DAX Index Future September 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 7,012.5 7,049.5 37.0 0.5% 7,189.5
High 7,045.5 7,130.0 84.5 1.2% 7,189.5
Low 6,931.5 6,996.5 65.0 0.9% 6,931.5
Close 7,026.0 7,102.0 76.0 1.1% 7,026.0
Range 114.0 133.5 19.5 17.1% 258.0
ATR 98.7 101.2 2.5 2.5% 0.0
Volume 116 397 281 242.2% 735
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,476.7 7,422.8 7,175.4
R3 7,343.2 7,289.3 7,138.7
R2 7,209.7 7,209.7 7,126.5
R1 7,155.8 7,155.8 7,114.2 7,182.8
PP 7,076.2 7,076.2 7,076.2 7,089.6
S1 7,022.3 7,022.3 7,089.8 7,049.3
S2 6,942.7 6,942.7 7,077.5
S3 6,809.2 6,888.8 7,065.3
S4 6,675.7 6,755.3 7,028.6
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,823.0 7,682.5 7,167.9
R3 7,565.0 7,424.5 7,097.0
R2 7,307.0 7,307.0 7,073.3
R1 7,166.5 7,166.5 7,049.7 7,107.8
PP 7,049.0 7,049.0 7,049.0 7,019.6
S1 6,908.5 6,908.5 7,002.4 6,849.8
S2 6,791.0 6,791.0 6,978.7
S3 6,533.0 6,650.5 6,955.1
S4 6,275.0 6,392.5 6,884.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,156.5 6,931.5 225.0 3.2% 113.2 1.6% 76% False False 202
10 7,217.5 6,931.5 286.0 4.0% 95.8 1.3% 60% False False 3,526
20 7,217.5 6,630.5 587.0 8.3% 90.9 1.3% 80% False False 2,088
40 7,217.5 6,494.5 723.0 10.2% 79.8 1.1% 84% False False 1,073
60 7,217.5 6,049.0 1,168.5 16.5% 71.8 1.0% 90% False False 725
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 14.7
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7,697.4
2.618 7,479.5
1.618 7,346.0
1.000 7,263.5
0.618 7,212.5
HIGH 7,130.0
0.618 7,079.0
0.500 7,063.3
0.382 7,047.5
LOW 6,996.5
0.618 6,914.0
1.000 6,863.0
1.618 6,780.5
2.618 6,647.0
4.250 6,429.1
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 7,089.1 7,078.3
PP 7,076.2 7,054.5
S1 7,063.3 7,030.8

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

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