DAX Index Future September 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 6,305.0 6,263.5 -41.5 -0.7% 6,322.0
High 6,322.5 6,270.0 -52.5 -0.8% 6,431.5
Low 6,258.5 6,120.5 -138.0 -2.2% 6,225.5
Close 6,261.0 6,150.0 -111.0 -1.8% 6,261.0
Range 64.0 149.5 85.5 133.6% 206.0
ATR 133.7 134.8 1.1 0.8% 0.0
Volume 125,279 127,827 2,548 2.0% 741,696
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 6,628.7 6,538.8 6,232.2
R3 6,479.2 6,389.3 6,191.1
R2 6,329.7 6,329.7 6,177.4
R1 6,239.8 6,239.8 6,163.7 6,210.0
PP 6,180.2 6,180.2 6,180.2 6,165.3
S1 6,090.3 6,090.3 6,136.3 6,060.5
S2 6,030.7 6,030.7 6,122.6
S3 5,881.2 5,940.8 6,108.9
S4 5,731.7 5,791.3 6,067.8
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 6,924.0 6,798.5 6,374.3
R3 6,718.0 6,592.5 6,317.7
R2 6,512.0 6,512.0 6,298.8
R1 6,386.5 6,386.5 6,279.9 6,346.3
PP 6,306.0 6,306.0 6,306.0 6,285.9
S1 6,180.5 6,180.5 6,242.1 6,140.3
S2 6,100.0 6,100.0 6,223.2
S3 5,894.0 5,974.5 6,204.4
S4 5,688.0 5,768.5 6,147.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,431.5 6,120.5 311.0 5.1% 125.9 2.0% 9% False True 138,108
10 6,431.5 6,081.5 350.0 5.7% 122.0 2.0% 20% False False 130,316
20 6,444.5 5,917.5 527.0 8.6% 131.2 2.1% 44% False False 71,482
40 6,885.0 5,917.5 967.5 15.7% 131.6 2.1% 24% False False 36,206
60 7,110.0 5,917.5 1,192.5 19.4% 134.6 2.2% 19% False False 24,210
80 7,217.5 5,917.5 1,300.0 21.1% 125.0 2.0% 18% False False 18,683
100 7,217.5 5,917.5 1,300.0 21.1% 113.4 1.8% 18% False False 14,958
120 7,217.5 5,917.5 1,300.0 21.1% 104.2 1.7% 18% False False 12,470
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 28.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,905.4
2.618 6,661.4
1.618 6,511.9
1.000 6,419.5
0.618 6,362.4
HIGH 6,270.0
0.618 6,212.9
0.500 6,195.3
0.382 6,177.6
LOW 6,120.5
0.618 6,028.1
1.000 5,971.0
1.618 5,878.6
2.618 5,729.1
4.250 5,485.1
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 6,195.3 6,276.0
PP 6,180.2 6,234.0
S1 6,165.1 6,192.0

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

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