DAX Index Future December 2012


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 7,328.0 7,225.0 -103.0 -1.4% 7,211.0
High 7,329.0 7,249.0 -80.0 -1.1% 7,412.5
Low 7,221.0 7,185.5 -35.5 -0.5% 7,209.5
Close 7,228.0 7,217.5 -10.5 -0.1% 7,392.5
Range 108.0 63.5 -44.5 -41.2% 203.0
ATR 104.0 101.1 -2.9 -2.8% 0.0
Volume 108,595 126,473 17,878 16.5% 576,458
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 7,407.8 7,376.2 7,252.4
R3 7,344.3 7,312.7 7,235.0
R2 7,280.8 7,280.8 7,229.1
R1 7,249.2 7,249.2 7,223.3 7,233.3
PP 7,217.3 7,217.3 7,217.3 7,209.4
S1 7,185.7 7,185.7 7,211.7 7,169.8
S2 7,153.8 7,153.8 7,205.9
S3 7,090.3 7,122.2 7,200.0
S4 7,026.8 7,058.7 7,182.6
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 7,947.2 7,872.8 7,504.2
R3 7,744.2 7,669.8 7,448.3
R2 7,541.2 7,541.2 7,429.7
R1 7,466.8 7,466.8 7,411.1 7,504.0
PP 7,338.2 7,338.2 7,338.2 7,356.8
S1 7,263.8 7,263.8 7,373.9 7,301.0
S2 7,135.2 7,135.2 7,355.3
S3 6,932.2 7,060.8 7,336.7
S4 6,729.2 6,857.8 7,280.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,412.5 7,185.5 227.0 3.1% 86.8 1.2% 14% False True 112,482
10 7,412.5 7,185.5 227.0 3.1% 96.0 1.3% 14% False True 120,807
20 7,483.5 7,185.5 298.0 4.1% 90.0 1.2% 11% False True 102,543
40 7,483.5 6,875.0 608.5 8.4% 91.0 1.3% 56% False False 53,334
60 7,483.5 6,320.0 1,163.5 16.1% 105.9 1.5% 77% False False 35,724
80 7,483.5 6,112.5 1,371.0 19.0% 105.2 1.5% 81% False False 26,913
100 7,483.5 5,924.0 1,559.5 21.6% 108.8 1.5% 83% False False 22,041
120 7,483.5 5,924.0 1,559.5 21.6% 108.0 1.5% 83% False False 18,387
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.9
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7,518.9
2.618 7,415.2
1.618 7,351.7
1.000 7,312.5
0.618 7,288.2
HIGH 7,249.0
0.618 7,224.7
0.500 7,217.3
0.382 7,209.8
LOW 7,185.5
0.618 7,146.3
1.000 7,122.0
1.618 7,082.8
2.618 7,019.3
4.250 6,915.6
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 7,217.4 7,272.3
PP 7,217.3 7,254.0
S1 7,217.3 7,235.8

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

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