DAX Index Future March 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 6,863.0 6,611.0 -252.0 -3.7% 6,826.5
High 6,868.0 6,683.0 -185.0 -2.7% 6,970.0
Low 6,602.0 6,611.0 9.0 0.1% 6,744.0
Close 6,659.5 6,681.0 21.5 0.3% 6,926.5
Range 266.0 72.0 -194.0 -72.9% 226.0
ATR 127.0 123.0 -3.9 -3.1% 0.0
Volume 213,234 137,696 -75,538 -35.4% 717,310
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,874.3 6,849.7 6,720.6
R3 6,802.3 6,777.7 6,700.8
R2 6,730.3 6,730.3 6,694.2
R1 6,705.7 6,705.7 6,687.6 6,718.0
PP 6,658.3 6,658.3 6,658.3 6,664.5
S1 6,633.7 6,633.7 6,674.4 6,646.0
S2 6,586.3 6,586.3 6,667.8
S3 6,514.3 6,561.7 6,661.2
S4 6,442.3 6,489.7 6,641.4
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,558.2 7,468.3 7,050.8
R3 7,332.2 7,242.3 6,988.7
R2 7,106.2 7,106.2 6,967.9
R1 7,016.3 7,016.3 6,947.2 7,061.3
PP 6,880.2 6,880.2 6,880.2 6,902.6
S1 6,790.3 6,790.3 6,905.8 6,835.3
S2 6,654.2 6,654.2 6,885.1
S3 6,428.2 6,564.3 6,864.4
S4 6,202.2 6,338.3 6,802.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,965.0 6,602.0 363.0 5.4% 128.0 1.9% 22% False False 150,258
10 6,970.0 6,602.0 368.0 5.5% 123.2 1.8% 21% False False 147,744
20 6,975.5 6,602.0 373.5 5.6% 116.1 1.7% 21% False False 145,086
40 6,975.5 6,067.0 908.5 13.6% 111.7 1.7% 68% False False 144,624
60 6,975.5 5,614.5 1,361.0 20.4% 119.2 1.8% 78% False False 129,073
80 6,975.5 5,382.0 1,593.5 23.9% 132.9 2.0% 82% False False 97,248
100 6,975.5 5,382.0 1,593.5 23.9% 148.6 2.2% 82% False False 77,915
120 6,975.5 5,001.0 1,974.5 29.6% 156.2 2.3% 85% False False 65,011
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,989.0
2.618 6,871.5
1.618 6,799.5
1.000 6,755.0
0.618 6,727.5
HIGH 6,683.0
0.618 6,655.5
0.500 6,647.0
0.382 6,638.5
LOW 6,611.0
0.618 6,566.5
1.000 6,539.0
1.618 6,494.5
2.618 6,422.5
4.250 6,305.0
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 6,669.7 6,754.0
PP 6,658.3 6,729.7
S1 6,647.0 6,705.3

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

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