DAX Index Future March 2013


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 6,942.0 6,976.5 34.5 0.5% 6,872.5
High 6,955.0 6,976.5 21.5 0.3% 6,990.0
Low 6,905.5 6,916.0 10.5 0.2% 6,855.0
Close 6,953.5 6,916.0 -37.5 -0.5% 6,953.5
Range 49.5 60.5 11.0 22.2% 135.0
ATR 107.8 104.4 -3.4 -3.1% 0.0
Volume 11 20 9 81.8% 203
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,117.7 7,077.3 6,949.3
R3 7,057.2 7,016.8 6,932.6
R2 6,996.7 6,996.7 6,927.1
R1 6,956.3 6,956.3 6,921.5 6,946.3
PP 6,936.2 6,936.2 6,936.2 6,931.1
S1 6,895.8 6,895.8 6,910.5 6,885.8
S2 6,875.7 6,875.7 6,904.9
S3 6,815.2 6,835.3 6,899.4
S4 6,754.7 6,774.8 6,882.7
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,337.8 7,280.7 7,027.8
R3 7,202.8 7,145.7 6,990.6
R2 7,067.8 7,067.8 6,978.3
R1 7,010.7 7,010.7 6,965.9 7,039.3
PP 6,932.8 6,932.8 6,932.8 6,947.1
S1 6,875.7 6,875.7 6,941.1 6,904.3
S2 6,797.8 6,797.8 6,928.8
S3 6,662.8 6,740.7 6,916.4
S4 6,527.8 6,605.7 6,879.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,990.0 6,900.0 90.0 1.3% 63.9 0.9% 18% False False 27
10 6,990.0 6,570.0 420.0 6.1% 91.0 1.3% 82% False False 36
20 6,990.0 6,339.5 650.5 9.4% 100.5 1.5% 89% False False 38
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,233.6
2.618 7,134.9
1.618 7,074.4
1.000 7,037.0
0.618 7,013.9
HIGH 6,976.5
0.618 6,953.4
0.500 6,946.3
0.382 6,939.1
LOW 6,916.0
0.618 6,878.6
1.000 6,855.5
1.618 6,818.1
2.618 6,757.6
4.250 6,658.9
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 6,946.3 6,945.0
PP 6,936.2 6,935.3
S1 6,926.1 6,925.7

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

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