DAX Index Future September 2012


Trading Metrics calculated at close of trading on 28-May-2012
Day Change Summary
Previous Current
25-May-2012 28-May-2012 Change Change % Previous Week
Open 6,295.0 6,413.5 118.5 1.9% 6,284.0
High 6,411.0 6,430.0 19.0 0.3% 6,450.5
Low 6,284.0 6,318.0 34.0 0.5% 6,250.0
Close 6,349.0 6,328.5 -20.5 -0.3% 6,349.0
Range 127.0 112.0 -15.0 -11.8% 200.5
ATR 137.9 136.0 -1.8 -1.3% 0.0
Volume 6,403 123 -6,280 -98.1% 13,835
Daily Pivots for day following 28-May-2012
Classic Woodie Camarilla DeMark
R4 6,694.8 6,623.7 6,390.1
R3 6,582.8 6,511.7 6,359.3
R2 6,470.8 6,470.8 6,349.0
R1 6,399.7 6,399.7 6,338.8 6,379.3
PP 6,358.8 6,358.8 6,358.8 6,348.6
S1 6,287.7 6,287.7 6,318.2 6,267.3
S2 6,246.8 6,246.8 6,308.0
S3 6,134.8 6,175.7 6,297.7
S4 6,022.8 6,063.7 6,266.9
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 6,951.3 6,850.7 6,459.3
R3 6,750.8 6,650.2 6,404.1
R2 6,550.3 6,550.3 6,385.8
R1 6,449.7 6,449.7 6,367.4 6,500.0
PP 6,349.8 6,349.8 6,349.8 6,375.0
S1 6,249.2 6,249.2 6,330.6 6,299.5
S2 6,149.3 6,149.3 6,312.2
S3 5,948.8 6,048.7 6,293.9
S4 5,748.3 5,848.2 6,238.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,450.5 6,250.0 200.5 3.2% 109.4 1.7% 39% False False 2,460
10 6,517.5 6,227.5 290.0 4.6% 122.1 1.9% 35% False False 1,576
20 6,885.0 6,227.5 657.5 10.4% 132.1 2.1% 15% False False 930
40 7,110.0 6,227.5 882.5 13.9% 136.3 2.2% 11% False False 574
60 7,217.5 6,227.5 990.0 15.6% 123.0 1.9% 10% False False 1,083
80 7,217.5 6,227.5 990.0 15.6% 108.9 1.7% 10% False False 827
100 7,217.5 6,049.0 1,168.5 18.5% 98.8 1.6% 24% False False 668
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 False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook True
Stretch 21.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,906.0
2.618 6,723.2
1.618 6,611.2
1.000 6,542.0
0.618 6,499.2
HIGH 6,430.0
0.618 6,387.2
0.500 6,374.0
0.382 6,360.8
LOW 6,318.0
0.618 6,248.8
1.000 6,206.0
1.618 6,136.8
2.618 6,024.8
4.250 5,842.0
Fisher Pivots for day following 28-May-2012
Pivot 1 day 3 day
R1 6,374.0 6,340.0
PP 6,358.8 6,336.2
S1 6,343.7 6,332.3

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

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