DAX Index Future March 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 7,080.5 7,150.0 69.5 1.0% 6,864.5
High 7,164.0 7,196.5 32.5 0.5% 7,196.5
Low 7,072.5 7,142.5 70.0 1.0% 6,848.0
Close 7,155.0 7,192.0 37.0 0.5% 7,192.0
Range 91.5 54.0 -37.5 -41.0% 348.5
ATR 118.4 113.8 -4.6 -3.9% 0.0
Volume 158,302 36,204 -122,098 -77.1% 828,676
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,339.0 7,319.5 7,221.7
R3 7,285.0 7,265.5 7,206.9
R2 7,231.0 7,231.0 7,201.9
R1 7,211.5 7,211.5 7,197.0 7,221.3
PP 7,177.0 7,177.0 7,177.0 7,181.9
S1 7,157.5 7,157.5 7,187.1 7,167.3
S2 7,123.0 7,123.0 7,182.1
S3 7,069.0 7,103.5 7,177.2
S4 7,015.0 7,049.5 7,162.3
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 8,124.3 8,006.7 7,383.7
R3 7,775.8 7,658.2 7,287.8
R2 7,427.3 7,427.3 7,255.9
R1 7,309.7 7,309.7 7,223.9 7,368.5
PP 7,078.8 7,078.8 7,078.8 7,108.3
S1 6,961.2 6,961.2 7,160.1 7,020.0
S2 6,730.3 6,730.3 7,128.1
S3 6,381.8 6,612.7 7,096.2
S4 6,033.3 6,264.2 7,000.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,196.5 6,848.0 348.5 4.8% 87.2 1.2% 99% True False 165,735
10 7,196.5 6,602.0 594.5 8.3% 112.5 1.6% 99% True False 162,308
20 7,196.5 6,602.0 594.5 8.3% 110.9 1.5% 99% True False 150,998
40 7,196.5 6,338.0 858.5 11.9% 109.1 1.5% 99% True False 146,053
60 7,196.5 5,773.0 1,423.5 19.8% 110.6 1.5% 100% True False 135,763
80 7,196.5 5,382.0 1,814.5 25.2% 126.9 1.8% 100% True False 111,392
100 7,196.5 5,382.0 1,814.5 25.2% 142.8 2.0% 100% True False 89,216
120 7,196.5 5,147.5 2,049.0 28.5% 149.0 2.1% 100% True False 74,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.9
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 7,426.0
2.618 7,337.9
1.618 7,283.9
1.000 7,250.5
0.618 7,229.9
HIGH 7,196.5
0.618 7,175.9
0.500 7,169.5
0.382 7,163.1
LOW 7,142.5
0.618 7,109.1
1.000 7,088.5
1.618 7,055.1
2.618 7,001.1
4.250 6,913.0
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 7,184.5 7,163.8
PP 7,177.0 7,135.7
S1 7,169.5 7,107.5

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

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