DAX Index Future September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 6,755.0 6,766.5 11.5 0.2% 6,546.0
High 6,803.5 6,840.5 37.0 0.5% 6,817.5
Low 6,726.0 6,552.0 -174.0 -2.6% 6,314.0
Close 6,758.0 6,613.0 -145.0 -2.1% 6,682.5
Range 77.5 288.5 211.0 272.3% 503.5
ATR 143.7 154.1 10.3 7.2% 0.0
Volume 108,757 215,720 106,963 98.4% 865,732
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,534.0 7,362.0 6,771.7
R3 7,245.5 7,073.5 6,692.3
R2 6,957.0 6,957.0 6,665.9
R1 6,785.0 6,785.0 6,639.4 6,726.8
PP 6,668.5 6,668.5 6,668.5 6,639.4
S1 6,496.5 6,496.5 6,586.6 6,438.3
S2 6,380.0 6,380.0 6,560.1
S3 6,091.5 6,208.0 6,533.7
S4 5,803.0 5,919.5 6,454.3
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 8,115.2 7,902.3 6,959.4
R3 7,611.7 7,398.8 6,821.0
R2 7,108.2 7,108.2 6,774.8
R1 6,895.3 6,895.3 6,728.7 7,001.8
PP 6,604.7 6,604.7 6,604.7 6,657.9
S1 6,391.8 6,391.8 6,636.3 6,498.3
S2 6,101.2 6,101.2 6,590.2
S3 5,597.7 5,888.3 6,544.0
S4 5,094.2 5,384.8 6,405.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,840.5 6,513.5 327.0 4.9% 169.6 2.6% 30% True False 154,507
10 6,840.5 6,314.0 526.5 8.0% 176.4 2.7% 57% True False 160,708
20 6,840.5 6,314.0 526.5 8.0% 138.8 2.1% 57% True False 139,169
40 6,840.5 6,057.0 783.5 11.8% 136.5 2.1% 71% True False 129,210
60 6,840.5 5,917.5 923.0 14.0% 132.7 2.0% 75% True False 87,308
80 6,885.0 5,917.5 967.5 14.6% 136.0 2.1% 72% False False 65,545
100 7,217.5 5,917.5 1,300.0 19.7% 131.3 2.0% 54% False False 52,832
120 7,217.5 5,917.5 1,300.0 19.7% 123.3 1.9% 54% False False 44,067
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,066.6
2.618 7,595.8
1.618 7,307.3
1.000 7,129.0
0.618 7,018.8
HIGH 6,840.5
0.618 6,730.3
0.500 6,696.3
0.382 6,662.2
LOW 6,552.0
0.618 6,373.7
1.000 6,263.5
1.618 6,085.2
2.618 5,796.7
4.250 5,325.9
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 6,696.3 6,696.3
PP 6,668.5 6,668.5
S1 6,640.8 6,640.8

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

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