DAX Index Future September 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 6,464.0 6,555.0 91.0 1.4% 6,406.0
High 6,577.5 6,578.5 1.0 0.0% 6,577.5
Low 6,437.5 6,510.5 73.0 1.1% 6,350.5
Close 6,542.5 6,576.0 33.5 0.5% 6,542.5
Range 140.0 68.0 -72.0 -51.4% 227.0
ATR 131.9 127.4 -4.6 -3.5% 0.0
Volume 114,091 86,259 -27,832 -24.4% 610,626
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 6,759.0 6,735.5 6,613.4
R3 6,691.0 6,667.5 6,594.7
R2 6,623.0 6,623.0 6,588.5
R1 6,599.5 6,599.5 6,582.2 6,611.3
PP 6,555.0 6,555.0 6,555.0 6,560.9
S1 6,531.5 6,531.5 6,569.8 6,543.3
S2 6,487.0 6,487.0 6,563.5
S3 6,419.0 6,463.5 6,557.3
S4 6,351.0 6,395.5 6,538.6
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 7,171.2 7,083.8 6,667.4
R3 6,944.2 6,856.8 6,604.9
R2 6,717.2 6,717.2 6,584.1
R1 6,629.8 6,629.8 6,563.3 6,673.5
PP 6,490.2 6,490.2 6,490.2 6,512.0
S1 6,402.8 6,402.8 6,521.7 6,446.5
S2 6,263.2 6,263.2 6,500.9
S3 6,036.2 6,175.8 6,480.1
S4 5,809.2 5,948.8 6,417.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,578.5 6,350.5 228.0 3.5% 110.0 1.7% 99% True False 117,815
10 6,647.5 6,350.5 297.0 4.5% 113.6 1.7% 76% False False 126,054
20 6,647.5 6,098.0 549.5 8.4% 123.5 1.9% 87% False False 135,070
40 6,647.5 5,917.5 730.0 11.1% 125.5 1.9% 90% False False 81,886
60 6,885.0 5,917.5 967.5 14.7% 130.3 2.0% 68% False False 54,697
80 7,175.0 5,917.5 1,257.5 19.1% 131.5 2.0% 52% False False 41,071
100 7,217.5 5,917.5 1,300.0 19.8% 121.5 1.8% 51% False False 33,269
120 7,217.5 5,917.5 1,300.0 19.8% 112.9 1.7% 51% False False 27,733
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 33.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,867.5
2.618 6,756.5
1.618 6,688.5
1.000 6,646.5
0.618 6,620.5
HIGH 6,578.5
0.618 6,552.5
0.500 6,544.5
0.382 6,536.5
LOW 6,510.5
0.618 6,468.5
1.000 6,442.5
1.618 6,400.5
2.618 6,332.5
4.250 6,221.5
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 6,565.5 6,541.6
PP 6,555.0 6,507.2
S1 6,544.5 6,472.8

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

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