DAX Index Future December 2012


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 7,366.5 7,338.5 -28.0 -0.4% 7,235.0
High 7,393.0 7,346.5 -46.5 -0.6% 7,449.5
Low 7,303.5 7,154.0 -149.5 -2.0% 7,222.0
Close 7,323.5 7,177.5 -146.0 -2.0% 7,367.5
Range 89.5 192.5 103.0 115.1% 227.5
ATR 94.4 101.4 7.0 7.4% 0.0
Volume 157,958 137,625 -20,333 -12.9% 601,941
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 7,803.5 7,683.0 7,283.4
R3 7,611.0 7,490.5 7,230.4
R2 7,418.5 7,418.5 7,212.8
R1 7,298.0 7,298.0 7,195.1 7,262.0
PP 7,226.0 7,226.0 7,226.0 7,208.0
S1 7,105.5 7,105.5 7,159.9 7,069.5
S2 7,033.5 7,033.5 7,142.2
S3 6,841.0 6,913.0 7,124.6
S4 6,648.5 6,720.5 7,071.6
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 8,028.8 7,925.7 7,492.6
R3 7,801.3 7,698.2 7,430.1
R2 7,573.8 7,573.8 7,409.2
R1 7,470.7 7,470.7 7,388.4 7,522.3
PP 7,346.3 7,346.3 7,346.3 7,372.1
S1 7,243.2 7,243.2 7,346.6 7,294.8
S2 7,118.8 7,118.8 7,325.8
S3 6,891.3 7,015.7 7,304.9
S4 6,663.8 6,788.2 7,242.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,449.5 7,154.0 295.5 4.1% 95.7 1.3% 8% False True 132,306
10 7,449.5 7,154.0 295.5 4.1% 91.2 1.3% 8% False True 125,423
20 7,449.5 7,154.0 295.5 4.1% 96.3 1.3% 8% False True 122,393
40 7,483.5 6,875.0 608.5 8.5% 94.0 1.3% 50% False False 81,463
60 7,483.5 6,554.5 929.0 12.9% 95.8 1.3% 67% False False 54,420
80 7,483.5 6,320.0 1,163.5 16.2% 102.7 1.4% 74% False False 40,961
100 7,483.5 5,924.0 1,559.5 21.7% 106.7 1.5% 80% False False 33,293
120 7,483.5 5,924.0 1,559.5 21.7% 107.9 1.5% 80% False False 27,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.2
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 8,164.6
2.618 7,850.5
1.618 7,658.0
1.000 7,539.0
0.618 7,465.5
HIGH 7,346.5
0.618 7,273.0
0.500 7,250.3
0.382 7,227.5
LOW 7,154.0
0.618 7,035.0
1.000 6,961.5
1.618 6,842.5
2.618 6,650.0
4.250 6,335.9
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 7,250.3 7,293.8
PP 7,226.0 7,255.0
S1 7,201.8 7,216.3

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

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