DAX Index Future March 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 7,046.5 7,080.5 34.0 0.5% 6,884.5
High 7,100.5 7,164.0 63.5 0.9% 6,915.0
Low 7,018.5 7,072.5 54.0 0.8% 6,602.0
Close 7,080.5 7,155.0 74.5 1.1% 6,889.5
Range 82.0 91.5 9.5 11.6% 313.0
ATR 120.5 118.4 -2.1 -1.7% 0.0
Volume 221,995 158,302 -63,693 -28.7% 794,407
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,405.0 7,371.5 7,205.3
R3 7,313.5 7,280.0 7,180.2
R2 7,222.0 7,222.0 7,171.8
R1 7,188.5 7,188.5 7,163.4 7,205.3
PP 7,130.5 7,130.5 7,130.5 7,138.9
S1 7,097.0 7,097.0 7,146.6 7,113.8
S2 7,039.0 7,039.0 7,138.2
S3 6,947.5 7,005.5 7,129.8
S4 6,856.0 6,914.0 7,104.7
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,741.2 7,628.3 7,061.7
R3 7,428.2 7,315.3 6,975.6
R2 7,115.2 7,115.2 6,946.9
R1 7,002.3 7,002.3 6,918.2 7,058.8
PP 6,802.2 6,802.2 6,802.2 6,830.4
S1 6,689.3 6,689.3 6,860.8 6,745.8
S2 6,489.2 6,489.2 6,832.1
S3 6,176.2 6,376.3 6,803.4
S4 5,863.2 6,063.3 6,717.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,164.0 6,831.5 332.5 4.6% 93.1 1.3% 97% True False 185,029
10 7,164.0 6,602.0 562.0 7.9% 113.7 1.6% 98% True False 169,920
20 7,164.0 6,602.0 562.0 7.9% 115.9 1.6% 98% True False 157,239
40 7,164.0 6,336.0 828.0 11.6% 110.1 1.5% 99% True False 148,646
60 7,164.0 5,643.5 1,520.5 21.3% 113.8 1.6% 99% True False 137,308
80 7,164.0 5,382.0 1,782.0 24.9% 128.1 1.8% 99% True False 110,946
100 7,164.0 5,382.0 1,782.0 24.9% 143.9 2.0% 99% True False 88,857
120 7,164.0 5,147.5 2,016.5 28.2% 150.1 2.1% 100% True False 74,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,552.9
2.618 7,403.5
1.618 7,312.0
1.000 7,255.5
0.618 7,220.5
HIGH 7,164.0
0.618 7,129.0
0.500 7,118.3
0.382 7,107.5
LOW 7,072.5
0.618 7,016.0
1.000 6,981.0
1.618 6,924.5
2.618 6,833.0
4.250 6,683.6
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 7,142.8 7,116.6
PP 7,130.5 7,078.2
S1 7,118.3 7,039.8

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

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