DAX Index Future September 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 6,910.0 6,958.5 48.5 0.7% 6,756.5
High 6,990.0 6,972.0 -18.0 -0.3% 6,890.5
Low 6,896.5 6,907.5 11.0 0.2% 6,552.0
Close 6,964.5 6,961.0 -3.5 -0.1% 6,867.5
Range 93.5 64.5 -29.0 -31.0% 338.5
ATR 154.0 147.6 -6.4 -4.2% 0.0
Volume 116,232 106,723 -9,509 -8.2% 763,342
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,140.3 7,115.2 6,996.5
R3 7,075.8 7,050.7 6,978.7
R2 7,011.3 7,011.3 6,972.8
R1 6,986.2 6,986.2 6,966.9 6,998.8
PP 6,946.8 6,946.8 6,946.8 6,953.1
S1 6,921.7 6,921.7 6,955.1 6,934.3
S2 6,882.3 6,882.3 6,949.2
S3 6,817.8 6,857.2 6,943.3
S4 6,753.3 6,792.7 6,925.5
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,785.5 7,665.0 7,053.7
R3 7,447.0 7,326.5 6,960.6
R2 7,108.5 7,108.5 6,929.6
R1 6,988.0 6,988.0 6,898.5 7,048.3
PP 6,770.0 6,770.0 6,770.0 6,800.1
S1 6,649.5 6,649.5 6,836.5 6,709.8
S2 6,431.5 6,431.5 6,805.4
S3 6,093.0 6,311.0 6,774.4
S4 5,754.5 5,972.5 6,681.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,990.0 6,552.0 438.0 6.3% 165.7 2.4% 93% False False 144,507
10 6,990.0 6,323.0 667.0 9.6% 166.0 2.4% 96% False False 148,855
20 6,990.0 6,314.0 676.0 9.7% 144.6 2.1% 96% False False 139,969
40 6,990.0 6,081.5 908.5 13.1% 135.1 1.9% 97% False False 138,384
60 6,990.0 5,917.5 1,072.5 15.4% 133.4 1.9% 97% False False 95,734
80 6,990.0 5,917.5 1,072.5 15.4% 135.7 1.9% 97% False False 71,873
100 7,217.5 5,917.5 1,300.0 18.7% 133.1 1.9% 80% False False 57,553
120 7,217.5 5,917.5 1,300.0 18.7% 124.8 1.8% 80% False False 48,288
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41.0
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 7,246.1
2.618 7,140.9
1.618 7,076.4
1.000 7,036.5
0.618 7,011.9
HIGH 6,972.0
0.618 6,947.4
0.500 6,939.8
0.382 6,932.1
LOW 6,907.5
0.618 6,867.6
1.000 6,843.0
1.618 6,803.1
2.618 6,738.6
4.250 6,633.4
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 6,953.9 6,946.8
PP 6,946.8 6,932.7
S1 6,939.8 6,918.5

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

View Archives - Comment on this page... - Back to Index of Symbols