DAX Index Future March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 6,800.0 6,673.0 -127.0 -1.9% 6,754.0
High 6,834.0 6,807.0 -27.0 -0.4% 6,849.0
Low 6,715.0 6,653.0 -62.0 -0.9% 6,651.0
Close 6,721.5 6,796.0 74.5 1.1% 6,703.0
Range 119.0 154.0 35.0 29.4% 198.0
ATR 116.4 119.1 2.7 2.3% 0.0
Volume 156,455 161,027 4,572 2.9% 698,221
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 7,214.0 7,159.0 6,880.7
R3 7,060.0 7,005.0 6,838.4
R2 6,906.0 6,906.0 6,824.2
R1 6,851.0 6,851.0 6,810.1 6,878.5
PP 6,752.0 6,752.0 6,752.0 6,765.8
S1 6,697.0 6,697.0 6,781.9 6,724.5
S2 6,598.0 6,598.0 6,767.8
S3 6,444.0 6,543.0 6,753.7
S4 6,290.0 6,389.0 6,711.3
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 7,328.3 7,213.7 6,811.9
R3 7,130.3 7,015.7 6,757.5
R2 6,932.3 6,932.3 6,739.3
R1 6,817.7 6,817.7 6,721.2 6,776.0
PP 6,734.3 6,734.3 6,734.3 6,713.5
S1 6,619.7 6,619.7 6,684.9 6,578.0
S2 6,536.3 6,536.3 6,666.7
S3 6,338.3 6,421.7 6,648.6
S4 6,140.3 6,223.7 6,594.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,834.0 6,651.0 183.0 2.7% 120.0 1.8% 79% False False 145,074
10 6,849.0 6,639.5 209.5 3.1% 112.9 1.7% 75% False False 141,492
20 6,849.0 6,338.0 511.0 7.5% 107.4 1.6% 90% False False 141,108
40 6,849.0 5,773.0 1,076.0 15.8% 110.5 1.6% 95% False False 128,145
60 6,849.0 5,382.0 1,467.0 21.6% 132.3 1.9% 96% False False 98,190
80 6,849.0 5,382.0 1,467.0 21.6% 150.8 2.2% 96% False False 73,770
100 6,849.0 5,147.5 1,701.5 25.0% 156.6 2.3% 97% False False 59,135
120 6,849.0 4,988.0 1,861.0 27.4% 163.8 2.4% 97% False False 49,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 28.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,461.5
2.618 7,210.2
1.618 7,056.2
1.000 6,961.0
0.618 6,902.2
HIGH 6,807.0
0.618 6,748.2
0.500 6,730.0
0.382 6,711.8
LOW 6,653.0
0.618 6,557.8
1.000 6,499.0
1.618 6,403.8
2.618 6,249.8
4.250 5,998.5
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 6,774.0 6,778.5
PP 6,752.0 6,761.0
S1 6,730.0 6,743.5

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

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