DAX Index Future March 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 5,662.0 5,791.5 129.5 2.3% 6,014.5
High 5,807.0 5,798.0 -9.0 -0.2% 6,014.5
Low 5,658.0 5,659.0 1.0 0.0% 5,658.0
Close 5,735.5 5,675.0 -60.5 -1.1% 5,675.0
Range 149.0 139.0 -10.0 -6.7% 356.5
ATR 187.0 183.6 -3.4 -1.8% 0.0
Volume 117,045 155,166 38,121 32.6% 478,936
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,127.7 6,040.3 5,751.5
R3 5,988.7 5,901.3 5,713.2
R2 5,849.7 5,849.7 5,700.5
R1 5,762.3 5,762.3 5,687.7 5,736.5
PP 5,710.7 5,710.7 5,710.7 5,697.8
S1 5,623.3 5,623.3 5,662.3 5,597.5
S2 5,571.7 5,571.7 5,649.5
S3 5,432.7 5,484.3 5,636.8
S4 5,293.7 5,345.3 5,598.6
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,852.0 6,620.0 5,871.1
R3 6,495.5 6,263.5 5,773.0
R2 6,139.0 6,139.0 5,740.4
R1 5,907.0 5,907.0 5,707.7 5,844.8
PP 5,782.5 5,782.5 5,782.5 5,751.4
S1 5,550.5 5,550.5 5,642.3 5,488.3
S2 5,426.0 5,426.0 5,609.6
S3 5,069.5 5,194.0 5,577.0
S4 4,713.0 4,837.5 5,478.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,014.5 5,658.0 356.5 6.3% 158.2 2.8% 5% False False 95,787
10 6,180.0 5,658.0 522.0 9.2% 171.5 3.0% 3% False False 49,804
20 6,180.0 5,382.0 798.0 14.1% 171.2 3.0% 37% False False 25,631
40 6,456.0 5,382.0 1,074.0 18.9% 187.9 3.3% 27% False False 13,078
60 6,456.0 5,100.0 1,356.0 23.9% 189.2 3.3% 42% False False 8,912
80 6,456.0 4,988.0 1,468.0 25.9% 187.5 3.3% 47% False False 7,676
100 7,350.0 4,988.0 2,362.0 41.6% 206.3 3.6% 29% False False 6,174
120 7,570.5 4,988.0 2,582.5 45.5% 183.3 3.2% 27% False False 5,156
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,388.8
2.618 6,161.9
1.618 6,022.9
1.000 5,937.0
0.618 5,883.9
HIGH 5,798.0
0.618 5,744.9
0.500 5,728.5
0.382 5,712.1
LOW 5,659.0
0.618 5,573.1
1.000 5,520.0
1.618 5,434.1
2.618 5,295.1
4.250 5,068.3
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 5,728.5 5,732.5
PP 5,710.7 5,713.3
S1 5,692.8 5,694.2

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

View Archives - Comment on this page... - Back to Index of Symbols