DAX Index Future March 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 6,853.0 6,864.5 11.5 0.2% 6,884.5
High 6,915.0 6,924.0 9.0 0.1% 6,915.0
Low 6,831.5 6,848.0 16.5 0.2% 6,602.0
Close 6,889.5 6,898.0 8.5 0.1% 6,889.5
Range 83.5 76.0 -7.5 -9.0% 313.0
ATR 124.9 121.4 -3.5 -2.8% 0.0
Volume 132,674 157,832 25,158 19.0% 794,407
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,118.0 7,084.0 6,939.8
R3 7,042.0 7,008.0 6,918.9
R2 6,966.0 6,966.0 6,911.9
R1 6,932.0 6,932.0 6,905.0 6,949.0
PP 6,890.0 6,890.0 6,890.0 6,898.5
S1 6,856.0 6,856.0 6,891.0 6,873.0
S2 6,814.0 6,814.0 6,884.1
S3 6,738.0 6,780.0 6,877.1
S4 6,662.0 6,704.0 6,856.2
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,741.2 7,628.3 7,061.7
R3 7,428.2 7,315.3 6,975.6
R2 7,115.2 7,115.2 6,946.9
R1 7,002.3 7,002.3 6,918.2 7,058.8
PP 6,802.2 6,802.2 6,802.2 6,830.4
S1 6,689.3 6,689.3 6,860.8 6,745.8
S2 6,489.2 6,489.2 6,832.1
S3 6,176.2 6,376.3 6,803.4
S4 5,863.2 6,063.3 6,717.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,924.0 6,602.0 322.0 4.7% 134.7 2.0% 92% True False 162,880
10 6,970.0 6,602.0 368.0 5.3% 119.7 1.7% 80% False False 152,966
20 6,975.5 6,602.0 373.5 5.4% 115.0 1.7% 79% False False 146,078
40 6,975.5 6,067.0 908.5 13.2% 112.3 1.6% 91% False False 145,181
60 6,975.5 5,614.5 1,361.0 19.7% 116.4 1.7% 94% False False 133,352
80 6,975.5 5,382.0 1,593.5 23.1% 130.1 1.9% 95% False False 103,029
100 6,975.5 5,382.0 1,593.5 23.1% 145.8 2.1% 95% False False 82,535
120 6,975.5 5,001.0 1,974.5 28.6% 153.9 2.2% 96% False False 68,868
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,247.0
2.618 7,123.0
1.618 7,047.0
1.000 7,000.0
0.618 6,971.0
HIGH 6,924.0
0.618 6,895.0
0.500 6,886.0
0.382 6,877.0
LOW 6,848.0
0.618 6,801.0
1.000 6,772.0
1.618 6,725.0
2.618 6,649.0
4.250 6,525.0
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 6,894.0 6,869.2
PP 6,890.0 6,840.3
S1 6,886.0 6,811.5

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

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