DAX Index Future March 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 6,484.0 6,475.0 -9.0 -0.1% 6,415.5
High 6,538.0 6,636.0 98.0 1.5% 6,579.0
Low 6,453.5 6,465.5 12.0 0.2% 6,338.0
Close 6,468.5 6,616.0 147.5 2.3% 6,523.0
Range 84.5 170.5 86.0 101.8% 241.0
ATR 123.8 127.2 3.3 2.7% 0.0
Volume 141,133 165,415 24,282 17.2% 695,727
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 7,084.0 7,020.5 6,709.8
R3 6,913.5 6,850.0 6,662.9
R2 6,743.0 6,743.0 6,647.3
R1 6,679.5 6,679.5 6,631.6 6,711.3
PP 6,572.5 6,572.5 6,572.5 6,588.4
S1 6,509.0 6,509.0 6,600.4 6,540.8
S2 6,402.0 6,402.0 6,584.7
S3 6,231.5 6,338.5 6,569.1
S4 6,061.0 6,168.0 6,522.2
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 6,636.0 6,416.0 220.0 3.3% 111.9 1.7% 91% True False 143,896
10 6,636.0 6,336.0 300.0 4.5% 104.2 1.6% 93% True False 140,903
20 6,636.0 5,992.5 643.5 9.7% 108.3 1.6% 97% True False 143,748
40 6,636.0 5,614.5 1,021.5 15.4% 131.0 2.0% 98% True False 108,072
60 6,636.0 5,382.0 1,254.0 19.0% 148.0 2.2% 98% True False 72,410
80 6,636.0 5,382.0 1,254.0 19.0% 159.7 2.4% 98% True False 54,437
100 6,636.0 4,988.0 1,648.0 24.9% 170.0 2.6% 99% True False 44,313
120 6,636.0 4,988.0 1,648.0 24.9% 170.1 2.6% 99% True False 37,016
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.2
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7,360.6
2.618 7,082.4
1.618 6,911.9
1.000 6,806.5
0.618 6,741.4
HIGH 6,636.0
0.618 6,570.9
0.500 6,550.8
0.382 6,530.6
LOW 6,465.5
0.618 6,360.1
1.000 6,295.0
1.618 6,189.6
2.618 6,019.1
4.250 5,740.9
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 6,594.3 6,586.0
PP 6,572.5 6,556.0
S1 6,550.8 6,526.0

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

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