DAX Index Future March 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 6,810.0 6,742.0 -68.0 -1.0% 6,754.0
High 6,810.0 6,777.0 -33.0 -0.5% 6,849.0
Low 6,651.0 6,711.0 60.0 0.9% 6,651.0
Close 6,703.0 6,750.5 47.5 0.7% 6,703.0
Range 159.0 66.0 -93.0 -58.5% 198.0
ATR 120.6 117.3 -3.3 -2.8% 0.0
Volume 152,941 115,665 -37,276 -24.4% 698,221
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,944.2 6,913.3 6,786.8
R3 6,878.2 6,847.3 6,768.7
R2 6,812.2 6,812.2 6,762.6
R1 6,781.3 6,781.3 6,756.6 6,796.8
PP 6,746.2 6,746.2 6,746.2 6,753.9
S1 6,715.3 6,715.3 6,744.5 6,730.8
S2 6,680.2 6,680.2 6,738.4
S3 6,614.2 6,649.3 6,732.4
S4 6,548.2 6,583.3 6,714.2
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 7,328.3 7,213.7 6,811.9
R3 7,130.3 7,015.7 6,757.5
R2 6,932.3 6,932.3 6,739.3
R1 6,817.7 6,817.7 6,721.2 6,776.0
PP 6,734.3 6,734.3 6,734.3 6,713.5
S1 6,619.7 6,619.7 6,684.9 6,578.0
S2 6,536.3 6,536.3 6,666.7
S3 6,338.3 6,421.7 6,648.6
S4 6,140.3 6,223.7 6,594.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,849.0 6,651.0 198.0 2.9% 106.1 1.6% 50% False False 140,106
10 6,849.0 6,453.5 395.5 5.9% 107.6 1.6% 75% False False 140,283
20 6,849.0 6,267.5 581.5 8.6% 103.2 1.5% 83% False False 140,961
40 6,849.0 5,614.5 1,234.5 18.3% 115.0 1.7% 92% False False 126,954
60 6,849.0 5,382.0 1,467.0 21.7% 133.6 2.0% 93% False False 90,598
80 6,849.0 5,382.0 1,467.0 21.7% 152.4 2.3% 93% False False 68,081
100 6,849.0 5,001.0 1,848.0 27.4% 160.5 2.4% 95% False False 54,580
120 6,849.0 4,988.0 1,861.0 27.6% 163.6 2.4% 95% False False 46,143
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 27.3
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 7,057.5
2.618 6,949.8
1.618 6,883.8
1.000 6,843.0
0.618 6,817.8
HIGH 6,777.0
0.618 6,751.8
0.500 6,744.0
0.382 6,736.2
LOW 6,711.0
0.618 6,670.2
1.000 6,645.0
1.618 6,604.2
2.618 6,538.2
4.250 6,430.5
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 6,748.3 6,750.3
PP 6,746.2 6,750.2
S1 6,744.0 6,750.0

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

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