DAX Index Future March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 6,850.0 6,833.5 -16.5 -0.2% 6,958.5
High 6,908.0 6,893.5 -14.5 -0.2% 6,975.5
Low 6,732.0 6,827.5 95.5 1.4% 6,732.0
Close 6,833.5 6,868.0 34.5 0.5% 6,868.0
Range 176.0 66.0 -110.0 -62.5% 243.5
ATR 120.9 117.0 -3.9 -3.2% 0.0
Volume 163,048 108,322 -54,726 -33.6% 546,295
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 7,061.0 7,030.5 6,904.3
R3 6,995.0 6,964.5 6,886.2
R2 6,929.0 6,929.0 6,880.1
R1 6,898.5 6,898.5 6,874.1 6,913.8
PP 6,863.0 6,863.0 6,863.0 6,870.6
S1 6,832.5 6,832.5 6,862.0 6,847.8
S2 6,797.0 6,797.0 6,855.9
S3 6,731.0 6,766.5 6,849.9
S4 6,665.0 6,700.5 6,831.7
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 7,589.0 7,472.0 7,001.9
R3 7,345.5 7,228.5 6,935.0
R2 7,102.0 7,102.0 6,912.6
R1 6,985.0 6,985.0 6,890.3 6,921.8
PP 6,858.5 6,858.5 6,858.5 6,826.9
S1 6,741.5 6,741.5 6,845.7 6,678.3
S2 6,615.0 6,615.0 6,823.4
S3 6,371.5 6,498.0 6,801.0
S4 6,128.0 6,254.5 6,734.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,975.5 6,732.0 243.5 3.5% 106.5 1.6% 56% False False 135,916
10 6,975.5 6,651.0 324.5 4.7% 113.3 1.6% 67% False False 140,495
20 6,975.5 6,416.0 559.5 8.1% 107.9 1.6% 81% False False 140,285
40 6,975.5 5,780.5 1,195.0 17.4% 109.7 1.6% 91% False False 135,016
60 6,975.5 5,614.5 1,361.0 19.8% 128.7 1.9% 92% False False 109,404
80 6,975.5 5,382.0 1,593.5 23.2% 144.6 2.1% 93% False False 82,235
100 6,975.5 5,288.0 1,687.5 24.6% 153.1 2.2% 94% False False 65,903
120 6,975.5 4,988.0 1,987.5 28.9% 161.9 2.4% 95% False False 55,598
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 False
Bear Hook False
Bull Hook False
Stretch 21.1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 7,174.0
2.618 7,066.3
1.618 7,000.3
1.000 6,959.5
0.618 6,934.3
HIGH 6,893.5
0.618 6,868.3
0.500 6,860.5
0.382 6,852.7
LOW 6,827.5
0.618 6,786.7
1.000 6,761.5
1.618 6,720.7
2.618 6,654.7
4.250 6,547.0
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 6,865.5 6,854.4
PP 6,863.0 6,840.8
S1 6,860.5 6,827.3

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

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