DAX Index Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 6,982.0 6,925.5 -56.5 -0.8% 6,869.0
High 7,004.0 6,968.5 -35.5 -0.5% 7,004.0
Low 6,890.5 6,891.0 0.5 0.0% 6,847.0
Close 6,960.5 6,951.5 -9.0 -0.1% 6,951.5
Range 113.5 77.5 -36.0 -31.7% 157.0
ATR 145.2 140.4 -4.8 -3.3% 0.0
Volume 125,857 98,576 -27,281 -21.7% 559,155
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,169.5 7,138.0 6,994.1
R3 7,092.0 7,060.5 6,972.8
R2 7,014.5 7,014.5 6,965.7
R1 6,983.0 6,983.0 6,958.6 6,998.8
PP 6,937.0 6,937.0 6,937.0 6,944.9
S1 6,905.5 6,905.5 6,944.4 6,921.3
S2 6,859.5 6,859.5 6,937.3
S3 6,782.0 6,828.0 6,930.2
S4 6,704.5 6,750.5 6,908.9
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,405.2 7,335.3 7,037.9
R3 7,248.2 7,178.3 6,994.7
R2 7,091.2 7,091.2 6,980.3
R1 7,021.3 7,021.3 6,965.9 7,056.3
PP 6,934.2 6,934.2 6,934.2 6,951.6
S1 6,864.3 6,864.3 6,937.1 6,899.3
S2 6,777.2 6,777.2 6,922.7
S3 6,620.2 6,707.3 6,908.3
S4 6,463.2 6,550.3 6,865.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,004.0 6,847.0 157.0 2.3% 89.4 1.3% 67% False False 111,831
10 7,004.0 6,552.0 452.0 6.5% 127.5 1.8% 88% False False 132,249
20 7,004.0 6,314.0 690.0 9.9% 142.3 2.0% 92% False False 138,902
40 7,004.0 6,098.0 906.0 13.0% 134.4 1.9% 94% False False 139,518
60 7,004.0 5,917.5 1,086.5 15.6% 131.7 1.9% 95% False False 99,459
80 7,004.0 5,917.5 1,086.5 15.6% 134.6 1.9% 95% False False 74,675
100 7,175.0 5,917.5 1,257.5 18.1% 133.9 1.9% 82% False False 59,776
120 7,217.5 5,917.5 1,300.0 18.7% 125.2 1.8% 80% False False 50,158
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,297.9
2.618 7,171.4
1.618 7,093.9
1.000 7,046.0
0.618 7,016.4
HIGH 6,968.5
0.618 6,938.9
0.500 6,929.8
0.382 6,920.6
LOW 6,891.0
0.618 6,843.1
1.000 6,813.5
1.618 6,765.6
2.618 6,688.1
4.250 6,561.6
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 6,944.3 6,950.1
PP 6,937.0 6,948.7
S1 6,929.8 6,947.3

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

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