DAX Index Future September 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 7,391.0 7,352.0 -39.0 -0.5% 7,208.0
High 7,403.5 7,402.0 -1.5 0.0% 7,447.5
Low 7,325.0 7,312.5 -12.5 -0.2% 7,173.5
Close 7,392.5 7,383.0 -9.5 -0.1% 7,410.5
Range 78.5 89.5 11.0 14.0% 274.0
ATR 107.1 105.8 -1.3 -1.2% 0.0
Volume 161,310 161,310 0 0.0% 641,127
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 7,634.3 7,598.2 7,432.2
R3 7,544.8 7,508.7 7,407.6
R2 7,455.3 7,455.3 7,399.4
R1 7,419.2 7,419.2 7,391.2 7,437.3
PP 7,365.8 7,365.8 7,365.8 7,374.9
S1 7,329.7 7,329.7 7,374.8 7,347.8
S2 7,276.3 7,276.3 7,366.6
S3 7,186.8 7,240.2 7,358.4
S4 7,097.3 7,150.7 7,333.8
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 7,305.0 142.5 1.9% 72.9 1.0% 55% False False 155,594
10 7,447.5 7,165.0 282.5 3.8% 87.2 1.2% 77% False False 140,153
20 7,447.5 6,870.5 577.0 7.8% 101.6 1.4% 89% False False 133,213
40 7,447.5 6,323.0 1,124.5 15.2% 111.3 1.5% 94% False False 128,750
60 7,447.5 6,098.0 1,349.5 18.3% 117.2 1.6% 95% False False 130,672
80 7,447.5 5,917.5 1,530.0 20.7% 120.3 1.6% 96% False False 117,367
100 7,447.5 5,917.5 1,530.0 20.7% 122.8 1.7% 96% False False 94,087
120 7,447.5 5,917.5 1,530.0 20.7% 125.4 1.7% 96% False False 78,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,782.4
2.618 7,636.3
1.618 7,546.8
1.000 7,491.5
0.618 7,457.3
HIGH 7,402.0
0.618 7,367.8
0.500 7,357.3
0.382 7,346.7
LOW 7,312.5
0.618 7,257.2
1.000 7,223.0
1.618 7,167.7
2.618 7,078.2
4.250 6,932.1
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 7,374.4 7,373.4
PP 7,365.8 7,363.8
S1 7,357.3 7,354.3

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

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