DAX Index Future September 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 6,334.0 6,405.0 71.0 1.1% 6,435.0
High 6,451.0 6,423.0 -28.0 -0.4% 6,602.0
Low 6,309.5 6,273.0 -36.5 -0.6% 6,390.0
Close 6,397.5 6,324.5 -73.0 -1.1% 6,591.0
Range 141.5 150.0 8.5 6.0% 212.0
ATR 144.8 145.1 0.4 0.3% 0.0
Volume 716 259 -457 -63.8% 1,436
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 6,790.2 6,707.3 6,407.0
R3 6,640.2 6,557.3 6,365.8
R2 6,490.2 6,490.2 6,352.0
R1 6,407.3 6,407.3 6,338.3 6,373.8
PP 6,340.2 6,340.2 6,340.2 6,323.4
S1 6,257.3 6,257.3 6,310.8 6,223.8
S2 6,190.2 6,190.2 6,297.0
S3 6,040.2 6,107.3 6,283.3
S4 5,890.2 5,957.3 6,242.0
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 6,273.0 326.0 5.2% 136.9 2.2% 16% False True 390
10 6,692.5 6,273.0 419.5 6.6% 142.2 2.2% 12% False True 361
20 6,885.0 6,273.0 612.0 9.7% 143.1 2.3% 8% False True 325
40 7,175.0 6,273.0 902.0 14.3% 137.1 2.2% 6% False True 253
60 7,217.5 6,273.0 944.5 14.9% 118.6 1.9% 5% False True 857
80 7,217.5 6,273.0 944.5 14.9% 105.6 1.7% 5% False True 652
100 7,217.5 5,819.0 1,398.5 22.1% 95.9 1.5% 36% False False 528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,060.5
2.618 6,815.7
1.618 6,665.7
1.000 6,573.0
0.618 6,515.7
HIGH 6,423.0
0.618 6,365.7
0.500 6,348.0
0.382 6,330.3
LOW 6,273.0
0.618 6,180.3
1.000 6,123.0
1.618 6,030.3
2.618 5,880.3
4.250 5,635.5
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 6,348.0 6,395.3
PP 6,340.2 6,371.7
S1 6,332.3 6,348.1

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

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