DAX Index Future March 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 7,618.0 7,631.5 13.5 0.2% 7,618.5
High 7,668.0 7,685.5 17.5 0.2% 7,704.0
Low 7,605.5 7,630.0 24.5 0.3% 7,571.5
Close 7,653.5 7,657.5 4.0 0.1% 7,653.5
Range 62.5 55.5 -7.0 -11.2% 132.5
ATR 72.8 71.5 -1.2 -1.7% 0.0
Volume 54,830 38,121 -16,709 -30.5% 449,727
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 7,824.2 7,796.3 7,688.0
R3 7,768.7 7,740.8 7,672.8
R2 7,713.2 7,713.2 7,667.7
R1 7,685.3 7,685.3 7,662.6 7,699.3
PP 7,657.7 7,657.7 7,657.7 7,664.6
S1 7,629.8 7,629.8 7,652.4 7,643.8
S2 7,602.2 7,602.2 7,647.3
S3 7,546.7 7,574.3 7,642.2
S4 7,491.2 7,518.8 7,627.0
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 8,040.5 7,979.5 7,726.4
R3 7,908.0 7,847.0 7,689.9
R2 7,775.5 7,775.5 7,677.8
R1 7,714.5 7,714.5 7,665.6 7,745.0
PP 7,643.0 7,643.0 7,643.0 7,658.3
S1 7,582.0 7,582.0 7,641.4 7,612.5
S2 7,510.5 7,510.5 7,629.2
S3 7,378.0 7,449.5 7,617.1
S4 7,245.5 7,317.0 7,580.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,704.0 7,605.5 98.5 1.3% 50.5 0.7% 53% False False 80,699
10 7,704.0 7,530.5 173.5 2.3% 55.0 0.7% 73% False False 58,846
20 7,704.0 7,271.5 432.5 5.6% 62.4 0.8% 89% False False 31,128
40 7,704.0 6,953.0 751.0 9.8% 78.0 1.0% 94% False False 16,242
60 7,704.0 6,953.0 751.0 9.8% 78.9 1.0% 94% False False 11,043
80 7,704.0 6,905.0 799.0 10.4% 81.7 1.1% 94% False False 8,834
100 7,704.0 6,895.0 809.0 10.6% 78.0 1.0% 94% False False 7,077
120 7,704.0 6,339.5 1,364.5 17.8% 81.9 1.1% 97% False False 5,904
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,921.4
2.618 7,830.8
1.618 7,775.3
1.000 7,741.0
0.618 7,719.8
HIGH 7,685.5
0.618 7,664.3
0.500 7,657.8
0.382 7,651.2
LOW 7,630.0
0.618 7,595.7
1.000 7,574.5
1.618 7,540.2
2.618 7,484.7
4.250 7,394.1
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 7,657.8 7,656.6
PP 7,657.7 7,655.7
S1 7,657.6 7,654.8

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

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