DAX Index Future December 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 6,250.0 6,335.5 85.5 1.4% 6,314.5
High 6,388.0 6,425.0 37.0 0.6% 6,322.0
Low 6,242.5 6,335.5 93.0 1.5% 6,086.0
Close 6,368.5 6,397.5 29.0 0.5% 6,235.0
Range 145.5 89.5 -56.0 -38.5% 236.0
ATR 128.0 125.3 -2.8 -2.2% 0.0
Volume 398 753 355 89.2% 41,793
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 6,654.5 6,615.5 6,446.7
R3 6,565.0 6,526.0 6,422.1
R2 6,475.5 6,475.5 6,413.9
R1 6,436.5 6,436.5 6,405.7 6,456.0
PP 6,386.0 6,386.0 6,386.0 6,395.8
S1 6,347.0 6,347.0 6,389.3 6,366.5
S2 6,296.5 6,296.5 6,381.1
S3 6,207.0 6,257.5 6,372.9
S4 6,117.5 6,168.0 6,348.3
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 6,922.3 6,814.7 6,364.8
R3 6,686.3 6,578.7 6,299.9
R2 6,450.3 6,450.3 6,278.3
R1 6,342.7 6,342.7 6,256.6 6,278.5
PP 6,214.3 6,214.3 6,214.3 6,182.3
S1 6,106.7 6,106.7 6,213.4 6,042.5
S2 5,978.3 5,978.3 6,191.7
S3 5,742.3 5,870.7 6,170.1
S4 5,506.3 5,634.7 6,105.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,425.0 6,086.0 339.0 5.3% 106.4 1.7% 92% True False 4,474
10 6,425.0 6,061.5 363.5 5.7% 124.5 1.9% 92% True False 4,742
20 6,450.0 5,924.0 526.0 8.2% 122.2 1.9% 90% False False 2,584
40 6,865.5 5,924.0 941.5 14.7% 113.5 1.8% 50% False False 1,351
60 7,110.0 5,924.0 1,186.0 18.5% 109.5 1.7% 40% False False 914
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,805.4
2.618 6,659.3
1.618 6,569.8
1.000 6,514.5
0.618 6,480.3
HIGH 6,425.0
0.618 6,390.8
0.500 6,380.3
0.382 6,369.7
LOW 6,335.5
0.618 6,280.2
1.000 6,246.0
1.618 6,190.7
2.618 6,101.2
4.250 5,955.1
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 6,391.8 6,374.0
PP 6,386.0 6,350.5
S1 6,380.3 6,327.0

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

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