DAX Index Future March 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 7,319.0 7,220.0 -99.0 -1.4% 7,241.5
High 7,319.0 7,248.0 -71.0 -1.0% 7,410.0
Low 7,225.0 7,191.0 -34.0 -0.5% 7,241.5
Close 7,230.5 7,220.0 -10.5 -0.1% 7,395.5
Range 94.0 57.0 -37.0 -39.4% 168.5
ATR 94.0 91.4 -2.6 -2.8% 0.0
Volume 2,438 95 -2,343 -96.1% 1,613
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 7,390.7 7,362.3 7,251.4
R3 7,333.7 7,305.3 7,235.7
R2 7,276.7 7,276.7 7,230.5
R1 7,248.3 7,248.3 7,225.2 7,248.5
PP 7,219.7 7,219.7 7,219.7 7,219.8
S1 7,191.3 7,191.3 7,214.8 7,191.5
S2 7,162.7 7,162.7 7,209.6
S3 7,105.7 7,134.3 7,204.3
S4 7,048.7 7,077.3 7,188.7
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 7,854.5 7,793.5 7,488.2
R3 7,686.0 7,625.0 7,441.8
R2 7,517.5 7,517.5 7,426.4
R1 7,456.5 7,456.5 7,410.9 7,487.0
PP 7,349.0 7,349.0 7,349.0 7,364.3
S1 7,288.0 7,288.0 7,380.1 7,318.5
S2 7,180.5 7,180.5 7,364.6
S3 7,012.0 7,119.5 7,349.2
S4 6,843.5 6,951.0 7,302.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,410.0 7,191.0 219.0 3.0% 76.5 1.1% 13% False True 755
10 7,410.0 7,191.0 219.0 3.0% 83.5 1.2% 13% False True 500
20 7,475.0 7,191.0 284.0 3.9% 79.8 1.1% 10% False True 2,038
40 7,475.0 6,895.0 580.0 8.0% 80.6 1.1% 56% False False 1,229
60 7,475.0 6,339.5 1,135.5 15.7% 86.6 1.2% 78% False False 832
80 7,475.0 6,122.0 1,353.0 18.7% 80.9 1.1% 81% False False 634
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 11.3
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7,490.3
2.618 7,397.2
1.618 7,340.2
1.000 7,305.0
0.618 7,283.2
HIGH 7,248.0
0.618 7,226.2
0.500 7,219.5
0.382 7,212.8
LOW 7,191.0
0.618 7,155.8
1.000 7,134.0
1.618 7,098.8
2.618 7,041.8
4.250 6,948.8
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 7,219.8 7,273.0
PP 7,219.7 7,255.3
S1 7,219.5 7,237.7

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

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