DAX Index Future September 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 6,984.0 7,010.0 26.0 0.4% 6,940.0
High 7,018.0 7,055.0 37.0 0.5% 7,055.0
Low 6,928.5 6,999.5 71.0 1.0% 6,882.0
Close 6,992.5 7,035.5 43.0 0.6% 7,035.5
Range 89.5 55.5 -34.0 -38.0% 173.0
ATR 125.9 121.4 -4.5 -3.6% 0.0
Volume 87,047 97,981 10,934 12.6% 468,074
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,196.5 7,171.5 7,066.0
R3 7,141.0 7,116.0 7,050.8
R2 7,085.5 7,085.5 7,045.7
R1 7,060.5 7,060.5 7,040.6 7,073.0
PP 7,030.0 7,030.0 7,030.0 7,036.3
S1 7,005.0 7,005.0 7,030.4 7,017.5
S2 6,974.5 6,974.5 7,025.3
S3 6,919.0 6,949.5 7,020.2
S4 6,863.5 6,894.0 7,005.0
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,509.8 7,445.7 7,130.7
R3 7,336.8 7,272.7 7,083.1
R2 7,163.8 7,163.8 7,067.2
R1 7,099.7 7,099.7 7,051.4 7,131.8
PP 6,990.8 6,990.8 6,990.8 7,006.9
S1 6,926.7 6,926.7 7,019.6 6,958.8
S2 6,817.8 6,817.8 7,003.8
S3 6,644.8 6,753.7 6,987.9
S4 6,471.8 6,580.7 6,940.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,055.0 6,882.0 173.0 2.5% 73.5 1.0% 89% True False 93,614
10 7,055.0 6,847.0 208.0 3.0% 81.5 1.2% 91% True False 102,722
20 7,055.0 6,314.0 741.0 10.5% 135.1 1.9% 97% True False 132,815
40 7,055.0 6,098.0 957.0 13.6% 127.1 1.8% 98% True False 131,121
60 7,055.0 5,917.5 1,137.5 16.2% 128.9 1.8% 98% True False 107,131
80 7,055.0 5,917.5 1,137.5 16.2% 130.6 1.9% 98% True False 80,507
100 7,175.0 5,917.5 1,257.5 17.9% 131.9 1.9% 89% False False 64,447
120 7,217.5 5,917.5 1,300.0 18.5% 125.1 1.8% 86% False False 54,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24.4
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 7,290.9
2.618 7,200.3
1.618 7,144.8
1.000 7,110.5
0.618 7,089.3
HIGH 7,055.0
0.618 7,033.8
0.500 7,027.3
0.382 7,020.7
LOW 6,999.5
0.618 6,965.2
1.000 6,944.0
1.618 6,909.7
2.618 6,854.2
4.250 6,763.6
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 7,032.8 7,017.4
PP 7,030.0 6,999.3
S1 7,027.3 6,981.3

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

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