DAX Index Future September 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 7,208.0 7,182.0 -26.0 -0.4% 7,002.5
High 7,235.0 7,315.0 80.0 1.1% 7,250.0
Low 7,185.5 7,173.5 -12.0 -0.2% 6,892.5
Close 7,216.0 7,313.0 97.0 1.3% 7,222.5
Range 49.5 141.5 92.0 185.9% 357.5
ATR 111.7 113.8 2.1 1.9% 0.0
Volume 136,056 136,056 0 0.0% 586,725
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 7,691.7 7,643.8 7,390.8
R3 7,550.2 7,502.3 7,351.9
R2 7,408.7 7,408.7 7,338.9
R1 7,360.8 7,360.8 7,326.0 7,384.8
PP 7,267.2 7,267.2 7,267.2 7,279.1
S1 7,219.3 7,219.3 7,300.0 7,243.3
S2 7,125.7 7,125.7 7,287.1
S3 6,984.2 7,077.8 7,274.1
S4 6,842.7 6,936.3 7,235.2
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 7,315.0 6,892.5 422.5 5.8% 116.9 1.6% 100% True False 142,391
10 7,315.0 6,870.5 444.5 6.1% 106.3 1.5% 100% True False 129,945
20 7,315.0 6,870.5 444.5 6.1% 95.5 1.3% 100% True False 114,202
40 7,315.0 6,314.0 1,001.0 13.7% 119.6 1.6% 100% True False 127,045
60 7,315.0 6,098.0 1,217.0 16.6% 120.9 1.7% 100% True False 129,720
80 7,315.0 5,917.5 1,397.5 19.1% 122.5 1.7% 100% True False 104,466
100 7,315.0 5,917.5 1,397.5 19.1% 126.0 1.7% 100% True False 83,637
120 7,315.0 5,917.5 1,397.5 19.1% 127.5 1.7% 100% True False 69,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,916.4
2.618 7,685.4
1.618 7,543.9
1.000 7,456.5
0.618 7,402.4
HIGH 7,315.0
0.618 7,260.9
0.500 7,244.3
0.382 7,227.6
LOW 7,173.5
0.618 7,086.1
1.000 7,032.0
1.618 6,944.6
2.618 6,803.1
4.250 6,572.1
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 7,290.1 7,288.7
PP 7,267.2 7,264.3
S1 7,244.3 7,240.0

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

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