DAX Index Future June 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 6,936.0 6,982.5 46.5 0.7% 7,051.0
High 6,976.5 7,103.5 127.0 1.8% 7,167.0
Low 6,911.0 6,922.5 11.5 0.2% 6,854.5
Close 6,961.0 7,077.0 116.0 1.7% 6,961.0
Range 65.5 181.0 115.5 176.3% 312.5
ATR 115.3 120.0 4.7 4.1% 0.0
Volume 120,460 172,436 51,976 43.1% 686,562
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 7,577.3 7,508.2 7,176.6
R3 7,396.3 7,327.2 7,126.8
R2 7,215.3 7,215.3 7,110.2
R1 7,146.2 7,146.2 7,093.6 7,180.8
PP 7,034.3 7,034.3 7,034.3 7,051.6
S1 6,965.2 6,965.2 7,060.4 6,999.8
S2 6,853.3 6,853.3 7,043.8
S3 6,672.3 6,784.2 7,027.2
S4 6,491.3 6,603.2 6,977.5
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,931.7 7,758.8 7,132.9
R3 7,619.2 7,446.3 7,046.9
R2 7,306.7 7,306.7 7,018.3
R1 7,133.8 7,133.8 6,989.6 7,064.0
PP 6,994.2 6,994.2 6,994.2 6,959.3
S1 6,821.3 6,821.3 6,932.4 6,751.5
S2 6,681.7 6,681.7 6,903.7
S3 6,369.2 6,508.8 6,875.1
S4 6,056.7 6,196.3 6,789.1
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 6,854.5 312.5 4.4% 130.7 1.8% 71% False False 146,645
10 7,167.0 6,854.5 312.5 4.4% 128.2 1.8% 71% False False 140,468
20 7,211.0 6,617.5 593.5 8.4% 120.2 1.7% 77% False False 101,930
40 7,211.0 6,617.5 593.5 8.4% 109.3 1.5% 77% False False 51,578
60 7,211.0 6,090.0 1,121.0 15.8% 104.9 1.5% 88% False False 34,504
80 7,211.0 5,641.5 1,569.5 22.2% 109.4 1.5% 91% False False 26,469
100 7,211.0 5,409.0 1,802.0 25.5% 117.1 1.7% 93% False False 21,227
120 7,211.0 5,409.0 1,802.0 25.5% 127.9 1.8% 93% False False 17,715
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 35.0
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 7,872.8
2.618 7,577.4
1.618 7,396.4
1.000 7,284.5
0.618 7,215.4
HIGH 7,103.5
0.618 7,034.4
0.500 7,013.0
0.382 6,991.6
LOW 6,922.5
0.618 6,810.6
1.000 6,741.5
1.618 6,629.6
2.618 6,448.6
4.250 6,153.3
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 7,055.7 7,044.3
PP 7,034.3 7,011.7
S1 7,013.0 6,979.0

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

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