DAX Index Future March 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 6,412.0 6,465.0 53.0 0.8% 6,278.0
High 6,429.5 6,480.5 51.0 0.8% 6,440.0
Low 6,338.0 6,369.0 31.0 0.5% 6,267.5
Close 6,423.5 6,419.5 -4.0 -0.1% 6,440.0
Range 91.5 111.5 20.0 21.9% 172.5
ATR 131.4 130.0 -1.4 -1.1% 0.0
Volume 141,366 131,171 -10,195 -7.2% 594,884
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,757.5 6,700.0 6,480.8
R3 6,646.0 6,588.5 6,450.2
R2 6,534.5 6,534.5 6,439.9
R1 6,477.0 6,477.0 6,429.7 6,450.0
PP 6,423.0 6,423.0 6,423.0 6,409.5
S1 6,365.5 6,365.5 6,409.3 6,338.5
S2 6,311.5 6,311.5 6,399.1
S3 6,200.0 6,254.0 6,388.8
S4 6,088.5 6,142.5 6,358.2
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,900.0 6,842.5 6,534.9
R3 6,727.5 6,670.0 6,487.4
R2 6,555.0 6,555.0 6,471.6
R1 6,497.5 6,497.5 6,455.8 6,526.3
PP 6,382.5 6,382.5 6,382.5 6,396.9
S1 6,325.0 6,325.0 6,424.2 6,353.8
S2 6,210.0 6,210.0 6,408.4
S3 6,037.5 6,152.5 6,392.6
S4 5,865.0 5,980.0 6,345.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,480.5 6,336.0 144.5 2.3% 96.5 1.5% 58% True False 137,910
10 6,480.5 6,067.0 413.5 6.4% 106.9 1.7% 85% True False 147,669
20 6,480.5 5,774.0 706.5 11.0% 111.8 1.7% 91% True False 126,235
40 6,480.5 5,614.5 866.0 13.5% 139.0 2.2% 93% True False 90,323
60 6,480.5 5,382.0 1,098.5 17.1% 158.9 2.5% 94% True False 60,452
80 6,480.5 5,147.5 1,333.0 20.8% 164.9 2.6% 95% True False 45,485
100 6,480.5 4,988.0 1,492.5 23.2% 173.0 2.7% 96% True False 37,199
120 6,480.5 4,988.0 1,492.5 23.2% 180.9 2.8% 96% True False 31,030
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,954.4
2.618 6,772.4
1.618 6,660.9
1.000 6,592.0
0.618 6,549.4
HIGH 6,480.5
0.618 6,437.9
0.500 6,424.8
0.382 6,411.6
LOW 6,369.0
0.618 6,300.1
1.000 6,257.5
1.618 6,188.6
2.618 6,077.1
4.250 5,895.1
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 6,424.8 6,416.1
PP 6,423.0 6,412.7
S1 6,421.3 6,409.3

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

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