DAX Index Future June 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 6,510.0 6,463.0 -47.0 -0.7% 6,404.0
High 6,528.0 6,513.0 -15.0 -0.2% 6,599.0
Low 6,406.0 6,353.5 -52.5 -0.8% 6,370.0
Close 6,429.5 6,374.0 -55.5 -0.9% 6,528.5
Range 122.0 159.5 37.5 30.7% 229.0
ATR 149.5 150.2 0.7 0.5% 0.0
Volume 153,434 200,268 46,834 30.5% 838,650
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 6,892.0 6,792.5 6,461.7
R3 6,732.5 6,633.0 6,417.9
R2 6,573.0 6,573.0 6,403.2
R1 6,473.5 6,473.5 6,388.6 6,443.5
PP 6,413.5 6,413.5 6,413.5 6,398.5
S1 6,314.0 6,314.0 6,359.4 6,284.0
S2 6,254.0 6,254.0 6,344.8
S3 6,094.5 6,154.5 6,330.1
S4 5,935.0 5,995.0 6,286.3
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 7,186.2 7,086.3 6,654.5
R3 6,957.2 6,857.3 6,591.5
R2 6,728.2 6,728.2 6,570.5
R1 6,628.3 6,628.3 6,549.5 6,678.3
PP 6,499.2 6,499.2 6,499.2 6,524.1
S1 6,399.3 6,399.3 6,507.5 6,449.3
S2 6,270.2 6,270.2 6,486.5
S3 6,041.2 6,170.3 6,465.5
S4 5,812.2 5,941.3 6,402.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,593.0 6,353.5 239.5 3.8% 134.6 2.1% 9% False True 176,813
10 6,885.0 6,353.5 531.5 8.3% 158.4 2.5% 4% False True 165,437
20 6,885.0 6,353.5 531.5 8.3% 152.2 2.4% 4% False True 159,054
40 7,211.0 6,353.5 857.5 13.5% 144.5 2.3% 2% False True 153,815
60 7,211.0 6,353.5 857.5 13.5% 132.4 2.1% 2% False True 109,447
80 7,211.0 6,353.5 857.5 13.5% 123.2 1.9% 2% False True 82,190
100 7,211.0 5,795.5 1,415.5 22.2% 117.6 1.8% 41% False False 65,837
120 7,211.0 5,409.0 1,802.0 28.3% 125.6 2.0% 54% False False 55,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,190.9
2.618 6,930.6
1.618 6,771.1
1.000 6,672.5
0.618 6,611.6
HIGH 6,513.0
0.618 6,452.1
0.500 6,433.3
0.382 6,414.4
LOW 6,353.5
0.618 6,254.9
1.000 6,194.0
1.618 6,095.4
2.618 5,935.9
4.250 5,675.6
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 6,433.3 6,473.3
PP 6,413.5 6,440.2
S1 6,393.8 6,407.1

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

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