DAX Index Future June 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 6,365.0 6,380.0 15.0 0.2% 6,510.0
High 6,447.5 6,380.0 -67.5 -1.0% 6,528.0
Low 6,350.5 6,259.0 -91.5 -1.4% 6,221.5
Close 6,380.0 6,364.5 -15.5 -0.2% 6,227.0
Range 97.0 121.0 24.0 24.7% 306.5
ATR 144.3 142.6 -1.7 -1.2% 0.0
Volume 156,326 190,415 34,089 21.8% 895,305
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 6,697.5 6,652.0 6,431.1
R3 6,576.5 6,531.0 6,397.8
R2 6,455.5 6,455.5 6,386.7
R1 6,410.0 6,410.0 6,375.6 6,372.3
PP 6,334.5 6,334.5 6,334.5 6,315.6
S1 6,289.0 6,289.0 6,353.4 6,251.3
S2 6,213.5 6,213.5 6,342.3
S3 6,092.5 6,168.0 6,331.2
S4 5,971.5 6,047.0 6,298.0
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 6,447.5 6,221.5 226.0 3.6% 124.6 2.0% 63% False False 165,480
10 6,593.0 6,221.5 371.5 5.8% 130.9 2.1% 38% False False 170,268
20 6,885.0 6,221.5 663.5 10.4% 145.9 2.3% 22% False False 161,801
40 7,167.0 6,221.5 945.5 14.9% 148.2 2.3% 15% False False 159,825
60 7,211.0 6,221.5 989.5 15.5% 135.8 2.1% 14% False False 126,468
80 7,211.0 6,221.5 989.5 15.5% 125.9 2.0% 14% False False 94,994
100 7,211.0 5,910.0 1,301.0 20.4% 120.5 1.9% 35% False False 76,076
120 7,211.0 5,641.5 1,569.5 24.7% 123.6 1.9% 46% False False 63,791
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,894.3
2.618 6,696.8
1.618 6,575.8
1.000 6,501.0
0.618 6,454.8
HIGH 6,380.0
0.618 6,333.8
0.500 6,319.5
0.382 6,305.2
LOW 6,259.0
0.618 6,184.2
1.000 6,138.0
1.618 6,063.2
2.618 5,942.2
4.250 5,744.8
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 6,349.5 6,358.1
PP 6,334.5 6,351.7
S1 6,319.5 6,345.3

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

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