DAX Index Future June 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 7,143.5 7,065.0 -78.5 -1.1% 7,186.0
High 7,167.0 7,124.5 -42.5 -0.6% 7,188.0
Low 7,075.0 6,962.5 -112.5 -1.6% 6,921.0
Close 7,075.0 6,991.5 -83.5 -1.2% 7,034.5
Range 92.0 162.0 70.0 76.1% 267.0
ATR 113.0 116.5 3.5 3.1% 0.0
Volume 123,265 152,382 29,117 23.6% 648,900
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,512.2 7,413.8 7,080.6
R3 7,350.2 7,251.8 7,036.1
R2 7,188.2 7,188.2 7,021.2
R1 7,089.8 7,089.8 7,006.4 7,058.0
PP 7,026.2 7,026.2 7,026.2 7,010.3
S1 6,927.8 6,927.8 6,976.7 6,896.0
S2 6,864.2 6,864.2 6,961.8
S3 6,702.2 6,765.8 6,947.0
S4 6,540.2 6,603.8 6,902.4
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 7,167.0 6,921.0 246.0 3.5% 131.8 1.9% 29% False False 139,309
10 7,211.0 6,921.0 290.0 4.1% 110.9 1.6% 24% False False 126,903
20 7,211.0 6,617.5 593.5 8.5% 114.4 1.6% 63% False False 79,696
40 7,211.0 6,617.5 593.5 8.5% 105.9 1.5% 63% False False 40,158
60 7,211.0 6,014.0 1,197.0 17.1% 103.0 1.5% 82% False False 26,909
80 7,211.0 5,641.5 1,569.5 22.4% 113.0 1.6% 86% False False 20,782
100 7,211.0 5,409.0 1,802.0 25.8% 120.9 1.7% 88% False False 16,665
120 7,211.0 5,409.0 1,802.0 25.8% 127.6 1.8% 88% False False 13,904
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 26.2
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 7,813.0
2.618 7,548.6
1.618 7,386.6
1.000 7,286.5
0.618 7,224.6
HIGH 7,124.5
0.618 7,062.6
0.500 7,043.5
0.382 7,024.4
LOW 6,962.5
0.618 6,862.4
1.000 6,800.5
1.618 6,700.4
2.618 6,538.4
4.250 6,274.0
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 7,043.5 7,064.8
PP 7,026.2 7,040.3
S1 7,008.8 7,015.9

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

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