DAX Index Future March 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	6,320.0	6,400.0	80.0	1.3%	6,022.5
High	6,404.0	6,427.0	23.0	0.4%	6,264.5
Low	6,285.5	6,336.0	50.5	0.8%	5,992.5
Close	6,390.0	6,411.0	21.0	0.3%	6,134.5
Range	118.5	91.0	-27.5	-23.2%	272.0
ATR	143.9	140.1	-3.8	-2.6%	0.0
Volume	162,537	139,910	-22,627	-13.9%	756,636

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,664.3	6,628.7	6,461.1
R3	6,573.3	6,537.7	6,436.0
R2	6,482.3	6,482.3	6,427.7
R1	6,446.7	6,446.7	6,419.3	6,464.5
PP	6,391.3	6,391.3	6,391.3	6,400.3
S1	6,355.7	6,355.7	6,402.7	6,373.5
S2	6,300.3	6,300.3	6,394.3
S3	6,209.3	6,264.7	6,386.0
S4	6,118.3	6,173.7	6,361.0

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	6,427.0	6,067.0	360.0	5.6%	120.1	1.9%	96%	True	False	158,655
10	6,427.0	5,992.5	434.5	6.8%	113.8	1.8%	96%	True	False	149,103
20	6,427.0	5,773.0	654.0	10.2%	113.6	1.8%	98%	True	False	115,182
40	6,427.0	5,382.0	1,045.0	16.3%	144.7	2.3%	98%	True	False	76,730
60	6,456.0	5,382.0	1,074.0	16.8%	165.2	2.6%	96%	False	False	51,324
80	6,456.0	5,147.5	1,308.5	20.4%	169.0	2.6%	97%	False	False	38,642
100	6,456.0	4,988.0	1,468.0	22.9%	175.0	2.7%	97%	False	False	31,713
120	6,810.0	4,988.0	1,822.0	28.4%	189.4	3.0%	78%	False	False	26,456

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	False
Bear Hook	False
Bull Hook	False
Stretch	28.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,813.8
2.618	6,665.2
1.618	6,574.2
1.000	6,518.0
0.618	6,483.2
HIGH	6,427.0
0.618	6,392.2
0.500	6,381.5
0.382	6,370.8
LOW	6,336.0
0.618	6,279.8
1.000	6,245.0
1.618	6,188.8
2.618	6,097.8
4.250	5,949.3

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	6,401.2	6,389.8
PP	6,391.3	6,368.5
S1	6,381.5	6,347.3

Download as Excel Spreadsheet

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

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