DAX Index Future June 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 6,261.0 6,273.0 12.0 0.2% 6,510.0
High 6,338.0 6,369.0 31.0 0.5% 6,528.0
Low 6,221.5 6,243.0 21.5 0.3% 6,221.5
Close 6,227.0 6,365.0 138.0 2.2% 6,227.0
Range 116.5 126.0 9.5 8.2% 306.5
ATR 148.4 147.9 -0.5 -0.3% 0.0
Volume 178,400 138,163 -40,237 -22.6% 895,305
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 6,703.7 6,660.3 6,434.3
R3 6,577.7 6,534.3 6,399.7
R2 6,451.7 6,451.7 6,388.1
R1 6,408.3 6,408.3 6,376.6 6,430.0
PP 6,325.7 6,325.7 6,325.7 6,336.5
S1 6,282.3 6,282.3 6,353.5 6,304.0
S2 6,199.7 6,199.7 6,341.9
S3 6,073.7 6,156.3 6,330.4
S4 5,947.7 6,030.3 6,295.7
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 7,245.0 7,042.5 6,395.6
R3 6,938.5 6,736.0 6,311.3
R2 6,632.0 6,632.0 6,283.2
R1 6,429.5 6,429.5 6,255.1 6,377.5
PP 6,325.5 6,325.5 6,325.5 6,299.5
S1 6,123.0 6,123.0 6,198.9 6,071.0
S2 6,019.0 6,019.0 6,170.8
S3 5,712.5 5,816.5 6,142.7
S4 5,406.0 5,510.0 6,058.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,513.0 6,221.5 291.5 4.6% 142.2 2.2% 49% False False 176,006
10 6,593.0 6,221.5 371.5 5.8% 139.0 2.2% 39% False False 173,503
20 6,885.0 6,221.5 663.5 10.4% 150.7 2.4% 22% False False 160,805
40 7,167.0 6,221.5 945.5 14.9% 149.3 2.3% 15% False False 158,535
60 7,211.0 6,221.5 989.5 15.5% 135.9 2.1% 15% False False 120,713
80 7,211.0 6,221.5 989.5 15.5% 125.8 2.0% 15% False False 90,671
100 7,211.0 5,800.0 1,411.0 22.2% 119.9 1.9% 40% False False 72,614
120 7,211.0 5,641.5 1,569.5 24.7% 125.7 2.0% 46% False False 60,905
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,904.5
2.618 6,698.9
1.618 6,572.9
1.000 6,495.0
0.618 6,446.9
HIGH 6,369.0
0.618 6,320.9
0.500 6,306.0
0.382 6,291.1
LOW 6,243.0
0.618 6,165.1
1.000 6,117.0
1.618 6,039.1
2.618 5,913.1
4.250 5,707.5
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 6,345.3 6,350.8
PP 6,325.7 6,336.7
S1 6,306.0 6,322.5

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

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