DAX Index Future September 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 6,960.0 6,968.5 8.5 0.1% 7,047.0
High 6,993.0 7,051.5 58.5 0.8% 7,108.0
Low 6,885.5 6,946.0 60.5 0.9% 6,885.5
Close 6,978.0 7,045.0 67.0 1.0% 6,978.0
Range 107.5 105.5 -2.0 -1.9% 222.5
ATR 115.7 115.0 -0.7 -0.6% 0.0
Volume 114,718 81,927 -32,791 -28.6% 540,596
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,330.7 7,293.3 7,103.0
R3 7,225.2 7,187.8 7,074.0
R2 7,119.7 7,119.7 7,064.3
R1 7,082.3 7,082.3 7,054.7 7,101.0
PP 7,014.2 7,014.2 7,014.2 7,023.5
S1 6,976.8 6,976.8 7,035.3 6,995.5
S2 6,908.7 6,908.7 7,025.7
S3 6,803.2 6,871.3 7,016.0
S4 6,697.7 6,765.8 6,987.0
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,658.0 7,540.5 7,100.4
R3 7,435.5 7,318.0 7,039.2
R2 7,213.0 7,213.0 7,018.8
R1 7,095.5 7,095.5 6,998.4 7,043.0
PP 6,990.5 6,990.5 6,990.5 6,964.3
S1 6,873.0 6,873.0 6,957.6 6,820.5
S2 6,768.0 6,768.0 6,937.2
S3 6,545.5 6,650.5 6,916.8
S4 6,323.0 6,428.0 6,855.6
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 6,885.5 222.5 3.2% 99.8 1.4% 72% False False 105,014
10 7,108.0 6,885.5 222.5 3.2% 84.7 1.2% 72% False False 98,459
20 7,108.0 6,552.0 556.0 7.9% 106.2 1.5% 89% False False 114,155
40 7,108.0 6,314.0 794.0 11.3% 121.4 1.7% 92% False False 126,073
60 7,108.0 5,917.5 1,190.5 16.9% 124.6 1.8% 95% False False 117,184
80 7,108.0 5,917.5 1,190.5 16.9% 126.6 1.8% 95% False False 88,266
100 7,108.0 5,917.5 1,190.5 16.9% 130.1 1.8% 95% False False 70,661
120 7,217.5 5,917.5 1,300.0 18.5% 125.9 1.8% 87% False False 59,237
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,499.9
2.618 7,327.7
1.618 7,222.2
1.000 7,157.0
0.618 7,116.7
HIGH 7,051.5
0.618 7,011.2
0.500 6,998.8
0.382 6,986.3
LOW 6,946.0
0.618 6,880.8
1.000 6,840.5
1.618 6,775.3
2.618 6,669.8
4.250 6,497.6
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 7,029.6 7,024.8
PP 7,014.2 7,004.5
S1 6,998.8 6,984.3

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

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