DAX Index Future December 2012


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 7,347.5 7,211.0 -136.5 -1.9% 7,422.0
High 7,354.5 7,343.5 -11.0 -0.1% 7,445.5
Low 7,220.0 7,209.5 -10.5 -0.1% 7,220.0
Close 7,238.5 7,333.5 95.0 1.3% 7,238.5
Range 134.5 134.0 -0.5 -0.4% 225.5
ATR 104.4 106.5 2.1 2.0% 0.0
Volume 135,456 134,781 -675 -0.5% 625,795
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 7,697.5 7,649.5 7,407.2
R3 7,563.5 7,515.5 7,370.4
R2 7,429.5 7,429.5 7,358.1
R1 7,381.5 7,381.5 7,345.8 7,405.5
PP 7,295.5 7,295.5 7,295.5 7,307.5
S1 7,247.5 7,247.5 7,321.2 7,271.5
S2 7,161.5 7,161.5 7,308.9
S3 7,027.5 7,113.5 7,296.7
S4 6,893.5 6,979.5 7,259.8
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 7,977.8 7,833.7 7,362.5
R3 7,752.3 7,608.2 7,300.5
R2 7,526.8 7,526.8 7,279.8
R1 7,382.7 7,382.7 7,259.2 7,342.0
PP 7,301.3 7,301.3 7,301.3 7,281.0
S1 7,157.2 7,157.2 7,217.8 7,116.5
S2 7,075.8 7,075.8 7,197.2
S3 6,850.3 6,931.7 7,176.5
S4 6,624.8 6,706.2 7,114.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,443.5 7,209.5 234.0 3.2% 111.5 1.5% 53% False True 131,054
10 7,483.5 7,209.5 274.0 3.7% 95.2 1.3% 45% False True 112,720
20 7,483.5 6,898.0 585.5 8.0% 97.3 1.3% 74% False False 66,303
40 7,483.5 6,856.5 627.0 8.5% 89.2 1.2% 76% False False 33,358
60 7,483.5 6,320.0 1,163.5 15.9% 105.7 1.4% 87% False False 22,413
80 7,483.5 6,086.0 1,397.5 19.1% 109.0 1.5% 89% False False 17,431
100 7,483.5 5,924.0 1,559.5 21.3% 110.2 1.5% 90% False False 14,050
120 7,483.5 5,924.0 1,559.5 21.3% 109.7 1.5% 90% False False 11,715
Crabel Price Patterns
NR True
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 True
Bull Hook False
Stretch 15.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,913.0
2.618 7,694.3
1.618 7,560.3
1.000 7,477.5
0.618 7,426.3
HIGH 7,343.5
0.618 7,292.3
0.500 7,276.5
0.382 7,260.7
LOW 7,209.5
0.618 7,126.7
1.000 7,075.5
1.618 6,992.7
2.618 6,858.7
4.250 6,640.0
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 7,314.5 7,316.3
PP 7,295.5 7,299.2
S1 7,276.5 7,282.0

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

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