DAX Index Future December 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 7,359.5 7,427.0 67.5 0.9% 7,385.0
High 7,405.5 7,483.5 78.0 1.1% 7,483.5
Low 7,316.5 7,394.5 78.0 1.1% 7,309.5
Close 7,387.0 7,456.5 69.5 0.9% 7,456.5
Range 89.0 89.0 0.0 0.0% 174.0
ATR 102.4 102.0 -0.4 -0.4% 0.0
Volume 93,351 85,163 -8,188 -8.8% 440,921
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 7,711.8 7,673.2 7,505.5
R3 7,622.8 7,584.2 7,481.0
R2 7,533.8 7,533.8 7,472.8
R1 7,495.2 7,495.2 7,464.7 7,514.5
PP 7,444.8 7,444.8 7,444.8 7,454.5
S1 7,406.2 7,406.2 7,448.3 7,425.5
S2 7,355.8 7,355.8 7,440.2
S3 7,266.8 7,317.2 7,432.0
S4 7,177.8 7,228.2 7,407.6
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 7,938.5 7,871.5 7,552.2
R3 7,764.5 7,697.5 7,504.4
R2 7,590.5 7,590.5 7,488.4
R1 7,523.5 7,523.5 7,472.5 7,557.0
PP 7,416.5 7,416.5 7,416.5 7,433.3
S1 7,349.5 7,349.5 7,440.6 7,383.0
S2 7,242.5 7,242.5 7,424.6
S3 7,068.5 7,175.5 7,408.7
S4 6,894.5 7,001.5 7,360.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,483.5 7,309.5 174.0 2.3% 77.0 1.0% 84% True False 88,184
10 7,483.5 7,176.5 307.0 4.1% 86.7 1.2% 91% True False 54,258
20 7,483.5 6,875.0 608.5 8.2% 94.0 1.3% 96% True False 28,487
40 7,483.5 6,520.0 963.5 12.9% 101.5 1.4% 97% True False 14,411
60 7,483.5 6,281.0 1,202.5 16.1% 107.4 1.4% 98% True False 9,800
80 7,483.5 5,924.0 1,559.5 20.9% 111.5 1.5% 98% True False 8,013
100 7,483.5 5,924.0 1,559.5 20.9% 111.9 1.5% 98% True False 6,446
120 7,483.5 5,924.0 1,559.5 20.9% 109.8 1.5% 98% True False 5,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 22.3
Fibonacci Retracements and Extensions
4.250 7,861.8
2.618 7,716.5
1.618 7,627.5
1.000 7,572.5
0.618 7,538.5
HIGH 7,483.5
0.618 7,449.5
0.500 7,439.0
0.382 7,428.5
LOW 7,394.5
0.618 7,339.5
1.000 7,305.5
1.618 7,250.5
2.618 7,161.5
4.250 7,016.3
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 7,450.7 7,437.7
PP 7,444.8 7,418.8
S1 7,439.0 7,400.0

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

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