DAX Index Future September 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 7,047.0 7,038.5 -8.5 -0.1% 6,940.0
High 7,087.0 7,108.0 21.0 0.3% 7,055.0
Low 7,010.0 7,038.5 28.5 0.4% 6,882.0
Close 7,035.0 7,093.0 58.0 0.8% 7,035.5
Range 77.0 69.5 -7.5 -9.7% 173.0
ATR 118.2 115.0 -3.2 -2.7% 0.0
Volume 97,449 93,343 -4,106 -4.2% 468,074
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,288.3 7,260.2 7,131.2
R3 7,218.8 7,190.7 7,112.1
R2 7,149.3 7,149.3 7,105.7
R1 7,121.2 7,121.2 7,099.4 7,135.3
PP 7,079.8 7,079.8 7,079.8 7,086.9
S1 7,051.7 7,051.7 7,086.6 7,065.8
S2 7,010.3 7,010.3 7,080.3
S3 6,940.8 6,982.2 7,073.9
S4 6,871.3 6,912.7 7,054.8
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,509.8 7,445.7 7,130.7
R3 7,336.8 7,272.7 7,083.1
R2 7,163.8 7,163.8 7,067.2
R1 7,099.7 7,099.7 7,051.4 7,131.8
PP 6,990.8 6,990.8 6,990.8 7,006.9
S1 6,926.7 6,926.7 7,019.6 6,958.8
S2 6,817.8 6,817.8 7,003.8
S3 6,644.8 6,753.7 6,987.9
S4 6,471.8 6,580.7 6,940.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,108.0 6,907.5 200.5 2.8% 71.8 1.0% 93% True False 93,020
10 7,108.0 6,882.0 226.0 3.2% 77.0 1.1% 93% True False 99,002
20 7,108.0 6,323.0 785.0 11.1% 125.0 1.8% 98% True False 126,011
40 7,108.0 6,098.0 1,010.0 14.2% 125.5 1.8% 99% True False 129,563
60 7,108.0 5,917.5 1,190.5 16.8% 127.4 1.8% 99% True False 110,202
80 7,108.0 5,917.5 1,190.5 16.8% 128.6 1.8% 99% True False 82,884
100 7,110.0 5,917.5 1,192.5 16.8% 130.9 1.8% 99% False False 66,351
120 7,217.5 5,917.5 1,300.0 18.3% 125.2 1.8% 90% False False 55,643
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,403.4
2.618 7,290.0
1.618 7,220.5
1.000 7,177.5
0.618 7,151.0
HIGH 7,108.0
0.618 7,081.5
0.500 7,073.3
0.382 7,065.0
LOW 7,038.5
0.618 6,995.5
1.000 6,969.0
1.618 6,926.0
2.618 6,856.5
4.250 6,743.1
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 7,086.4 7,079.9
PP 7,079.8 7,066.8
S1 7,073.3 7,053.8

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

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