 2.6% 93% False False 35,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 26.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,897.1
2.618 6,759.2
1.618 6,674.7
1.000 6,622.5
0.618 6,590.2
HIGH 6,538.0
0.618 6,505.7
0.500 6,495.8
0.382 6,485.8
LOW 6,453.5
0.618 6,401.3
1.000 6,369.0
1.618 6,316.8
2.618 6,232.3
4.250 6,094.4
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 6,495.8 6,497.5
PP 6,486.7 6,487.8
S1 6,477.6 6,478.2

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

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