DAX Index Future June 2012

Trading Metrics calculated at close of trading on 02-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	02-May-2012	Change	Change %	Previous Week
Open	6,824.0	6,830.0	6.0	0.1%	6,710.5
High	6,856.0	6,885.0	29.0	0.4%	6,834.5
Low	6,754.5	6,668.5	-86.0	-1.3%	6,505.0
Close	6,788.5	6,753.5	-35.0	-0.5%	6,811.0
Range	101.5	216.5	115.0	113.3%	329.5
ATR	144.9	150.0	5.1	3.5%	0.0
Volume	108,271	155,703	47,432	43.8%	773,705

Daily Pivots for day following 02-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,418.5	7,302.5	6,872.6
R3	7,202.0	7,086.0	6,813.0
R2	6,985.5	6,985.5	6,793.2
R1	6,869.5	6,869.5	6,773.3	6,819.3
PP	6,769.0	6,769.0	6,769.0	6,743.9
S1	6,653.0	6,653.0	6,733.7	6,602.8
S2	6,552.5	6,552.5	6,713.8
S3	6,336.0	6,436.5	6,694.0
S4	6,119.5	6,220.0	6,634.4

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,705.3	7,587.7	6,992.2
R3	7,375.8	7,258.2	6,901.6
R2	7,046.3	7,046.3	6,871.4
R1	6,928.7	6,928.7	6,841.2	6,987.5
PP	6,716.8	6,716.8	6,716.8	6,746.3
S1	6,599.2	6,599.2	6,780.8	6,658.0
S2	6,387.3	6,387.3	6,750.6
S3	6,057.8	6,269.7	6,720.4
S4	5,728.3	5,940.2	6,629.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,885.0	6,602.0	283.0	4.2%	156.0	2.3%	54%	True	False	142,169
10	6,885.0	6,505.0	380.0	5.6%	148.3	2.2%	65%	True	False	152,198
20	7,103.5	6,505.0	598.5	8.9%	158.8	2.4%	42%	False	False	159,064
40	7,211.0	6,505.0	706.0	10.5%	137.1	2.0%	35%	False	False	126,401
60	7,211.0	6,505.0	706.0	10.5%	123.7	1.8%	35%	False	False	84,537
80	7,211.0	6,014.0	1,197.0	17.7%	117.1	1.7%	62%	False	False	63,500
100	7,211.0	5,641.5	1,569.5	23.2%	119.8	1.8%	71%	False	False	51,279
120	7,211.0	5,409.0	1,802.0	26.7%	124.1	1.8%	75%	False	False	42,763

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.4
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	7,805.1
2.618	7,451.8
1.618	7,235.3
1.000	7,101.5
0.618	7,018.8
HIGH	6,885.0
0.618	6,802.3
0.500	6,776.8
0.382	6,751.2
LOW	6,668.5
0.618	6,534.7
1.000	6,452.0
1.618	6,318.2
2.618	6,101.7
4.250	5,748.4

Fisher Pivots for day following 02-May-2012
Pivot	1 day	3 day
R1	6,776.8	6,769.5
PP	6,769.0	6,764.2
S1	6,761.3	6,758.8

Download as Excel Spreadsheet

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

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