DAX Index Future June 2012

Trading Metrics calculated at close of trading on 09-May-2012

Day Change Summary
	Previous	Current
	08-May-2012	09-May-2012	Change	Change %	Previous Week
Open	6,573.5	6,510.0	-63.5	-1.0%	6,824.0
High	6,582.0	6,511.5	-70.5	-1.1%	6,885.0
Low	6,416.5	6,377.5	-39.0	-0.6%	6,538.0
Close	6,445.0	6,481.0	36.0	0.6%	6,565.0
Range	165.5	134.0	-31.5	-19.0%	347.0
ATR	156.8	155.1	-1.6	-1.0%	0.0
Volume	171,205	207,885	36,680	21.4%	570,296

Daily Pivots for day following 09-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,858.7	6,803.8	6,554.7
R3	6,724.7	6,669.8	6,517.9
R2	6,590.7	6,590.7	6,505.6
R1	6,535.8	6,535.8	6,493.3	6,496.3
PP	6,456.7	6,456.7	6,456.7	6,436.9
S1	6,401.8	6,401.8	6,468.7	6,362.3
S2	6,322.7	6,322.7	6,456.4
S3	6,188.7	6,267.8	6,444.2
S4	6,054.7	6,133.8	6,407.3

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,703.7	7,481.3	6,755.9
R3	7,356.7	7,134.3	6,660.4
R2	7,009.7	7,009.7	6,628.6
R1	6,787.3	6,787.3	6,596.8	6,725.0
PP	6,662.7	6,662.7	6,662.7	6,631.5
S1	6,440.3	6,440.3	6,533.2	6,378.0
S2	6,315.7	6,315.7	6,501.4
S3	5,968.7	6,093.3	6,469.6
S4	5,621.7	5,746.3	6,374.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,799.0	6,370.0	429.0	6.6%	165.7	2.6%	26%	False	False	164,498
10	6,885.0	6,370.0	515.0	7.9%	160.9	2.5%	22%	False	False	153,334
20	6,885.0	6,370.0	515.0	7.9%	157.1	2.4%	22%	False	False	158,158
40	7,211.0	6,370.0	841.0	13.0%	140.6	2.2%	13%	False	False	146,146
60	7,211.0	6,370.0	841.0	13.0%	130.2	2.0%	13%	False	False	98,209
80	7,211.0	6,117.5	1,093.5	16.9%	121.0	1.9%	33%	False	False	73,753
100	7,211.0	5,641.5	1,569.5	24.2%	119.4	1.8%	53%	False	False	59,134
120	7,211.0	5,409.0	1,802.0	27.8%	125.2	1.9%	59%	False	False	49,615

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	34.3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,081.0
2.618	6,862.3
1.618	6,728.3
1.000	6,645.5
0.618	6,594.3
HIGH	6,511.5
0.618	6,460.3
0.500	6,444.5
0.382	6,428.7
LOW	6,377.5
0.618	6,294.7
1.000	6,243.5
1.618	6,160.7
2.618	6,026.7
4.250	5,808.0

Fisher Pivots for day following 09-May-2012
Pivot	1 day	3 day
R1	6,468.8	6,484.5
PP	6,456.7	6,483.3
S1	6,444.5	6,482.2

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