DAX Index Future June 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 6,380.0 6,350.0 -30.0 -0.5% 6,510.0
High 6,380.0 6,356.0 -24.0 -0.4% 6,528.0
Low 6,259.0 6,243.0 -16.0 -0.3% 6,221.5
Close 6,364.5 6,323.5 -41.0 -0.6% 6,227.0
Range 121.0 113.0 -8.0 -6.6% 306.5
ATR 142.6 141.1 -1.5 -1.1% 0.0
Volume 190,415 186,931 -3,484 -1.8% 895,305
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 6,646.5 6,598.0 6,385.7
R3 6,533.5 6,485.0 6,354.6
R2 6,420.5 6,420.5 6,344.2
R1 6,372.0 6,372.0 6,333.9 6,339.8
PP 6,307.5 6,307.5 6,307.5 6,291.4
S1 6,259.0 6,259.0 6,313.1 6,226.8
S2 6,194.5 6,194.5 6,302.8
S3 6,081.5 6,146.0 6,292.4
S4 5,968.5 6,033.0 6,261.4
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% 114.7 1.8% 45% False False 170,047
10 6,593.0 6,221.5 371.5 5.9% 130.9 2.1% 27% False False 172,647
20 6,885.0 6,221.5 663.5 10.5% 144.6 2.3% 15% False False 163,314
40 7,167.0 6,221.5 945.5 15.0% 147.5 2.3% 11% False False 161,354
60 7,211.0 6,221.5 989.5 15.6% 135.7 2.1% 10% False False 129,575
80 7,211.0 6,221.5 989.5 15.6% 126.5 2.0% 10% False False 97,329
100 7,211.0 6,014.0 1,197.0 18.9% 119.8 1.9% 26% False False 77,942
120 7,211.0 5,641.5 1,569.5 24.8% 123.8 2.0% 43% False False 65,348
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 22.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,836.3
2.618 6,651.8
1.618 6,538.8
1.000 6,469.0
0.618 6,425.8
HIGH 6,356.0
0.618 6,312.8
0.500 6,299.5
0.382 6,286.2
LOW 6,243.0
0.618 6,173.2
1.000 6,130.0
1.618 6,060.2
2.618 5,947.2
4.250 5,762.8
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 6,315.5 6,345.3
PP 6,307.5 6,338.0
S1 6,299.5 6,330.8

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

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