DAX Index Future September 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 6,679.0 6,435.0 -244.0 -3.7% 6,830.0
High 6,692.5 6,602.0 -90.5 -1.4% 6,885.0
Low 6,550.0 6,390.5 -159.5 -2.4% 6,550.0
Close 6,572.0 6,581.0 9.0 0.1% 6,572.0
Range 142.5 211.5 69.0 48.4% 335.0
ATR 142.3 147.2 4.9 3.5% 0.0
Volume 472 293 -179 -37.9% 1,235
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 7,159.0 7,081.5 6,697.3
R3 6,947.5 6,870.0 6,639.2
R2 6,736.0 6,736.0 6,619.8
R1 6,658.5 6,658.5 6,600.4 6,697.3
PP 6,524.5 6,524.5 6,524.5 6,543.9
S1 6,447.0 6,447.0 6,561.6 6,485.8
S2 6,313.0 6,313.0 6,542.2
S3 6,101.5 6,235.5 6,522.8
S4 5,890.0 6,024.0 6,464.7
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 7,674.0 7,458.0 6,756.3
R3 7,339.0 7,123.0 6,664.1
R2 7,004.0 7,004.0 6,633.4
R1 6,788.0 6,788.0 6,602.7 6,728.5
PP 6,669.0 6,669.0 6,669.0 6,639.3
S1 6,453.0 6,453.0 6,541.3 6,393.5
S2 6,334.0 6,334.0 6,510.6
S3 5,999.0 6,118.0 6,479.9
S4 5,664.0 5,783.0 6,387.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,885.0 6,390.5 494.5 7.5% 159.9 2.4% 39% False True 305
10 6,885.0 6,390.5 494.5 7.5% 152.0 2.3% 39% False True 294
20 6,885.0 6,390.5 494.5 7.5% 146.7 2.2% 39% False True 250
40 7,217.5 6,390.5 827.0 12.6% 128.4 2.0% 23% False True 1,174
60 7,217.5 6,390.5 827.0 12.6% 111.1 1.7% 23% False True 816
80 7,217.5 6,100.0 1,117.5 17.0% 98.3 1.5% 43% False False 620
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 False
Bear Hook False
Bull Hook False
Stretch 36.8
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7,500.9
2.618 7,155.7
1.618 6,944.2
1.000 6,813.5
0.618 6,732.7
HIGH 6,602.0
0.618 6,521.2
0.500 6,496.3
0.382 6,471.3
LOW 6,390.5
0.618 6,259.8
1.000 6,179.0
1.618 6,048.3
2.618 5,836.8
4.250 5,491.6
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 6,552.8 6,597.8
PP 6,524.5 6,592.2
S1 6,496.3 6,586.6

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

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