DAX Index Future March 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 6,673.0 6,793.5 120.5 1.8% 6,742.0
High 6,807.0 6,879.0 72.0 1.1% 6,879.0
Low 6,653.0 6,793.5 140.5 2.1% 6,653.0
Close 6,796.0 6,842.5 46.5 0.7% 6,842.5
Range 154.0 85.5 -68.5 -44.5% 226.0
ATR 119.1 116.7 -2.4 -2.0% 0.0
Volume 161,027 133,288 -27,739 -17.2% 705,720
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 7,094.8 7,054.2 6,889.5
R3 7,009.3 6,968.7 6,866.0
R2 6,923.8 6,923.8 6,858.2
R1 6,883.2 6,883.2 6,850.3 6,903.5
PP 6,838.3 6,838.3 6,838.3 6,848.5
S1 6,797.7 6,797.7 6,834.7 6,818.0
S2 6,752.8 6,752.8 6,826.8
S3 6,667.3 6,712.2 6,819.0
S4 6,581.8 6,626.7 6,795.5
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 7,469.5 7,382.0 6,966.8
R3 7,243.5 7,156.0 6,904.7
R2 7,017.5 7,017.5 6,883.9
R1 6,930.0 6,930.0 6,863.2 6,973.8
PP 6,791.5 6,791.5 6,791.5 6,813.4
S1 6,704.0 6,704.0 6,821.8 6,747.8
S2 6,565.5 6,565.5 6,801.1
S3 6,339.5 6,478.0 6,780.4
S4 6,113.5 6,252.0 6,718.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,879.0 6,653.0 226.0 3.3% 105.3 1.5% 84% True False 141,144
10 6,879.0 6,651.0 228.0 3.3% 105.9 1.5% 84% True False 140,394
20 6,879.0 6,338.0 541.0 7.9% 108.4 1.6% 93% True False 140,720
40 6,879.0 5,774.0 1,105.0 16.1% 107.6 1.6% 97% True False 127,681
60 6,879.0 5,382.0 1,497.0 21.9% 131.6 1.9% 98% True False 100,386
80 6,879.0 5,382.0 1,497.0 21.9% 149.5 2.2% 98% True False 75,433
100 6,879.0 5,147.5 1,731.5 25.3% 155.4 2.3% 98% True False 60,462
120 6,879.0 4,988.0 1,891.0 27.6% 163.4 2.4% 98% True False 51,054
Crabel Price Patterns
NR True
NR4 True
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 26.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,242.4
2.618 7,102.8
1.618 7,017.3
1.000 6,964.5
0.618 6,931.8
HIGH 6,879.0
0.618 6,846.3
0.500 6,836.3
0.382 6,826.2
LOW 6,793.5
0.618 6,740.7
1.000 6,708.0
1.618 6,655.2
2.618 6,569.7
4.250 6,430.1
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 6,840.4 6,817.0
PP 6,838.3 6,791.5
S1 6,836.3 6,766.0

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

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