DAX Index Future June 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 6,982.5 7,077.0 94.5 1.4% 7,051.0
High 7,103.5 7,095.0 -8.5 -0.1% 7,167.0
Low 6,922.5 6,937.5 15.0 0.2% 6,854.5
Close 7,077.0 6,977.5 -99.5 -1.4% 6,961.0
Range 181.0 157.5 -23.5 -13.0% 312.5
ATR 120.0 122.6 2.7 2.2% 0.0
Volume 172,436 138,660 -33,776 -19.6% 686,562
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 7,475.8 7,384.2 7,064.1
R3 7,318.3 7,226.7 7,020.8
R2 7,160.8 7,160.8 7,006.4
R1 7,069.2 7,069.2 6,991.9 7,036.3
PP 7,003.3 7,003.3 7,003.3 6,986.9
S1 6,911.7 6,911.7 6,963.1 6,878.8
S2 6,845.8 6,845.8 6,948.6
S3 6,688.3 6,754.2 6,934.2
S4 6,530.8 6,596.7 6,890.9
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 7,124.5 6,854.5 270.0 3.9% 143.8 2.1% 46% False False 149,724
10 7,167.0 6,854.5 312.5 4.5% 132.0 1.9% 39% False False 142,004
20 7,211.0 6,627.0 584.0 8.4% 115.2 1.7% 60% False False 108,608
40 7,211.0 6,617.5 593.5 8.5% 110.7 1.6% 61% False False 55,038
60 7,211.0 6,096.5 1,114.5 16.0% 105.6 1.5% 79% False False 36,809
80 7,211.0 5,641.5 1,569.5 22.5% 108.3 1.6% 85% False False 28,147
100 7,211.0 5,409.0 1,802.0 25.8% 117.5 1.7% 87% False False 22,613
120 7,211.0 5,409.0 1,802.0 25.8% 127.5 1.8% 87% False False 18,869
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,764.4
2.618 7,507.3
1.618 7,349.8
1.000 7,252.5
0.618 7,192.3
HIGH 7,095.0
0.618 7,034.8
0.500 7,016.3
0.382 6,997.7
LOW 6,937.5
0.618 6,840.2
1.000 6,780.0
1.618 6,682.7
2.618 6,525.2
4.250 6,268.1
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 7,016.3 7,007.3
PP 7,003.3 6,997.3
S1 6,990.4 6,987.4

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

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