DAX Index Future June 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 6,982.5 6,936.0 -46.5 -0.7% 7,051.0
High 7,007.5 6,976.5 -31.0 -0.4% 7,167.0
Low 6,854.5 6,911.0 56.5 0.8% 6,854.5
Close 6,922.5 6,961.0 38.5 0.6% 6,961.0
Range 153.0 65.5 -87.5 -57.2% 312.5
ATR 119.1 115.3 -3.8 -3.2% 0.0
Volume 164,685 120,460 -44,225 -26.9% 686,562
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,146.0 7,119.0 6,997.0
R3 7,080.5 7,053.5 6,979.0
R2 7,015.0 7,015.0 6,973.0
R1 6,988.0 6,988.0 6,967.0 7,001.5
PP 6,949.5 6,949.5 6,949.5 6,956.3
S1 6,922.5 6,922.5 6,955.0 6,936.0
S2 6,884.0 6,884.0 6,949.0
S3 6,818.5 6,857.0 6,943.0
S4 6,753.0 6,791.5 6,925.0
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 7,931.7 7,758.8 7,132.9
R3 7,619.2 7,446.3 7,046.9
R2 7,306.7 7,306.7 7,018.3
R1 7,133.8 7,133.8 6,989.6 7,064.0
PP 6,994.2 6,994.2 6,994.2 6,959.3
S1 6,821.3 6,821.3 6,932.4 6,751.5
S2 6,681.7 6,681.7 6,903.7
S3 6,369.2 6,508.8 6,875.1
S4 6,056.7 6,196.3 6,789.1
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 6,854.5 312.5 4.5% 123.2 1.8% 34% False False 137,312
10 7,188.0 6,854.5 333.5 4.8% 118.2 1.7% 32% False False 133,546
20 7,211.0 6,617.5 593.5 8.5% 115.4 1.7% 58% False False 93,738
40 7,211.0 6,617.5 593.5 8.5% 106.1 1.5% 58% False False 47,273
60 7,211.0 6,014.0 1,197.0 17.2% 103.1 1.5% 79% False False 31,645
80 7,211.0 5,641.5 1,569.5 22.5% 110.1 1.6% 84% False False 24,333
100 7,211.0 5,409.0 1,802.0 25.9% 117.2 1.7% 86% False False 19,503
120 7,211.0 5,409.0 1,802.0 25.9% 127.4 1.8% 86% False False 16,278
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 29.2
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 7,254.9
2.618 7,148.0
1.618 7,082.5
1.000 7,042.0
0.618 7,017.0
HIGH 6,976.5
0.618 6,951.5
0.500 6,943.8
0.382 6,936.0
LOW 6,911.0
0.618 6,870.5
1.000 6,845.5
1.618 6,805.0
2.618 6,739.5
4.250 6,632.6
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 6,955.3 6,989.5
PP 6,949.5 6,980.0
S1 6,943.8 6,970.5

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

View Archives - Comment on this page... - Back to Index of Symbols