DAX Index Future September 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 7,073.0 6,990.5 -82.5 -1.2% 7,189.5
High 7,127.0 7,004.0 -123.0 -1.7% 7,189.5
Low 6,971.5 6,871.0 -100.5 -1.4% 6,931.5
Close 7,028.0 6,902.0 -126.0 -1.8% 7,026.0
Range 155.5 133.0 -22.5 -14.5% 258.0
ATR 104.1 107.9 3.8 3.6% 0.0
Volume 179 275 96 53.6% 735
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,324.7 7,246.3 6,975.2
R3 7,191.7 7,113.3 6,938.6
R2 7,058.7 7,058.7 6,926.4
R1 6,980.3 6,980.3 6,914.2 6,953.0
PP 6,925.7 6,925.7 6,925.7 6,912.0
S1 6,847.3 6,847.3 6,889.8 6,820.0
S2 6,792.7 6,792.7 6,877.6
S3 6,659.7 6,714.3 6,865.4
S4 6,526.7 6,581.3 6,828.9
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 7,175.0 6,871.0 304.0 4.4% 124.5 1.8% 10% False True 233
10 7,217.5 6,871.0 346.5 5.0% 105.6 1.5% 9% False True 378
20 7,217.5 6,630.5 587.0 8.5% 99.3 1.4% 46% False False 2,115
40 7,217.5 6,630.5 587.0 8.5% 84.5 1.2% 46% False False 1,086
60 7,217.5 6,049.0 1,168.5 16.9% 74.9 1.1% 73% False False 735
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 20.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,569.3
2.618 7,352.2
1.618 7,219.2
1.000 7,137.0
0.618 7,086.2
HIGH 7,004.0
0.618 6,953.2
0.500 6,937.5
0.382 6,921.8
LOW 6,871.0
0.618 6,788.8
1.000 6,738.0
1.618 6,655.8
2.618 6,522.8
4.250 6,305.8
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 6,937.5 7,023.0
PP 6,925.7 6,982.7
S1 6,913.8 6,942.3

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

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