DAX Index Future September 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 6,439.5 6,444.5 5.0 0.1% 6,126.0
High 6,455.0 6,456.0 1.0 0.0% 6,455.0
Low 6,427.0 6,440.0 13.0 0.2% 6,126.0
Close 6,433.0 6,456.0 23.0 0.4% 6,433.0
Range 28.0 16.0 -12.0 -42.9% 329.0
ATR 81.9 77.7 -4.2 -5.1% 0.0
Volume 11 32 21 190.9% 207
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,498.7 6,493.3 6,464.8
R3 6,482.7 6,477.3 6,460.4
R2 6,466.7 6,466.7 6,458.9
R1 6,461.3 6,461.3 6,457.5 6,464.0
PP 6,450.7 6,450.7 6,450.7 6,452.0
S1 6,445.3 6,445.3 6,454.5 6,448.0
S2 6,434.7 6,434.7 6,453.1
S3 6,418.7 6,429.3 6,451.6
S4 6,402.7 6,413.3 6,447.2
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 7,325.0 7,208.0 6,614.0
R3 6,996.0 6,879.0 6,523.5
R2 6,667.0 6,667.0 6,493.3
R1 6,550.0 6,550.0 6,463.2 6,608.5
PP 6,338.0 6,338.0 6,338.0 6,367.3
S1 6,221.0 6,221.0 6,402.8 6,279.5
S2 6,009.0 6,009.0 6,372.7
S3 5,680.0 5,892.0 6,342.5
S4 5,351.0 5,563.0 6,252.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,456.0 6,327.0 129.0 2.0% 35.6 0.6% 100% True False 47
10 6,456.0 6,100.0 356.0 5.5% 56.7 0.9% 100% True False 31
20 6,456.0 5,819.0 637.0 9.9% 57.4 0.9% 100% True False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,524.0
2.618 6,497.9
1.618 6,481.9
1.000 6,472.0
0.618 6,465.9
HIGH 6,456.0
0.618 6,449.9
0.500 6,448.0
0.382 6,446.1
LOW 6,440.0
0.618 6,430.1
1.000 6,424.0
1.618 6,414.1
2.618 6,398.1
4.250 6,372.0
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 6,453.3 6,447.5
PP 6,450.7 6,439.0
S1 6,448.0 6,430.5

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

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