DAX Index Future September 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 7,421.5 7,382.0 -39.5 -0.5% 7,208.0
High 7,447.5 7,416.0 -31.5 -0.4% 7,447.5
Low 7,382.0 7,369.5 -12.5 -0.2% 7,173.5
Close 7,410.5 7,398.5 -12.0 -0.2% 7,410.5
Range 65.5 46.5 -19.0 -29.0% 274.0
ATR 115.4 110.5 -4.9 -4.3% 0.0
Volume 99,988 172,580 72,592 72.6% 641,127
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 7,534.2 7,512.8 7,424.1
R3 7,487.7 7,466.3 7,411.3
R2 7,441.2 7,441.2 7,407.0
R1 7,419.8 7,419.8 7,402.8 7,430.5
PP 7,394.7 7,394.7 7,394.7 7,400.0
S1 7,373.3 7,373.3 7,394.2 7,384.0
S2 7,348.2 7,348.2 7,390.0
S3 7,301.7 7,326.8 7,385.7
S4 7,255.2 7,280.3 7,372.9
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 8,165.8 8,062.2 7,561.2
R3 7,891.8 7,788.2 7,485.9
R2 7,617.8 7,617.8 7,460.7
R1 7,514.2 7,514.2 7,435.6 7,566.0
PP 7,343.8 7,343.8 7,343.8 7,369.8
S1 7,240.2 7,240.2 7,385.4 7,292.0
S2 7,069.8 7,069.8 7,360.3
S3 6,795.8 6,966.2 7,335.2
S4 6,521.8 6,692.2 7,259.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,447.5 7,173.5 274.0 3.7% 96.9 1.3% 82% False False 135,530
10 7,447.5 6,892.5 555.0 7.5% 102.7 1.4% 91% False False 140,043
20 7,447.5 6,870.5 577.0 7.8% 99.1 1.3% 92% False False 123,178
40 7,447.5 6,314.0 1,133.5 15.3% 117.1 1.6% 96% False False 127,996
60 7,447.5 6,098.0 1,349.5 18.2% 117.8 1.6% 96% False False 128,473
80 7,447.5 5,917.5 1,530.0 20.7% 121.5 1.6% 97% False False 111,143
100 7,447.5 5,917.5 1,530.0 20.7% 124.3 1.7% 97% False False 89,042
120 7,447.5 5,917.5 1,530.0 20.7% 126.4 1.7% 97% False False 74,235
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.8
Narrowest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 7,613.6
2.618 7,537.7
1.618 7,491.2
1.000 7,462.5
0.618 7,444.7
HIGH 7,416.0
0.618 7,398.2
0.500 7,392.8
0.382 7,387.3
LOW 7,369.5
0.618 7,340.8
1.000 7,323.0
1.618 7,294.3
2.618 7,247.8
4.250 7,171.9
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 7,396.6 7,386.8
PP 7,394.7 7,375.2
S1 7,392.8 7,363.5

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

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