DAX Index Future June 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 7,051.0 7,143.5 92.5 1.3% 7,186.0
High 7,124.5 7,167.0 42.5 0.6% 7,188.0
Low 6,981.0 7,075.0 94.0 1.3% 6,921.0
Close 7,093.0 7,075.0 -18.0 -0.3% 7,034.5
Range 143.5 92.0 -51.5 -35.9% 267.0
ATR 114.6 113.0 -1.6 -1.4% 0.0
Volume 125,770 123,265 -2,505 -2.0% 648,900
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,381.7 7,320.3 7,125.6
R3 7,289.7 7,228.3 7,100.3
R2 7,197.7 7,197.7 7,091.9
R1 7,136.3 7,136.3 7,083.4 7,121.0
PP 7,105.7 7,105.7 7,105.7 7,098.0
S1 7,044.3 7,044.3 7,066.6 7,029.0
S2 7,013.7 7,013.7 7,058.1
S3 6,921.7 6,952.3 7,049.7
S4 6,829.7 6,860.3 7,024.4
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,848.8 7,708.7 7,181.4
R3 7,581.8 7,441.7 7,107.9
R2 7,314.8 7,314.8 7,083.5
R1 7,174.7 7,174.7 7,059.0 7,111.3
PP 7,047.8 7,047.8 7,047.8 7,016.1
S1 6,907.7 6,907.7 7,010.0 6,844.3
S2 6,780.8 6,780.8 6,985.6
S3 6,513.8 6,640.7 6,961.1
S4 6,246.8 6,373.7 6,887.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,167.0 6,921.0 246.0 3.5% 120.1 1.7% 63% True False 134,283
10 7,211.0 6,921.0 290.0 4.1% 103.2 1.5% 53% False False 123,153
20 7,211.0 6,617.5 593.5 8.4% 112.4 1.6% 77% False False 72,147
40 7,211.0 6,484.0 727.0 10.3% 105.9 1.5% 81% False False 36,381
60 7,211.0 6,014.0 1,197.0 16.9% 101.4 1.4% 89% False False 24,375
80 7,211.0 5,641.5 1,569.5 22.2% 111.8 1.6% 91% False False 18,877
100 7,211.0 5,409.0 1,802.0 25.5% 120.7 1.7% 92% False False 15,142
120 7,211.0 5,409.0 1,802.0 25.5% 127.0 1.8% 92% False False 12,636
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 True
Stretch 20.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,558.0
2.618 7,407.9
1.618 7,315.9
1.000 7,259.0
0.618 7,223.9
HIGH 7,167.0
0.618 7,131.9
0.500 7,121.0
0.382 7,110.1
LOW 7,075.0
0.618 7,018.1
1.000 6,983.0
1.618 6,926.1
2.618 6,834.1
4.250 6,684.0
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 7,121.0 7,064.7
PP 7,105.7 7,054.3
S1 7,090.3 7,044.0

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

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