DAX Index Future September 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
28-May-2012 29-May-2012 Change Change % Previous Week
Open 6,413.5 6,384.0 -29.5 -0.5% 6,284.0
High 6,430.0 6,444.5 14.5 0.2% 6,450.5
Low 6,318.0 6,339.5 21.5 0.3% 6,250.0
Close 6,328.5 6,405.5 77.0 1.2% 6,349.0
Range 112.0 105.0 -7.0 -6.3% 200.5
ATR 136.0 134.6 -1.4 -1.1% 0.0
Volume 123 936 813 661.0% 13,835
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 6,711.5 6,663.5 6,463.3
R3 6,606.5 6,558.5 6,434.4
R2 6,501.5 6,501.5 6,424.8
R1 6,453.5 6,453.5 6,415.1 6,477.5
PP 6,396.5 6,396.5 6,396.5 6,408.5
S1 6,348.5 6,348.5 6,395.9 6,372.5
S2 6,291.5 6,291.5 6,386.3
S3 6,186.5 6,243.5 6,376.6
S4 6,081.5 6,138.5 6,347.8
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 6,444.5 6,250.0 194.5 3.0% 112.5 1.8% 80% True False 2,438
10 6,451.0 6,227.5 223.5 3.5% 117.1 1.8% 80% False False 1,614
20 6,885.0 6,227.5 657.5 10.3% 132.7 2.1% 27% False False 969
40 7,110.0 6,227.5 882.5 13.8% 135.6 2.1% 20% False False 590
60 7,217.5 6,227.5 990.0 15.5% 123.5 1.9% 18% False False 1,099
80 7,217.5 6,227.5 990.0 15.5% 110.1 1.7% 18% False False 838
100 7,217.5 6,049.0 1,168.5 18.2% 99.2 1.5% 31% False False 677
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 21.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,890.8
2.618 6,719.4
1.618 6,614.4
1.000 6,549.5
0.618 6,509.4
HIGH 6,444.5
0.618 6,404.4
0.500 6,392.0
0.382 6,379.6
LOW 6,339.5
0.618 6,274.6
1.000 6,234.5
1.618 6,169.6
2.618 6,064.6
4.250 5,893.3
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 6,401.0 6,391.8
PP 6,396.5 6,378.0
S1 6,392.0 6,364.3

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

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