DAX Index Future March 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 6,465.0 6,459.5 -5.5 -0.1% 6,278.0
High 6,480.5 6,564.5 84.0 1.3% 6,440.0
Low 6,369.0 6,433.5 64.5 1.0% 6,267.5
Close 6,419.5 6,542.0 122.5 1.9% 6,440.0
Range 111.5 131.0 19.5 17.5% 172.5
ATR 130.0 131.1 1.1 0.8% 0.0
Volume 131,171 146,401 15,230 11.6% 594,884
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,906.3 6,855.2 6,614.1
R3 6,775.3 6,724.2 6,578.0
R2 6,644.3 6,644.3 6,566.0
R1 6,593.2 6,593.2 6,554.0 6,618.8
PP 6,513.3 6,513.3 6,513.3 6,526.1
S1 6,462.2 6,462.2 6,530.0 6,487.8
S2 6,382.3 6,382.3 6,518.0
S3 6,251.3 6,331.2 6,506.0
S4 6,120.3 6,200.2 6,470.0
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 6,564.5 6,338.0 226.5 3.5% 104.5 1.6% 90% True False 139,209
10 6,564.5 6,067.0 497.5 7.6% 112.3 1.7% 95% True False 148,932
20 6,564.5 5,780.5 784.0 12.0% 111.6 1.7% 97% True False 129,747
40 6,564.5 5,614.5 950.0 14.5% 139.1 2.1% 98% True False 93,963
60 6,564.5 5,382.0 1,182.5 18.1% 156.8 2.4% 98% True False 62,886
80 6,564.5 5,288.0 1,276.5 19.5% 164.4 2.5% 98% True False 47,308
100 6,564.5 4,988.0 1,576.5 24.1% 172.7 2.6% 99% True False 38,661
120 6,564.5 4,988.0 1,576.5 24.1% 177.9 2.7% 99% True False 32,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.2
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 7,121.3
2.618 6,907.5
1.618 6,776.5
1.000 6,695.5
0.618 6,645.5
HIGH 6,564.5
0.618 6,514.5
0.500 6,499.0
0.382 6,483.5
LOW 6,433.5
0.618 6,352.5
1.000 6,302.5
1.618 6,221.5
2.618 6,090.5
4.250 5,876.8
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 6,527.7 6,511.8
PP 6,513.3 6,481.5
S1 6,499.0 6,451.3

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

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