DAX Index Future June 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 7,102.0 7,163.0 61.0 0.9% 6,875.0
High 7,179.0 7,211.0 32.0 0.4% 7,211.0
Low 7,088.0 7,157.0 69.0 1.0% 6,861.5
Close 7,167.0 7,177.5 10.5 0.1% 7,177.5
Range 91.0 54.0 -37.0 -40.7% 349.5
ATR 114.5 110.2 -4.3 -3.8% 0.0
Volume 81,537 137,181 55,644 68.2% 506,611
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,343.8 7,314.7 7,207.2
R3 7,289.8 7,260.7 7,192.4
R2 7,235.8 7,235.8 7,187.4
R1 7,206.7 7,206.7 7,182.5 7,221.3
PP 7,181.8 7,181.8 7,181.8 7,189.1
S1 7,152.7 7,152.7 7,172.6 7,167.3
S2 7,127.8 7,127.8 7,167.6
S3 7,073.8 7,098.7 7,162.7
S4 7,019.8 7,044.7 7,147.8
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 8,131.8 8,004.2 7,369.7
R3 7,782.3 7,654.7 7,273.6
R2 7,432.8 7,432.8 7,241.6
R1 7,305.2 7,305.2 7,209.5 7,369.0
PP 7,083.3 7,083.3 7,083.3 7,115.3
S1 6,955.7 6,955.7 7,145.5 7,019.5
S2 6,733.8 6,733.8 7,113.4
S3 6,384.3 6,606.2 7,081.4
S4 6,034.8 6,256.7 6,985.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,211.0 6,861.5 349.5 4.9% 87.3 1.2% 90% True False 101,322
10 7,211.0 6,617.5 593.5 8.3% 112.7 1.6% 94% True False 53,930
20 7,211.0 6,617.5 593.5 8.3% 107.1 1.5% 94% True False 27,530
40 7,211.0 6,358.0 853.0 11.9% 101.9 1.4% 96% True False 13,983
60 7,211.0 5,795.5 1,415.5 19.7% 99.3 1.4% 98% True False 9,458
80 7,211.0 5,409.0 1,802.0 25.1% 115.1 1.6% 98% True False 7,672
100 7,211.0 5,409.0 1,802.0 25.1% 125.6 1.8% 98% True False 6,168
120 7,211.0 5,187.5 2,023.5 28.2% 128.2 1.8% 98% True False 5,156
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 14.5
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 7,440.5
2.618 7,352.4
1.618 7,298.4
1.000 7,265.0
0.618 7,244.4
HIGH 7,211.0
0.618 7,190.4
0.500 7,184.0
0.382 7,177.6
LOW 7,157.0
0.618 7,123.6
1.000 7,103.0
1.618 7,069.6
2.618 7,015.6
4.250 6,927.5
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 7,184.0 7,158.6
PP 7,181.8 7,139.7
S1 7,179.7 7,120.8

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

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