DAX Index Future June 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 6,345.0 6,379.0 34.0 0.5% 6,273.0
High 6,443.5 6,396.0 -47.5 -0.7% 6,447.5
Low 6,334.5 6,258.5 -76.0 -1.2% 6,243.0
Close 6,419.0 6,283.5 -135.5 -2.1% 6,320.0
Range 109.0 137.5 28.5 26.1% 204.5
ATR 139.1 140.7 1.5 1.1% 0.0
Volume 183,759 220,336 36,577 19.9% 836,676
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 6,725.2 6,641.8 6,359.1
R3 6,587.7 6,504.3 6,321.3
R2 6,450.2 6,450.2 6,308.7
R1 6,366.8 6,366.8 6,296.1 6,339.8
PP 6,312.7 6,312.7 6,312.7 6,299.1
S1 6,229.3 6,229.3 6,270.9 6,202.3
S2 6,175.2 6,175.2 6,258.3
S3 6,037.7 6,091.8 6,245.7
S4 5,900.2 5,954.3 6,207.9
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 6,950.3 6,839.7 6,432.5
R3 6,745.8 6,635.2 6,376.2
R2 6,541.3 6,541.3 6,357.5
R1 6,430.7 6,430.7 6,338.7 6,486.0
PP 6,336.8 6,336.8 6,336.8 6,364.5
S1 6,226.2 6,226.2 6,301.3 6,281.5
S2 6,132.3 6,132.3 6,282.5
S3 5,927.8 6,021.7 6,263.8
S4 5,723.3 5,817.2 6,207.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,443.5 6,243.0 200.5 3.2% 122.1 1.9% 20% False False 189,256
10 6,447.5 6,221.5 226.0 3.6% 125.9 2.0% 27% False False 178,237
20 6,885.0 6,221.5 663.5 10.6% 142.2 2.3% 9% False False 171,837
40 7,103.5 6,221.5 882.0 14.0% 146.7 2.3% 7% False False 164,570
60 7,211.0 6,221.5 989.5 15.7% 136.2 2.2% 6% False False 139,002
80 7,211.0 6,221.5 989.5 15.7% 127.5 2.0% 6% False False 104,419
100 7,211.0 6,014.0 1,197.0 19.0% 121.2 1.9% 23% False False 83,612
120 7,211.0 5,641.5 1,569.5 25.0% 123.8 2.0% 41% False False 70,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 18.3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,980.4
2.618 6,756.0
1.618 6,618.5
1.000 6,533.5
0.618 6,481.0
HIGH 6,396.0
0.618 6,343.5
0.500 6,327.3
0.382 6,311.0
LOW 6,258.5
0.618 6,173.5
1.000 6,121.0
1.618 6,036.0
2.618 5,898.5
4.250 5,674.1
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 6,327.3 6,351.0
PP 6,312.7 6,328.5
S1 6,298.1 6,306.0

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

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