DAX Index Future March 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 6,278.0 6,320.0 42.0 0.7% 6,022.5
High 6,349.0 6,404.0 55.0 0.9% 6,264.5
Low 6,267.5 6,285.5 18.0 0.3% 5,992.5
Close 6,327.5 6,390.0 62.5 1.0% 6,134.5
Range 81.5 118.5 37.0 45.4% 272.0
ATR 145.8 143.9 -2.0 -1.3% 0.0
Volume 151,377 162,537 11,160 7.4% 756,636
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,715.3 6,671.2 6,455.2
R3 6,596.8 6,552.7 6,422.6
R2 6,478.3 6,478.3 6,411.7
R1 6,434.2 6,434.2 6,400.9 6,456.3
PP 6,359.8 6,359.8 6,359.8 6,370.9
S1 6,315.7 6,315.7 6,379.1 6,337.8
S2 6,241.3 6,241.3 6,368.3
S3 6,122.8 6,197.2 6,357.4
S4 6,004.3 6,078.7 6,324.8
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 6,404.0 6,067.0 337.0 5.3% 117.2 1.8% 96% True False 157,427
10 6,404.0 5,992.5 411.5 6.4% 112.5 1.8% 97% True False 146,593
20 6,404.0 5,643.5 760.5 11.9% 121.3 1.9% 98% True False 114,632
40 6,404.0 5,382.0 1,022.0 16.0% 146.1 2.3% 99% True False 73,246
60 6,456.0 5,382.0 1,074.0 16.8% 166.4 2.6% 94% False False 48,998
80 6,456.0 5,147.5 1,308.5 20.5% 170.1 2.7% 95% False False 36,901
100 6,456.0 4,988.0 1,468.0 23.0% 175.2 2.7% 96% False False 30,318
120 7,025.0 4,988.0 2,037.0 31.9% 190.7 3.0% 69% False False 25,292
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,907.6
2.618 6,714.2
1.618 6,595.7
1.000 6,522.5
0.618 6,477.2
HIGH 6,404.0
0.618 6,358.7
0.500 6,344.8
0.382 6,330.8
LOW 6,285.5
0.618 6,212.3
1.000 6,167.0
1.618 6,093.8
2.618 5,975.3
4.250 5,781.9
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 6,374.9 6,338.5
PP 6,359.8 6,287.0
S1 6,344.8 6,235.5

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

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