DAX Index Future June 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 7,002.0 7,051.0 49.0 0.7% 7,186.0
High 7,042.0 7,124.5 82.5 1.2% 7,188.0
Low 6,921.0 6,981.0 60.0 0.9% 6,921.0
Close 7,034.5 7,093.0 58.5 0.8% 7,034.5
Range 121.0 143.5 22.5 18.6% 267.0
ATR 112.4 114.6 2.2 2.0% 0.0
Volume 141,667 125,770 -15,897 -11.2% 648,900
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,496.7 7,438.3 7,171.9
R3 7,353.2 7,294.8 7,132.5
R2 7,209.7 7,209.7 7,119.3
R1 7,151.3 7,151.3 7,106.2 7,180.5
PP 7,066.2 7,066.2 7,066.2 7,080.8
S1 7,007.8 7,007.8 7,079.8 7,037.0
S2 6,922.7 6,922.7 7,066.7
S3 6,779.2 6,864.3 7,053.5
S4 6,635.7 6,720.8 7,014.1
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,848.8 7,708.7 7,181.4
R3 7,581.8 7,441.7 7,107.9
R2 7,314.8 7,314.8 7,083.5
R1 7,174.7 7,174.7 7,059.0 7,111.3
PP 7,047.8 7,047.8 7,047.8 7,016.1
S1 6,907.7 6,907.7 7,010.0 6,844.3
S2 6,780.8 6,780.8 6,985.6
S3 6,513.8 6,640.7 6,961.1
S4 6,246.8 6,373.7 6,887.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,165.0 6,921.0 244.0 3.4% 125.7 1.8% 70% False False 134,292
10 7,211.0 6,921.0 290.0 4.1% 107.1 1.5% 59% False False 123,102
20 7,211.0 6,617.5 593.5 8.4% 112.1 1.6% 80% False False 66,017
40 7,211.0 6,468.0 743.0 10.5% 105.6 1.5% 84% False False 33,303
60 7,211.0 6,014.0 1,197.0 16.9% 101.4 1.4% 90% False False 22,334
80 7,211.0 5,641.5 1,569.5 22.1% 112.0 1.6% 92% False False 17,345
100 7,211.0 5,409.0 1,802.0 25.4% 120.9 1.7% 93% False False 13,910
120 7,211.0 5,409.0 1,802.0 25.4% 127.9 1.8% 93% False False 11,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.8
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7,734.4
2.618 7,500.2
1.618 7,356.7
1.000 7,268.0
0.618 7,213.2
HIGH 7,124.5
0.618 7,069.7
0.500 7,052.8
0.382 7,035.8
LOW 6,981.0
0.618 6,892.3
1.000 6,837.5
1.618 6,748.8
2.618 6,605.3
4.250 6,371.1
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 7,079.6 7,069.6
PP 7,066.2 7,046.2
S1 7,052.8 7,022.8

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

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