DAX Index Future December 2012


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 7,367.5 7,331.0 -36.5 -0.5% 7,385.0
High 7,376.0 7,351.0 -25.0 -0.3% 7,483.5
Low 7,258.5 7,271.5 13.0 0.2% 7,309.5
Close 7,294.5 7,291.5 -3.0 0.0% 7,456.5
Range 117.5 79.5 -38.0 -32.3% 174.0
ATR 103.8 102.1 -1.7 -1.7% 0.0
Volume 112,040 136,749 24,709 22.1% 440,921
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 7,543.2 7,496.8 7,335.2
R3 7,463.7 7,417.3 7,313.4
R2 7,384.2 7,384.2 7,306.1
R1 7,337.8 7,337.8 7,298.8 7,321.3
PP 7,304.7 7,304.7 7,304.7 7,296.4
S1 7,258.3 7,258.3 7,284.2 7,241.8
S2 7,225.2 7,225.2 7,276.9
S3 7,145.7 7,178.8 7,269.6
S4 7,066.2 7,099.3 7,247.8
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 7,258.5 225.0 3.1% 86.7 1.2% 15% False False 115,100
10 7,483.5 7,258.5 225.0 3.1% 79.5 1.1% 15% False False 95,905
20 7,483.5 6,875.0 608.5 8.3% 95.0 1.3% 68% False False 52,849
40 7,483.5 6,554.5 929.0 12.7% 96.9 1.3% 79% False False 26,625
60 7,483.5 6,320.0 1,163.5 16.0% 105.9 1.5% 83% False False 17,960
80 7,483.5 6,061.5 1,422.0 19.5% 108.7 1.5% 86% False False 14,105
100 7,483.5 5,924.0 1,559.5 21.4% 109.4 1.5% 88% False False 11,348
120 7,483.5 5,924.0 1,559.5 21.4% 109.1 1.5% 88% False False 9,464
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,688.9
2.618 7,559.1
1.618 7,479.6
1.000 7,430.5
0.618 7,400.1
HIGH 7,351.0
0.618 7,320.6
0.500 7,311.3
0.382 7,301.9
LOW 7,271.5
0.618 7,222.4
1.000 7,192.0
1.618 7,142.9
2.618 7,063.4
4.250 6,933.6
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 7,311.3 7,351.0
PP 7,304.7 7,331.2
S1 7,298.1 7,311.3

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

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