DAX Index Future September 2012

Trading Metrics calculated at close of trading on 21-Aug-2012

Day Change Summary
	Previous	Current
	20-Aug-2012	21-Aug-2012	Change	Change %	Previous Week
Open	7,047.0	7,038.5	-8.5	-0.1%	6,940.0
High	7,087.0	7,108.0	21.0	0.3%	7,055.0
Low	7,010.0	7,038.5	28.5	0.4%	6,882.0
Close	7,035.0	7,093.0	58.0	0.8%	7,035.5
Range	77.0	69.5	-7.5	-9.7%	173.0
ATR	118.2	115.0	-3.2	-2.7%	0.0
Volume	97,449	93,343	-4,106	-4.2%	468,074

Daily Pivots for day following 21-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,288.3	7,260.2	7,131.2
R3	7,218.8	7,190.7	7,112.1
R2	7,149.3	7,149.3	7,105.7
R1	7,121.2	7,121.2	7,099.4	7,135.3
PP	7,079.8	7,079.8	7,079.8	7,086.9
S1	7,051.7	7,051.7	7,086.6	7,065.8
S2	7,010.3	7,010.3	7,080.3
S3	6,940.8	6,982.2	7,073.9
S4	6,871.3	6,912.7	7,054.8

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	7,108.0	6,907.5	200.5	2.8%	71.8	1.0%	93%	True	False	93,020
10	7,108.0	6,882.0	226.0	3.2%	77.0	1.1%	93%	True	False	99,002
20	7,108.0	6,323.0	785.0	11.1%	125.0	1.8%	98%	True	False	126,011
40	7,108.0	6,098.0	1,010.0	14.2%	125.5	1.8%	99%	True	False	129,563
60	7,108.0	5,917.5	1,190.5	16.8%	127.4	1.8%	99%	True	False	110,202
80	7,108.0	5,917.5	1,190.5	16.8%	128.6	1.8%	99%	True	False	82,884
100	7,110.0	5,917.5	1,192.5	16.8%	130.9	1.8%	99%	False	False	66,351
120	7,217.5	5,917.5	1,300.0	18.3%	125.2	1.8%	90%	False	False	55,643

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,403.4
2.618	7,290.0
1.618	7,220.5
1.000	7,177.5
0.618	7,151.0
HIGH	7,108.0
0.618	7,081.5
0.500	7,073.3
0.382	7,065.0
LOW	7,038.5
0.618	6,995.5
1.000	6,969.0
1.618	6,926.0
2.618	6,856.5
4.250	6,743.1

Fisher Pivots for day following 21-Aug-2012
Pivot	1 day	3 day
R1	7,086.4	7,079.9
PP	7,079.8	7,066.8
S1	7,073.3	7,053.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols