DAX Index Future December 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 6,810.0 6,796.5 -13.5 -0.2% 6,592.0
High 6,831.0 6,796.5 -34.5 -0.5% 6,814.0
Low 6,757.0 6,729.5 -27.5 -0.4% 6,320.0
Close 6,783.5 6,757.0 -26.5 -0.4% 6,682.0
Range 74.0 67.0 -7.0 -9.5% 494.0
ATR 138.7 133.6 -5.1 -3.7% 0.0
Volume 442 644 202 45.7% 2,743
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 6,962.0 6,926.5 6,793.9
R3 6,895.0 6,859.5 6,775.4
R2 6,828.0 6,828.0 6,769.3
R1 6,792.5 6,792.5 6,763.1 6,776.8
PP 6,761.0 6,761.0 6,761.0 6,753.1
S1 6,725.5 6,725.5 6,750.9 6,709.8
S2 6,694.0 6,694.0 6,744.7
S3 6,627.0 6,658.5 6,738.6
S4 6,560.0 6,591.5 6,720.2
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 6,831.0 6,337.5 493.5 7.3% 156.7 2.3% 85% False False 556
10 6,831.0 6,320.0 511.0 7.6% 147.7 2.2% 86% False False 693
20 6,831.0 6,320.0 511.0 7.6% 123.9 1.8% 86% False False 629
40 6,831.0 6,061.5 769.5 11.4% 120.4 1.8% 90% False False 1,585
60 6,831.0 5,924.0 907.0 13.4% 117.8 1.7% 92% False False 1,163
80 6,865.5 5,924.0 941.5 13.9% 115.2 1.7% 88% False False 883
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.1
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7,081.3
2.618 6,971.9
1.618 6,904.9
1.000 6,863.5
0.618 6,837.9
HIGH 6,796.5
0.618 6,770.9
0.500 6,763.0
0.382 6,755.1
LOW 6,729.5
0.618 6,688.1
1.000 6,662.5
1.618 6,621.1
2.618 6,554.1
4.250 6,444.8
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 6,763.0 6,767.0
PP 6,761.0 6,763.7
S1 6,759.0 6,760.3

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

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