DAX Index Future June 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 6,094.5 6,304.0 209.5 3.4% 5,980.0
High 6,171.5 6,322.0 150.5 2.4% 6,232.5
Low 6,052.5 6,098.0 45.5 0.8% 5,913.0
Close 6,158.0 6,137.0 -21.0 -0.3% 6,158.0
Range 119.0 224.0 105.0 88.2% 319.5
ATR 139.2 145.3 6.1 4.3% 0.0
Volume 178,623 230,673 52,050 29.1% 892,898
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 6,857.7 6,721.3 6,260.2
R3 6,633.7 6,497.3 6,198.6
R2 6,409.7 6,409.7 6,178.1
R1 6,273.3 6,273.3 6,157.5 6,229.5
PP 6,185.7 6,185.7 6,185.7 6,163.8
S1 6,049.3 6,049.3 6,116.5 6,005.5
S2 5,961.7 5,961.7 6,095.9
S3 5,737.7 5,825.3 6,075.4
S4 5,513.7 5,601.3 6,013.8
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 7,059.7 6,928.3 6,333.7
R3 6,740.2 6,608.8 6,245.9
R2 6,420.7 6,420.7 6,216.6
R1 6,289.3 6,289.3 6,187.3 6,355.0
PP 6,101.2 6,101.2 6,101.2 6,134.0
S1 5,969.8 5,969.8 6,128.7 6,035.5
S2 5,781.7 5,781.7 6,099.4
S3 5,462.2 5,650.3 6,070.1
S4 5,142.7 5,330.8 5,982.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,322.0 5,913.0 409.0 6.7% 146.4 2.4% 55% True False 192,384
10 6,443.5 5,913.0 530.5 8.6% 144.5 2.4% 42% False False 196,360
20 6,528.0 5,913.0 615.0 10.0% 136.9 2.2% 36% False False 184,779
40 6,885.0 5,913.0 972.0 15.8% 146.5 2.4% 23% False False 171,261
60 7,211.0 5,913.0 1,298.0 21.2% 140.2 2.3% 17% False False 161,515
80 7,211.0 5,913.0 1,298.0 21.2% 133.2 2.2% 17% False False 123,871
100 7,211.0 5,913.0 1,298.0 21.2% 125.0 2.0% 17% False False 99,180
120 7,211.0 5,669.5 1,541.5 25.1% 122.0 2.0% 30% False False 82,719
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 26.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,274.0
2.618 6,908.4
1.618 6,684.4
1.000 6,546.0
0.618 6,460.4
HIGH 6,322.0
0.618 6,236.4
0.500 6,210.0
0.382 6,183.6
LOW 6,098.0
0.618 5,959.6
1.000 5,874.0
1.618 5,735.6
2.618 5,511.6
4.250 5,146.0
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 6,210.0 6,187.3
PP 6,185.7 6,170.5
S1 6,161.3 6,153.8

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

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