DAX Index Future September 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 7,166.0 7,208.0 42.0 0.6% 7,002.5
High 7,250.0 7,235.0 -15.0 -0.2% 7,250.0
Low 7,165.0 7,185.5 20.5 0.3% 6,892.5
Close 7,222.5 7,216.0 -6.5 -0.1% 7,222.5
Range 85.0 49.5 -35.5 -41.8% 357.5
ATR 116.5 111.7 -4.8 -4.1% 0.0
Volume 82,419 136,056 53,637 65.1% 586,725
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 7,360.7 7,337.8 7,243.2
R3 7,311.2 7,288.3 7,229.6
R2 7,261.7 7,261.7 7,225.1
R1 7,238.8 7,238.8 7,220.5 7,250.3
PP 7,212.2 7,212.2 7,212.2 7,217.9
S1 7,189.3 7,189.3 7,211.5 7,200.8
S2 7,162.7 7,162.7 7,206.9
S3 7,113.2 7,139.8 7,202.4
S4 7,063.7 7,090.3 7,188.8
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 8,194.2 8,065.8 7,419.1
R3 7,836.7 7,708.3 7,320.8
R2 7,479.2 7,479.2 7,288.0
R1 7,350.8 7,350.8 7,255.3 7,415.0
PP 7,121.7 7,121.7 7,121.7 7,153.8
S1 6,993.3 6,993.3 7,189.7 7,057.5
S2 6,764.2 6,764.2 7,157.0
S3 6,406.7 6,635.8 7,124.2
S4 6,049.2 6,278.3 7,025.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,250.0 6,892.5 357.5 5.0% 108.5 1.5% 90% False False 144,556
10 7,250.0 6,870.5 379.5 5.3% 102.7 1.4% 91% False False 124,532
20 7,250.0 6,870.5 379.5 5.3% 93.3 1.3% 91% False False 112,699
40 7,250.0 6,314.0 936.0 13.0% 117.8 1.6% 96% False False 125,800
60 7,250.0 6,098.0 1,152.0 16.0% 120.7 1.7% 97% False False 130,578
80 7,250.0 5,917.5 1,332.5 18.5% 122.1 1.7% 97% False False 102,769
100 7,250.0 5,917.5 1,332.5 18.5% 126.3 1.8% 97% False False 82,280
120 7,250.0 5,917.5 1,332.5 18.5% 127.1 1.8% 97% False False 68,597
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 19.9
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 7,445.4
2.618 7,364.6
1.618 7,315.1
1.000 7,284.5
0.618 7,265.6
HIGH 7,235.0
0.618 7,216.1
0.500 7,210.3
0.382 7,204.4
LOW 7,185.5
0.618 7,154.9
1.000 7,136.0
1.618 7,105.4
2.618 7,055.9
4.250 6,975.1
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 7,214.1 7,181.9
PP 7,212.2 7,147.8
S1 7,210.3 7,113.8

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

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