DAX Index Future September 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 6,522.0 6,474.0 -48.0 -0.7% 6,435.0
High 6,526.5 6,517.5 -9.0 -0.1% 6,602.0
Low 6,430.0 6,363.0 -67.0 -1.0% 6,390.0
Close 6,474.0 6,400.5 -73.5 -1.1% 6,591.0
Range 96.5 154.5 58.0 60.1% 212.0
ATR 144.3 145.0 0.7 0.5% 0.0
Volume 176 560 384 218.2% 1,436
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 6,890.5 6,800.0 6,485.5
R3 6,736.0 6,645.5 6,443.0
R2 6,581.5 6,581.5 6,428.8
R1 6,491.0 6,491.0 6,414.7 6,459.0
PP 6,427.0 6,427.0 6,427.0 6,411.0
S1 6,336.5 6,336.5 6,386.3 6,304.5
S2 6,272.5 6,272.5 6,372.2
S3 6,118.0 6,182.0 6,358.0
S4 5,963.5 6,027.5 6,315.5
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 7,163.7 7,089.3 6,707.6
R3 6,951.7 6,877.3 6,649.3
R2 6,739.7 6,739.7 6,629.9
R1 6,665.3 6,665.3 6,610.4 6,702.5
PP 6,527.7 6,527.7 6,527.7 6,546.3
S1 6,453.3 6,453.3 6,571.6 6,490.5
S2 6,315.7 6,315.7 6,552.1
S3 6,103.7 6,241.3 6,532.7
S4 5,891.7 6,029.3 6,474.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,599.0 6,363.0 236.0 3.7% 124.2 1.9% 16% False True 339
10 6,885.0 6,363.0 522.0 8.2% 148.3 2.3% 7% False True 323
20 6,885.0 6,363.0 522.0 8.2% 142.6 2.2% 7% False True 288
40 7,217.5 6,363.0 854.5 13.4% 132.7 2.1% 4% False True 281
60 7,217.5 6,363.0 854.5 13.4% 116.2 1.8% 4% False True 842
80 7,217.5 6,363.0 854.5 13.4% 102.5 1.6% 4% False True 641
100 7,217.5 5,819.0 1,398.5 21.8% 93.8 1.5% 42% False False 521
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 28.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,174.1
2.618 6,922.0
1.618 6,767.5
1.000 6,672.0
0.618 6,613.0
HIGH 6,517.5
0.618 6,458.5
0.500 6,440.3
0.382 6,422.0
LOW 6,363.0
0.618 6,267.5
1.000 6,208.5
1.618 6,113.0
2.618 5,958.5
4.250 5,706.4
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 6,440.3 6,481.0
PP 6,427.0 6,454.2
S1 6,413.8 6,427.3

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

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