DAX Index Future March 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 6,663.0 6,754.0 91.0 1.4% 6,492.0
High 6,795.0 6,786.5 -8.5 -0.1% 6,795.0
Low 6,639.5 6,718.5 79.0 1.2% 6,416.0
Close 6,794.0 6,769.0 -25.0 -0.4% 6,794.0
Range 155.5 68.0 -87.5 -56.3% 379.0
ATR 125.2 121.6 -3.5 -2.8% 0.0
Volume 144,273 113,354 -30,919 -21.4% 714,735
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,962.0 6,933.5 6,806.4
R3 6,894.0 6,865.5 6,787.7
R2 6,826.0 6,826.0 6,781.5
R1 6,797.5 6,797.5 6,775.2 6,811.8
PP 6,758.0 6,758.0 6,758.0 6,765.1
S1 6,729.5 6,729.5 6,762.8 6,743.8
S2 6,690.0 6,690.0 6,756.5
S3 6,622.0 6,661.5 6,750.3
S4 6,554.0 6,593.5 6,731.6
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 7,805.3 7,678.7 7,002.5
R3 7,426.3 7,299.7 6,898.2
R2 7,047.3 7,047.3 6,863.5
R1 6,920.7 6,920.7 6,828.7 6,984.0
PP 6,668.3 6,668.3 6,668.3 6,700.0
S1 6,541.7 6,541.7 6,759.3 6,605.0
S2 6,289.3 6,289.3 6,724.5
S3 5,910.3 6,162.7 6,689.8
S4 5,531.3 5,783.7 6,585.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,795.0 6,453.5 341.5 5.0% 109.1 1.6% 92% False False 140,459
10 6,795.0 6,338.0 457.0 6.8% 105.3 1.6% 94% False False 138,776
20 6,795.0 5,992.5 802.5 11.9% 106.6 1.6% 97% False False 143,766
40 6,795.0 5,614.5 1,180.5 17.4% 124.2 1.8% 98% False False 117,737
60 6,795.0 5,382.0 1,413.0 20.9% 140.0 2.1% 98% False False 78,952
80 6,795.0 5,382.0 1,413.0 20.9% 157.3 2.3% 98% False False 59,365
100 6,795.0 5,001.0 1,794.0 26.5% 164.5 2.4% 99% False False 47,644
120 6,795.0 4,988.0 1,807.0 26.7% 167.9 2.5% 99% False False 40,310
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,075.5
2.618 6,964.5
1.618 6,896.5
1.000 6,854.5
0.618 6,828.5
HIGH 6,786.5
0.618 6,760.5
0.500 6,752.5
0.382 6,744.5
LOW 6,718.5
0.618 6,676.5
1.000 6,650.5
1.618 6,608.5
2.618 6,540.5
4.250 6,429.5
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 6,763.5 6,746.8
PP 6,758.0 6,724.7
S1 6,752.5 6,702.5

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

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