DAX Index Future December 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 6,609.0 6,757.5 148.5 2.2% 6,592.0
High 6,814.0 6,796.0 -18.0 -0.3% 6,814.0
Low 6,520.0 6,703.0 183.0 2.8% 6,320.0
Close 6,682.0 6,782.0 100.0 1.5% 6,682.0
Range 294.0 93.0 -201.0 -68.4% 494.0
ATR 145.9 143.7 -2.3 -1.6% 0.0
Volume 309 383 74 23.9% 2,743
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 7,039.3 7,003.7 6,833.2
R3 6,946.3 6,910.7 6,807.6
R2 6,853.3 6,853.3 6,799.1
R1 6,817.7 6,817.7 6,790.5 6,835.5
PP 6,760.3 6,760.3 6,760.3 6,769.3
S1 6,724.7 6,724.7 6,773.5 6,742.5
S2 6,667.3 6,667.3 6,765.0
S3 6,574.3 6,631.7 6,756.4
S4 6,481.3 6,538.7 6,730.9
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 8,087.3 7,878.7 6,953.7
R3 7,593.3 7,384.7 6,817.9
R2 7,099.3 7,099.3 6,772.6
R1 6,890.7 6,890.7 6,727.3 6,995.0
PP 6,605.3 6,605.3 6,605.3 6,657.5
S1 6,396.7 6,396.7 6,636.7 6,501.0
S2 6,111.3 6,111.3 6,591.4
S3 5,617.3 5,902.7 6,546.2
S4 5,123.3 5,408.7 6,410.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,814.0 6,320.0 494.0 7.3% 179.4 2.6% 94% False False 535
10 6,814.0 6,320.0 494.0 7.3% 153.1 2.3% 94% False False 650
20 6,814.0 6,320.0 494.0 7.3% 123.5 1.8% 94% False False 585
40 6,814.0 5,924.0 890.0 13.1% 123.0 1.8% 96% False False 1,602
60 6,814.0 5,924.0 890.0 13.1% 120.0 1.8% 96% False False 1,147
80 6,865.5 5,924.0 941.5 13.9% 116.2 1.7% 91% False False 870
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.8
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 7,191.3
2.618 7,039.5
1.618 6,946.5
1.000 6,889.0
0.618 6,853.5
HIGH 6,796.0
0.618 6,760.5
0.500 6,749.5
0.382 6,738.5
LOW 6,703.0
0.618 6,645.5
1.000 6,610.0
1.618 6,552.5
2.618 6,459.5
4.250 6,307.8
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 6,771.2 6,713.3
PP 6,760.3 6,644.5
S1 6,749.5 6,575.8

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

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