DAX Index Future June 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 6,269.5 5,980.0 -289.5 -4.6% 6,345.0
High 6,269.5 6,032.0 -237.5 -3.8% 6,443.5
Low 6,008.5 5,942.0 -66.5 -1.1% 6,008.5
Close 6,029.0 5,979.5 -49.5 -0.8% 6,029.0
Range 261.0 90.0 -171.0 -65.5% 435.0
ATR 147.6 143.4 -4.1 -2.8% 0.0
Volume 253,517 161,649 -91,868 -36.2% 840,032
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 6,254.5 6,207.0 6,029.0
R3 6,164.5 6,117.0 6,004.3
R2 6,074.5 6,074.5 5,996.0
R1 6,027.0 6,027.0 5,987.8 6,005.8
PP 5,984.5 5,984.5 5,984.5 5,973.9
S1 5,937.0 5,937.0 5,971.3 5,915.8
S2 5,894.5 5,894.5 5,963.0
S3 5,804.5 5,847.0 5,954.8
S4 5,714.5 5,757.0 5,930.0
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 7,465.3 7,182.2 6,268.3
R3 7,030.3 6,747.2 6,148.6
R2 6,595.3 6,595.3 6,108.8
R1 6,312.2 6,312.2 6,068.9 6,236.3
PP 6,160.3 6,160.3 6,160.3 6,122.4
S1 5,877.2 5,877.2 5,989.1 5,801.3
S2 5,725.3 5,725.3 5,949.3
S3 5,290.3 5,442.2 5,909.4
S4 4,855.3 5,007.2 5,789.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,443.5 5,942.0 501.5 8.4% 142.5 2.4% 7% False True 200,336
10 6,447.5 5,942.0 505.5 8.5% 130.0 2.2% 7% False True 183,835
20 6,599.0 5,942.0 657.0 11.0% 139.6 2.3% 6% False True 178,615
40 6,977.5 5,942.0 1,035.5 17.3% 148.3 2.5% 4% False True 168,720
60 7,211.0 5,942.0 1,269.0 21.2% 137.2 2.3% 3% False True 148,683
80 7,211.0 5,942.0 1,269.0 21.2% 129.5 2.2% 3% False True 111,879
100 7,211.0 5,942.0 1,269.0 21.2% 122.7 2.1% 3% False True 89,573
120 7,211.0 5,641.5 1,569.5 26.2% 121.6 2.0% 22% False False 75,005
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 17.0
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 6,414.5
2.618 6,267.6
1.618 6,177.6
1.000 6,122.0
0.618 6,087.6
HIGH 6,032.0
0.618 5,997.6
0.500 5,987.0
0.382 5,976.4
LOW 5,942.0
0.618 5,886.4
1.000 5,852.0
1.618 5,796.4
2.618 5,706.4
4.250 5,559.5
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 5,987.0 6,132.8
PP 5,984.5 6,081.7
S1 5,982.0 6,030.6

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

View Archives - Comment on this page... - Back to Index of Symbols