DAX Index Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 6,173.0 6,238.0 65.0 1.1% 6,022.5
High 6,264.0 6,264.5 0.5 0.0% 6,264.5
Low 6,152.0 6,067.0 -85.0 -1.4% 5,992.5
Close 6,223.5 6,134.5 -89.0 -1.4% 6,134.5
Range 112.0 197.5 85.5 76.3% 272.0
ATR 136.2 140.5 4.4 3.2% 0.0
Volume 157,312 182,140 24,828 15.8% 756,636
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,747.8 6,638.7 6,243.1
R3 6,550.3 6,441.2 6,188.8
R2 6,352.8 6,352.8 6,170.7
R1 6,243.7 6,243.7 6,152.6 6,199.5
PP 6,155.3 6,155.3 6,155.3 6,133.3
S1 6,046.2 6,046.2 6,116.4 6,002.0
S2 5,957.8 5,957.8 6,098.3
S3 5,760.3 5,848.7 6,080.2
S4 5,562.8 5,651.2 6,025.9
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,946.5 6,812.5 6,284.1
R3 6,674.5 6,540.5 6,209.3
R2 6,402.5 6,402.5 6,184.4
R1 6,268.5 6,268.5 6,159.4 6,335.5
PP 6,130.5 6,130.5 6,130.5 6,164.0
S1 5,996.5 5,996.5 6,109.6 6,063.5
S2 5,858.5 5,858.5 6,084.6
S3 5,586.5 5,724.5 6,059.7
S4 5,314.5 5,452.5 5,984.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,264.5 5,992.5 272.0 4.4% 120.0 2.0% 52% True False 151,327
10 6,264.5 5,880.0 384.5 6.3% 123.4 2.0% 66% True False 134,284
20 6,264.5 5,614.5 650.0 10.6% 126.8 2.1% 80% True False 112,948
40 6,264.5 5,382.0 882.5 14.4% 148.8 2.4% 85% True False 65,417
60 6,456.0 5,382.0 1,074.0 17.5% 168.8 2.8% 70% False False 43,788
80 6,456.0 5,001.0 1,455.0 23.7% 174.9 2.9% 78% False False 32,984
100 6,456.0 4,988.0 1,468.0 23.9% 175.7 2.9% 78% False False 27,179
120 7,350.0 4,988.0 2,362.0 38.5% 192.8 3.1% 49% False False 22,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.3
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7,103.9
2.618 6,781.6
1.618 6,584.1
1.000 6,462.0
0.618 6,386.6
HIGH 6,264.5
0.618 6,189.1
0.500 6,165.8
0.382 6,142.4
LOW 6,067.0
0.618 5,944.9
1.000 5,869.5
1.618 5,747.4
2.618 5,549.9
4.250 5,227.6
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 6,165.8 6,165.8
PP 6,155.3 6,155.3
S1 6,144.9 6,144.9

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

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