DAX Index Future September 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 7,189.5 7,155.5 -34.0 -0.5% 6,885.0
High 7,189.5 7,156.5 -33.0 -0.5% 7,217.5
Low 7,125.0 7,063.5 -61.5 -0.9% 6,870.0
Close 7,176.0 7,077.0 -99.0 -1.4% 7,178.5
Range 64.5 93.0 28.5 44.2% 347.5
ATR 93.6 94.9 1.4 1.4% 0.0
Volume 119 136 17 14.3% 36,736
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,378.0 7,320.5 7,128.2
R3 7,285.0 7,227.5 7,102.6
R2 7,192.0 7,192.0 7,094.1
R1 7,134.5 7,134.5 7,085.5 7,116.8
PP 7,099.0 7,099.0 7,099.0 7,090.1
S1 7,041.5 7,041.5 7,068.5 7,023.8
S2 7,006.0 7,006.0 7,060.0
S3 6,913.0 6,948.5 7,051.4
S4 6,820.0 6,855.5 7,025.9
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 8,131.2 8,002.3 7,369.6
R3 7,783.7 7,654.8 7,274.1
R2 7,436.2 7,436.2 7,242.2
R1 7,307.3 7,307.3 7,210.4 7,371.8
PP 7,088.7 7,088.7 7,088.7 7,120.9
S1 6,959.8 6,959.8 7,146.6 7,024.3
S2 6,741.2 6,741.2 7,114.8
S3 6,393.7 6,612.3 7,082.9
S4 6,046.2 6,264.8 6,987.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,217.5 7,043.5 174.0 2.5% 75.6 1.1% 19% False False 5,330
10 7,217.5 6,639.0 578.5 8.2% 86.9 1.2% 76% False False 4,032
20 7,217.5 6,630.5 587.0 8.3% 81.6 1.2% 76% False False 2,057
40 7,217.5 6,403.5 814.0 11.5% 75.8 1.1% 83% False False 1,055
60 7,217.5 5,819.0 1,398.5 19.8% 69.8 1.0% 90% False False 714
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,551.8
2.618 7,400.0
1.618 7,307.0
1.000 7,249.5
0.618 7,214.0
HIGH 7,156.5
0.618 7,121.0
0.500 7,110.0
0.382 7,099.0
LOW 7,063.5
0.618 7,006.0
1.000 6,970.5
1.618 6,913.0
2.618 6,820.0
4.250 6,668.3
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 7,110.0 7,140.5
PP 7,099.0 7,119.3
S1 7,088.0 7,098.2

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

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