DAX Index Future September 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 7,038.5 7,047.5 9.0 0.1% 6,940.0
High 7,108.0 7,062.0 -46.0 -0.6% 7,055.0
Low 7,038.5 7,005.0 -33.5 -0.5% 6,882.0
Close 7,093.0 7,023.0 -70.0 -1.0% 7,035.5
Range 69.5 57.0 -12.5 -18.0% 173.0
ATR 115.0 113.0 -1.9 -1.7% 0.0
Volume 93,343 113,913 20,570 22.0% 468,074
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,201.0 7,169.0 7,054.4
R3 7,144.0 7,112.0 7,038.7
R2 7,087.0 7,087.0 7,033.5
R1 7,055.0 7,055.0 7,028.2 7,042.5
PP 7,030.0 7,030.0 7,030.0 7,023.8
S1 6,998.0 6,998.0 7,017.8 6,985.5
S2 6,973.0 6,973.0 7,012.6
S3 6,916.0 6,941.0 7,007.3
S4 6,859.0 6,884.0 6,991.7
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 6,928.5 179.5 2.6% 69.7 1.0% 53% False False 97,946
10 7,108.0 6,882.0 226.0 3.2% 76.2 1.1% 62% False False 99,721
20 7,108.0 6,323.0 785.0 11.2% 121.1 1.7% 89% False False 124,288
40 7,108.0 6,098.0 1,010.0 14.4% 125.1 1.8% 92% False False 129,401
60 7,108.0 5,917.5 1,190.5 17.0% 126.6 1.8% 93% False False 112,085
80 7,108.0 5,917.5 1,190.5 17.0% 128.1 1.8% 93% False False 84,306
100 7,110.0 5,917.5 1,192.5 17.0% 130.2 1.9% 93% False False 67,487
120 7,217.5 5,917.5 1,300.0 18.5% 125.0 1.8% 85% False False 56,592
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,304.3
2.618 7,211.2
1.618 7,154.2
1.000 7,119.0
0.618 7,097.2
HIGH 7,062.0
0.618 7,040.2
0.500 7,033.5
0.382 7,026.8
LOW 7,005.0
0.618 6,969.8
1.000 6,948.0
1.618 6,912.8
2.618 6,855.8
4.250 6,762.8
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 7,033.5 7,056.5
PP 7,030.0 7,045.3
S1 7,026.5 7,034.2

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

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