DAX Index Future September 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 6,384.0 6,377.0 -7.0 -0.1% 6,284.0
High 6,444.5 6,400.0 -44.5 -0.7% 6,450.5
Low 6,339.5 6,265.0 -74.5 -1.2% 6,250.0
Close 6,405.5 6,287.5 -118.0 -1.8% 6,349.0
Range 105.0 135.0 30.0 28.6% 200.5
ATR 134.6 135.0 0.4 0.3% 0.0
Volume 936 1,945 1,009 107.8% 13,835
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 6,722.5 6,640.0 6,361.8
R3 6,587.5 6,505.0 6,324.6
R2 6,452.5 6,452.5 6,312.3
R1 6,370.0 6,370.0 6,299.9 6,343.8
PP 6,317.5 6,317.5 6,317.5 6,304.4
S1 6,235.0 6,235.0 6,275.1 6,208.8
S2 6,182.5 6,182.5 6,262.8
S3 6,047.5 6,100.0 6,250.4
S4 5,912.5 5,965.0 6,213.3
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 3.1% 117.0 1.9% 19% False False 2,696
10 6,450.5 6,227.5 223.0 3.5% 116.5 1.9% 27% False False 1,737
20 6,805.0 6,227.5 577.5 9.2% 129.0 2.1% 10% False False 1,053
40 7,110.0 6,227.5 882.5 14.0% 137.4 2.2% 7% False False 635
60 7,217.5 6,227.5 990.0 15.7% 125.1 2.0% 6% False False 1,130
80 7,217.5 6,227.5 990.0 15.7% 110.7 1.8% 6% False False 863
100 7,217.5 6,049.0 1,168.5 18.6% 100.4 1.6% 20% False False 696
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 21.3
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,973.8
2.618 6,753.4
1.618 6,618.4
1.000 6,535.0
0.618 6,483.4
HIGH 6,400.0
0.618 6,348.4
0.500 6,332.5
0.382 6,316.6
LOW 6,265.0
0.618 6,181.6
1.000 6,130.0
1.618 6,046.6
2.618 5,911.6
4.250 5,691.3
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 6,332.5 6,354.8
PP 6,317.5 6,332.3
S1 6,302.5 6,309.9

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

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