DAX Index Future September 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	6,445.0	6,522.0	77.0	1.2%	6,263.5
High	6,544.0	6,597.0	53.0	0.8%	6,438.5
Low	6,395.0	6,507.5	112.5	1.8%	6,098.0
Close	6,489.0	6,577.0	88.0	1.4%	6,411.5
Range	149.0	89.5	-59.5	-39.9%	340.5
ATR	142.5	140.1	-2.5	-1.7%	0.0
Volume	151,690	111,937	-39,753	-26.2%	699,162

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,829.0	6,792.5	6,626.2
R3	6,739.5	6,703.0	6,601.6
R2	6,650.0	6,650.0	6,593.4
R1	6,613.5	6,613.5	6,585.2	6,631.8
PP	6,560.5	6,560.5	6,560.5	6,569.6
S1	6,524.0	6,524.0	6,568.8	6,542.3
S2	6,471.0	6,471.0	6,560.6
S3	6,381.5	6,434.5	6,552.4
S4	6,292.0	6,345.0	6,527.8

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	6,597.0	6,098.0	499.0	7.6%	151.1	2.3%	96%	True	False	142,915
10	6,597.0	6,098.0	499.0	7.6%	131.0	2.0%	96%	True	False	137,560
20	6,597.0	6,000.0	597.0	9.1%	132.8	2.0%	97%	True	False	111,050
40	6,599.0	5,917.5	681.5	10.4%	128.5	2.0%	97%	False	False	57,037
60	6,885.0	5,917.5	967.5	14.7%	135.0	2.1%	68%	False	False	38,109
80	7,217.5	5,917.5	1,300.0	19.8%	128.3	2.0%	51%	False	False	29,096
100	7,217.5	5,917.5	1,300.0	19.8%	119.3	1.8%	51%	False	False	23,306
120	7,217.5	5,917.5	1,300.0	19.8%	109.2	1.7%	51%	False	False	19,427

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,977.4
2.618	6,831.3
1.618	6,741.8
1.000	6,686.5
0.618	6,652.3
HIGH	6,597.0
0.618	6,562.8
0.500	6,552.3
0.382	6,541.7
LOW	6,507.5
0.618	6,452.2
1.000	6,418.0
1.618	6,362.7
2.618	6,273.2
4.250	6,127.1

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	6,568.8	6,515.3
PP	6,560.5	6,453.7
S1	6,552.3	6,392.0

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