DAX Index Future December 2012


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 7,193.5 7,270.5 77.0 1.1% 7,352.5
High 7,308.5 7,294.5 -14.0 -0.2% 7,359.0
Low 7,183.0 7,232.5 49.5 0.7% 7,183.0
Close 7,285.5 7,245.5 -40.0 -0.5% 7,245.5
Range 125.5 62.0 -63.5 -50.6% 176.0
ATR 102.8 99.9 -2.9 -2.8% 0.0
Volume 115,993 114,249 -1,744 -1.5% 589,651
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 7,443.5 7,406.5 7,279.6
R3 7,381.5 7,344.5 7,262.6
R2 7,319.5 7,319.5 7,256.9
R1 7,282.5 7,282.5 7,251.2 7,270.0
PP 7,257.5 7,257.5 7,257.5 7,251.3
S1 7,220.5 7,220.5 7,239.8 7,208.0
S2 7,195.5 7,195.5 7,234.1
S3 7,133.5 7,158.5 7,228.5
S4 7,071.5 7,096.5 7,211.4
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 7,790.5 7,694.0 7,342.3
R3 7,614.5 7,518.0 7,293.9
R2 7,438.5 7,438.5 7,277.8
R1 7,342.0 7,342.0 7,261.6 7,302.3
PP 7,262.5 7,262.5 7,262.5 7,242.6
S1 7,166.0 7,166.0 7,229.4 7,126.3
S2 7,086.5 7,086.5 7,213.2
S3 6,910.5 6,990.0 7,197.1
S4 6,734.5 6,814.0 7,148.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,359.0 7,183.0 176.0 2.4% 86.2 1.2% 36% False False 117,930
10 7,412.5 7,183.0 229.5 3.2% 93.3 1.3% 27% False False 116,610
20 7,483.5 7,183.0 300.5 4.1% 89.9 1.2% 21% False False 111,641
40 7,483.5 6,875.0 608.5 8.4% 92.1 1.3% 61% False False 59,082
60 7,483.5 6,320.0 1,163.5 16.1% 105.8 1.5% 80% False False 39,553
80 7,483.5 6,112.5 1,371.0 18.9% 104.5 1.4% 83% False False 29,776
100 7,483.5 5,924.0 1,559.5 21.5% 108.7 1.5% 85% False False 24,340
120 7,483.5 5,924.0 1,559.5 21.5% 108.8 1.5% 85% False False 20,305
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.6
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 7,558.0
2.618 7,456.8
1.618 7,394.8
1.000 7,356.5
0.618 7,332.8
HIGH 7,294.5
0.618 7,270.8
0.500 7,263.5
0.382 7,256.2
LOW 7,232.5
0.618 7,194.2
1.000 7,170.5
1.618 7,132.2
2.618 7,070.2
4.250 6,969.0
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 7,263.5 7,245.8
PP 7,257.5 7,245.7
S1 7,251.5 7,245.6

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

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