DAX Index Future December 2012


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 7,142.5 7,258.0 115.5 1.6% 7,012.0
High 7,196.0 7,336.0 140.0 1.9% 7,336.0
Low 7,136.0 7,220.5 84.5 1.2% 7,006.0
Close 7,187.5 7,306.5 119.0 1.7% 7,306.5
Range 60.0 115.5 55.5 92.5% 330.0
ATR 108.5 111.4 2.9 2.6% 0.0
Volume 59,586 87,595 28,009 47.0% 350,529
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 7,634.2 7,585.8 7,370.0
R3 7,518.7 7,470.3 7,338.3
R2 7,403.2 7,403.2 7,327.7
R1 7,354.8 7,354.8 7,317.1 7,379.0
PP 7,287.7 7,287.7 7,287.7 7,299.8
S1 7,239.3 7,239.3 7,295.9 7,263.5
S2 7,172.2 7,172.2 7,285.3
S3 7,056.7 7,123.8 7,274.7
S4 6,941.2 7,008.3 7,243.0
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 8,206.2 8,086.3 7,488.0
R3 7,876.2 7,756.3 7,397.3
R2 7,546.2 7,546.2 7,367.0
R1 7,426.3 7,426.3 7,336.8 7,486.3
PP 7,216.2 7,216.2 7,216.2 7,246.1
S1 7,096.3 7,096.3 7,276.3 7,156.3
S2 6,886.2 6,886.2 7,246.0
S3 6,556.2 6,766.3 7,215.8
S4 6,226.2 6,436.3 7,125.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,336.0 6,948.0 388.0 5.3% 101.6 1.4% 92% True False 92,776
10 7,336.0 6,948.0 388.0 5.3% 108.2 1.5% 92% True False 112,727
20 7,440.0 6,948.0 492.0 6.7% 105.3 1.4% 73% False False 109,164
40 7,449.5 6,948.0 501.5 6.9% 100.2 1.4% 71% False False 115,630
60 7,483.5 6,875.0 608.5 8.3% 98.5 1.3% 71% False False 94,703
80 7,483.5 6,554.5 929.0 12.7% 98.5 1.3% 81% False False 71,128
100 7,483.5 6,320.0 1,163.5 15.9% 103.6 1.4% 85% False False 57,028
120 7,483.5 6,061.5 1,422.0 19.5% 105.8 1.4% 88% False False 47,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 22.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,826.9
2.618 7,638.4
1.618 7,522.9
1.000 7,451.5
0.618 7,407.4
HIGH 7,336.0
0.618 7,291.9
0.500 7,278.3
0.382 7,264.6
LOW 7,220.5
0.618 7,149.1
1.000 7,105.0
1.618 7,033.6
2.618 6,918.1
4.250 6,729.6
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 7,297.1 7,275.8
PP 7,287.7 7,245.0
S1 7,278.3 7,214.3

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

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