DAX Index Future December 2012


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 7,292.0 7,330.5 38.5 0.5% 7,012.0
High 7,315.5 7,365.0 49.5 0.7% 7,336.0
Low 7,274.0 7,306.5 32.5 0.4% 7,006.0
Close 7,293.0 7,338.5 45.5 0.6% 7,306.5
Range 41.5 58.5 17.0 41.0% 330.0
ATR 106.4 104.0 -2.5 -2.3% 0.0
Volume 107,589 133,909 26,320 24.5% 350,529
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 7,512.2 7,483.8 7,370.7
R3 7,453.7 7,425.3 7,354.6
R2 7,395.2 7,395.2 7,349.2
R1 7,366.8 7,366.8 7,343.9 7,381.0
PP 7,336.7 7,336.7 7,336.7 7,343.8
S1 7,308.3 7,308.3 7,333.1 7,322.5
S2 7,278.2 7,278.2 7,327.8
S3 7,219.7 7,249.8 7,322.4
S4 7,161.2 7,191.3 7,306.3
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 7,365.0 7,092.5 272.5 3.7% 74.2 1.0% 90% True False 94,589
10 7,365.0 6,948.0 417.0 5.7% 94.2 1.3% 94% True False 112,940
20 7,440.0 6,948.0 492.0 6.7% 101.8 1.4% 79% False False 115,155
40 7,449.5 6,948.0 501.5 6.8% 96.0 1.3% 78% False False 114,911
60 7,483.5 6,898.0 585.5 8.0% 96.4 1.3% 75% False False 98,709
80 7,483.5 6,856.5 627.0 8.5% 92.6 1.3% 77% False False 74,135
100 7,483.5 6,320.0 1,163.5 15.9% 101.8 1.4% 88% False False 59,412
120 7,483.5 6,086.0 1,397.5 19.0% 104.6 1.4% 90% False False 49,925
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 23.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,613.6
2.618 7,518.2
1.618 7,459.7
1.000 7,423.5
0.618 7,401.2
HIGH 7,365.0
0.618 7,342.7
0.500 7,335.8
0.382 7,328.8
LOW 7,306.5
0.618 7,270.3
1.000 7,248.0
1.618 7,211.8
2.618 7,153.3
4.250 7,057.9
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 7,337.6 7,323.3
PP 7,336.7 7,308.0
S1 7,335.8 7,292.8

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

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