DAX Index Future September 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 6,925.5 6,940.0 14.5 0.2% 6,869.0
High 6,968.5 6,979.0 10.5 0.2% 7,004.0
Low 6,891.0 6,882.0 -9.0 -0.1% 6,847.0
Close 6,951.5 6,914.0 -37.5 -0.5% 6,951.5
Range 77.5 97.0 19.5 25.2% 157.0
ATR 140.4 137.3 -3.1 -2.2% 0.0
Volume 98,576 106,007 7,431 7.5% 559,155
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,216.0 7,162.0 6,967.4
R3 7,119.0 7,065.0 6,940.7
R2 7,022.0 7,022.0 6,931.8
R1 6,968.0 6,968.0 6,922.9 6,946.5
PP 6,925.0 6,925.0 6,925.0 6,914.3
S1 6,871.0 6,871.0 6,905.1 6,849.5
S2 6,828.0 6,828.0 6,896.2
S3 6,731.0 6,774.0 6,887.3
S4 6,634.0 6,677.0 6,860.7
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 6,882.0 122.0 1.8% 89.2 1.3% 26% False True 110,679
10 7,004.0 6,552.0 452.0 6.5% 127.7 1.8% 80% False False 129,852
20 7,004.0 6,314.0 690.0 10.0% 143.8 2.1% 87% False False 139,889
40 7,004.0 6,098.0 906.0 13.1% 133.6 1.9% 90% False False 137,479
60 7,004.0 5,917.5 1,086.5 15.7% 131.6 1.9% 92% False False 101,221
80 7,004.0 5,917.5 1,086.5 15.7% 133.7 1.9% 92% False False 75,995
100 7,175.0 5,917.5 1,257.5 18.2% 133.9 1.9% 79% False False 60,835
120 7,217.5 5,917.5 1,300.0 18.8% 125.2 1.8% 77% False False 51,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,391.3
2.618 7,232.9
1.618 7,135.9
1.000 7,076.0
0.618 7,038.9
HIGH 6,979.0
0.618 6,941.9
0.500 6,930.5
0.382 6,919.1
LOW 6,882.0
0.618 6,822.1
1.000 6,785.0
1.618 6,725.1
2.618 6,628.1
4.250 6,469.8
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 6,930.5 6,943.0
PP 6,925.0 6,933.3
S1 6,919.5 6,923.7

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

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