DAX Index Future June 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 5,980.0 6,011.5 31.5 0.5% 6,345.0
High 6,032.0 6,027.0 -5.0 -0.1% 6,443.5
Low 5,942.0 5,913.0 -29.0 -0.5% 6,008.5
Close 5,979.5 5,998.0 18.5 0.3% 6,029.0
Range 90.0 114.0 24.0 26.7% 435.0
ATR 143.4 141.3 -2.1 -1.5% 0.0
Volume 161,649 162,269 620 0.4% 840,032
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 6,321.3 6,273.7 6,060.7
R3 6,207.3 6,159.7 6,029.4
R2 6,093.3 6,093.3 6,018.9
R1 6,045.7 6,045.7 6,008.5 6,012.5
PP 5,979.3 5,979.3 5,979.3 5,962.8
S1 5,931.7 5,931.7 5,987.6 5,898.5
S2 5,865.3 5,865.3 5,977.1
S3 5,751.3 5,817.7 5,966.7
S4 5,637.3 5,703.7 5,935.3
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 6,396.0 5,913.0 483.0 8.1% 143.5 2.4% 18% False True 196,038
10 6,447.5 5,913.0 534.5 8.9% 128.8 2.1% 16% False True 186,246
20 6,593.0 5,913.0 680.0 11.3% 133.9 2.2% 13% False True 179,874
40 6,885.0 5,913.0 972.0 16.2% 146.2 2.4% 9% False True 168,071
60 7,211.0 5,913.0 1,298.0 21.6% 138.0 2.3% 7% False True 151,278
80 7,211.0 5,913.0 1,298.0 21.6% 129.8 2.2% 7% False True 113,901
100 7,211.0 5,913.0 1,298.0 21.6% 123.2 2.1% 7% False True 91,193
120 7,211.0 5,641.5 1,569.5 26.2% 121.3 2.0% 23% False False 76,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,511.5
2.618 6,325.5
1.618 6,211.5
1.000 6,141.0
0.618 6,097.5
HIGH 6,027.0
0.618 5,983.5
0.500 5,970.0
0.382 5,956.5
LOW 5,913.0
0.618 5,842.5
1.000 5,799.0
1.618 5,728.5
2.618 5,614.5
4.250 5,428.5
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 5,988.7 6,091.3
PP 5,979.3 6,060.2
S1 5,970.0 6,029.1

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

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