DAX Index Future June 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 7,030.5 7,102.0 71.5 1.0% 6,900.0
High 7,115.5 7,179.0 63.5 0.9% 6,926.0
Low 7,030.5 7,088.0 57.5 0.8% 6,617.5
Close 7,093.0 7,167.0 74.0 1.0% 6,903.0
Range 85.0 91.0 6.0 7.1% 308.5
ATR 116.3 114.5 -1.8 -1.6% 0.0
Volume 114,878 81,537 -33,341 -29.0% 32,689
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,417.7 7,383.3 7,217.1
R3 7,326.7 7,292.3 7,192.0
R2 7,235.7 7,235.7 7,183.7
R1 7,201.3 7,201.3 7,175.3 7,218.5
PP 7,144.7 7,144.7 7,144.7 7,153.3
S1 7,110.3 7,110.3 7,158.7 7,127.5
S2 7,053.7 7,053.7 7,150.3
S3 6,962.7 7,019.3 7,142.0
S4 6,871.7 6,928.3 7,117.0
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,741.0 7,630.5 7,072.7
R3 7,432.5 7,322.0 6,987.8
R2 7,124.0 7,124.0 6,959.6
R1 7,013.5 7,013.5 6,931.3 7,068.8
PP 6,815.5 6,815.5 6,815.5 6,843.1
S1 6,705.0 6,705.0 6,874.7 6,760.3
S2 6,507.0 6,507.0 6,846.4
S3 6,198.5 6,396.5 6,818.2
S4 5,890.0 6,088.0 6,733.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,179.0 6,845.0 334.0 4.7% 92.7 1.3% 96% True False 75,450
10 7,179.0 6,617.5 561.5 7.8% 113.4 1.6% 98% True False 40,516
20 7,179.0 6,617.5 561.5 7.8% 108.3 1.5% 98% True False 20,712
40 7,179.0 6,358.0 821.0 11.5% 101.9 1.4% 99% True False 10,566
60 7,179.0 5,795.5 1,383.5 19.3% 99.7 1.4% 99% True False 7,184
80 7,179.0 5,409.0 1,770.0 24.7% 116.1 1.6% 99% True False 5,958
100 7,179.0 5,409.0 1,770.0 24.7% 127.5 1.8% 99% True False 4,800
120 7,179.0 5,187.5 1,991.5 27.8% 128.4 1.8% 99% True False 4,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 14.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,565.8
2.618 7,417.2
1.618 7,326.2
1.000 7,270.0
0.618 7,235.2
HIGH 7,179.0
0.618 7,144.2
0.500 7,133.5
0.382 7,122.8
LOW 7,088.0
0.618 7,031.8
1.000 6,997.0
1.618 6,940.8
2.618 6,849.8
4.250 6,701.3
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 7,155.8 7,129.8
PP 7,144.7 7,092.7
S1 7,133.5 7,055.5

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

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