DAX Index Future December 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 7,010.0 6,974.0 -36.0 -0.5% 7,039.5
High 7,027.5 6,979.5 -48.0 -0.7% 7,105.0
Low 6,948.0 6,875.0 -73.0 -1.1% 6,891.0
Close 7,001.5 6,908.0 -93.5 -1.3% 6,978.5
Range 79.5 104.5 25.0 31.4% 214.0
ATR 103.3 104.9 1.7 1.6% 0.0
Volume 317 395 78 24.6% 1,591
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,234.3 7,175.7 6,965.5
R3 7,129.8 7,071.2 6,936.7
R2 7,025.3 7,025.3 6,927.2
R1 6,966.7 6,966.7 6,917.6 6,943.8
PP 6,920.8 6,920.8 6,920.8 6,909.4
S1 6,862.2 6,862.2 6,898.4 6,839.3
S2 6,816.3 6,816.3 6,888.8
S3 6,711.8 6,757.7 6,879.3
S4 6,607.3 6,653.2 6,850.5
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,633.5 7,520.0 7,096.2
R3 7,419.5 7,306.0 7,037.4
R2 7,205.5 7,205.5 7,017.7
R1 7,092.0 7,092.0 6,998.1 7,041.8
PP 6,991.5 6,991.5 6,991.5 6,966.4
S1 6,878.0 6,878.0 6,958.9 6,827.8
S2 6,777.5 6,777.5 6,939.3
S3 6,563.5 6,664.0 6,919.7
S4 6,349.5 6,450.0 6,860.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,050.0 6,875.0 175.0 2.5% 85.9 1.2% 19% False True 701
10 7,105.0 6,875.0 230.0 3.3% 81.9 1.2% 14% False True 515
20 7,105.0 6,611.0 494.0 7.2% 89.0 1.3% 60% False False 396
40 7,105.0 6,320.0 785.0 11.4% 110.1 1.6% 75% False False 466
60 7,105.0 6,061.5 1,043.5 15.1% 112.8 1.6% 81% False False 1,168
80 7,105.0 5,924.0 1,181.0 17.1% 113.5 1.6% 83% False False 977
100 7,105.0 5,924.0 1,181.0 17.1% 111.9 1.6% 83% False False 790
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,423.6
2.618 7,253.1
1.618 7,148.6
1.000 7,084.0
0.618 7,044.1
HIGH 6,979.5
0.618 6,939.6
0.500 6,927.3
0.382 6,914.9
LOW 6,875.0
0.618 6,810.4
1.000 6,770.5
1.618 6,705.9
2.618 6,601.4
4.250 6,430.9
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 6,927.3 6,952.5
PP 6,920.8 6,937.7
S1 6,914.4 6,922.8

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

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