DAX Index Future June 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 7,100.5 7,077.5 -23.0 -0.3% 6,875.0
High 7,129.0 7,091.5 -37.5 -0.5% 7,211.0
Low 7,025.5 6,951.0 -74.5 -1.1% 6,861.5
Close 7,077.5 7,002.0 -75.5 -1.1% 7,177.5
Range 103.5 140.5 37.0 35.7% 349.5
ATR 109.5 111.7 2.2 2.0% 0.0
Volume 127,250 153,465 26,215 20.6% 506,611
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,436.3 7,359.7 7,079.3
R3 7,295.8 7,219.2 7,040.6
R2 7,155.3 7,155.3 7,027.8
R1 7,078.7 7,078.7 7,014.9 7,046.8
PP 7,014.8 7,014.8 7,014.8 6,998.9
S1 6,938.2 6,938.2 6,989.1 6,906.3
S2 6,874.3 6,874.3 6,976.2
S3 6,733.8 6,797.7 6,963.4
S4 6,593.3 6,657.2 6,924.7
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 6,951.0 260.0 3.7% 99.8 1.4% 20% False True 128,882
10 7,211.0 6,845.0 366.0 5.2% 96.3 1.4% 43% False False 102,166
20 7,211.0 6,617.5 593.5 8.5% 107.8 1.5% 65% False False 52,708
40 7,211.0 6,439.0 772.0 11.0% 102.6 1.5% 73% False False 26,636
60 7,211.0 5,852.5 1,358.5 19.4% 101.0 1.4% 85% False False 17,884
80 7,211.0 5,641.5 1,569.5 22.4% 110.8 1.6% 87% False False 14,007
100 7,211.0 5,409.0 1,802.0 25.7% 123.8 1.8% 88% False False 11,238
120 7,211.0 5,409.0 1,802.0 25.7% 127.8 1.8% 88% False False 9,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.1
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 7,688.6
2.618 7,459.3
1.618 7,318.8
1.000 7,232.0
0.618 7,178.3
HIGH 7,091.5
0.618 7,037.8
0.500 7,021.3
0.382 7,004.7
LOW 6,951.0
0.618 6,864.2
1.000 6,810.5
1.618 6,723.7
2.618 6,583.2
4.250 6,353.9
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 7,021.3 7,058.0
PP 7,014.8 7,039.3
S1 7,008.4 7,020.7

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

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