DAX Index Future September 2012

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	6,250.0	6,187.0	-63.0	-1.0%	6,263.5
High	6,250.0	6,438.5	188.5	3.0%	6,438.5
Low	6,098.0	6,187.0	89.0	1.5%	6,098.0
Close	6,151.0	6,411.5	260.5	4.2%	6,411.5
Range	152.0	251.5	99.5	65.5%	340.5
ATR	130.9	142.0	11.2	8.6%	0.0
Volume	166,150	169,179	3,029	1.8%	699,162

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,100.2	7,007.3	6,549.8
R3	6,848.7	6,755.8	6,480.7
R2	6,597.2	6,597.2	6,457.6
R1	6,504.3	6,504.3	6,434.6	6,550.8
PP	6,345.7	6,345.7	6,345.7	6,368.9
S1	6,252.8	6,252.8	6,388.4	6,299.3
S2	6,094.2	6,094.2	6,365.4
S3	5,842.7	6,001.3	6,342.3
S4	5,591.2	5,749.8	6,273.2

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,337.5	7,215.0	6,598.8
R3	6,997.0	6,874.5	6,505.1
R2	6,656.5	6,656.5	6,473.9
R1	6,534.0	6,534.0	6,442.7	6,595.3
PP	6,316.0	6,316.0	6,316.0	6,346.6
S1	6,193.5	6,193.5	6,380.3	6,254.8
S2	5,975.5	5,975.5	6,349.1
S3	5,635.0	5,853.0	6,317.9
S4	5,294.5	5,512.5	6,224.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,438.5	6,098.0	340.5	5.3%	148.0	2.3%	92%	True	False	139,832
10	6,438.5	6,098.0	340.5	5.3%	133.4	2.1%	92%	True	False	144,085
20	6,438.5	5,917.5	521.0	8.1%	130.8	2.0%	95%	True	False	99,406
40	6,602.0	5,917.5	684.5	10.7%	131.7	2.1%	72%	False	False	50,458
60	6,956.0	5,917.5	1,038.5	16.2%	135.9	2.1%	48%	False	False	33,719
80	7,217.5	5,917.5	1,300.0	20.3%	128.1	2.0%	38%	False	False	25,819
100	7,217.5	5,917.5	1,300.0	20.3%	117.6	1.8%	38%	False	False	20,671
120	7,217.5	5,917.5	1,300.0	20.3%	108.1	1.7%	38%	False	False	17,231

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	17.4
Widest range in 134 trading days

Fibonacci Retracements and Extensions
4.250	7,507.4
2.618	7,096.9
1.618	6,845.4
1.000	6,690.0
0.618	6,593.9
HIGH	6,438.5
0.618	6,342.4
0.500	6,312.8
0.382	6,283.1
LOW	6,187.0
0.618	6,031.6
1.000	5,935.5
1.618	5,780.1
2.618	5,528.6
4.250	5,118.1

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	6,378.6	6,363.8
PP	6,345.7	6,316.0
S1	6,312.8	6,268.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols