DAX Index Future September 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 6,612.0 6,869.0 257.0 3.9% 6,756.5
High 6,890.5 6,945.0 54.5 0.8% 6,890.5
Low 6,606.5 6,847.0 240.5 3.6% 6,552.0
Close 6,867.5 6,921.0 53.5 0.8% 6,867.5
Range 284.0 98.0 -186.0 -65.5% 338.5
ATR 163.4 158.7 -4.7 -2.9% 0.0
Volume 172,095 111,767 -60,328 -35.1% 763,342
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,198.3 7,157.7 6,974.9
R3 7,100.3 7,059.7 6,948.0
R2 7,002.3 7,002.3 6,939.0
R1 6,961.7 6,961.7 6,930.0 6,982.0
PP 6,904.3 6,904.3 6,904.3 6,914.5
S1 6,863.7 6,863.7 6,912.0 6,884.0
S2 6,806.3 6,806.3 6,903.0
S3 6,708.3 6,765.7 6,894.1
S4 6,610.3 6,667.7 6,867.1
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,785.5 7,665.0 7,053.7
R3 7,447.0 7,326.5 6,960.6
R2 7,108.5 7,108.5 6,929.6
R1 6,988.0 6,988.0 6,898.5 7,048.3
PP 6,770.0 6,770.0 6,770.0 6,800.1
S1 6,649.5 6,649.5 6,836.5 6,709.8
S2 6,431.5 6,431.5 6,805.4
S3 6,093.0 6,311.0 6,774.4
S4 5,754.5 5,972.5 6,681.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,945.0 6,552.0 393.0 5.7% 166.2 2.4% 94% True False 149,025
10 6,945.0 6,314.0 631.0 9.1% 178.1 2.6% 96% True False 156,520
20 6,945.0 6,314.0 631.0 9.1% 149.0 2.2% 96% True False 141,673
40 6,945.0 6,081.5 863.5 12.5% 139.9 2.0% 97% True False 135,571
60 6,945.0 5,917.5 1,027.5 14.8% 134.9 1.9% 98% True False 92,031
80 6,945.0 5,917.5 1,027.5 14.8% 138.2 2.0% 98% True False 69,089
100 7,217.5 5,917.5 1,300.0 18.8% 133.2 1.9% 77% False False 55,568
120 7,217.5 5,917.5 1,300.0 18.8% 125.4 1.8% 77% False False 46,432
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 40.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,361.5
2.618 7,201.6
1.618 7,103.6
1.000 7,043.0
0.618 7,005.6
HIGH 6,945.0
0.618 6,907.6
0.500 6,896.0
0.382 6,884.4
LOW 6,847.0
0.618 6,786.4
1.000 6,749.0
1.618 6,688.4
2.618 6,590.4
4.250 6,430.5
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 6,912.7 6,863.5
PP 6,904.3 6,806.0
S1 6,896.0 6,748.5

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

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