DAX Index Future September 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 6,711.5 6,799.0 87.5 1.3% 6,710.0
High 6,776.5 6,799.0 22.5 0.3% 6,799.0
Low 6,677.5 6,582.0 -95.5 -1.4% 6,582.0
Close 6,763.5 6,596.5 -167.0 -2.5% 6,596.5
Range 99.0 217.0 118.0 119.2% 217.0
ATR 124.6 131.2 6.6 5.3% 0.0
Volume 144 126 -18 -12.5% 820
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 7,310.2 7,170.3 6,715.9
R3 7,093.2 6,953.3 6,656.2
R2 6,876.2 6,876.2 6,636.3
R1 6,736.3 6,736.3 6,616.4 6,697.8
PP 6,659.2 6,659.2 6,659.2 6,639.9
S1 6,519.3 6,519.3 6,576.6 6,480.8
S2 6,442.2 6,442.2 6,556.7
S3 6,225.2 6,302.3 6,536.8
S4 6,008.2 6,085.3 6,477.2
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 7,310.2 7,170.3 6,715.9
R3 7,093.2 6,953.3 6,656.2
R2 6,876.2 6,876.2 6,636.3
R1 6,736.3 6,736.3 6,616.4 6,697.8
PP 6,659.2 6,659.2 6,659.2 6,639.9
S1 6,519.3 6,519.3 6,576.6 6,480.8
S2 6,442.2 6,442.2 6,556.7
S3 6,225.2 6,302.3 6,536.8
S4 6,008.2 6,085.3 6,477.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,845.5 6,582.0 263.5 4.0% 144.1 2.2% 6% False True 192
10 7,110.0 6,582.0 528.0 8.0% 139.7 2.1% 3% False True 185
20 7,217.5 6,582.0 635.5 9.6% 120.5 1.8% 2% False True 881
40 7,217.5 6,582.0 635.5 9.6% 103.0 1.6% 2% False True 1,118
60 7,217.5 6,403.5 814.0 12.3% 87.4 1.3% 24% False False 756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.1
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 7,721.3
2.618 7,367.1
1.618 7,150.1
1.000 7,016.0
0.618 6,933.1
HIGH 6,799.0
0.618 6,716.1
0.500 6,690.5
0.382 6,664.9
LOW 6,582.0
0.618 6,447.9
1.000 6,365.0
1.618 6,230.9
2.618 6,013.9
4.250 5,659.8
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 6,690.5 6,690.5
PP 6,659.2 6,659.2
S1 6,627.8 6,627.8

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

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