DAX Index Future September 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 6,970.0 6,907.0 -63.0 -0.9% 6,968.5
High 6,981.5 7,014.0 32.5 0.5% 7,051.5
Low 6,870.5 6,890.0 19.5 0.3% 6,870.5
Close 6,907.5 6,969.5 62.0 0.9% 6,969.5
Range 111.0 124.0 13.0 11.7% 181.0
ATR 111.5 112.4 0.9 0.8% 0.0
Volume 97,693 136,172 38,479 39.4% 522,540
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,329.8 7,273.7 7,037.7
R3 7,205.8 7,149.7 7,003.6
R2 7,081.8 7,081.8 6,992.2
R1 7,025.7 7,025.7 6,980.9 7,053.8
PP 6,957.8 6,957.8 6,957.8 6,971.9
S1 6,901.7 6,901.7 6,958.1 6,929.8
S2 6,833.8 6,833.8 6,946.8
S3 6,709.8 6,777.7 6,935.4
S4 6,585.8 6,653.7 6,901.3
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 7,506.8 7,419.2 7,069.1
R3 7,325.8 7,238.2 7,019.3
R2 7,144.8 7,144.8 7,002.7
R1 7,057.2 7,057.2 6,986.1 7,101.0
PP 6,963.8 6,963.8 6,963.8 6,985.8
S1 6,876.2 6,876.2 6,952.9 6,920.0
S2 6,782.8 6,782.8 6,936.3
S3 6,601.8 6,695.2 6,919.7
S4 6,420.8 6,514.2 6,870.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,051.5 6,870.5 181.0 2.6% 96.9 1.4% 55% False False 104,508
10 7,108.0 6,870.5 237.5 3.4% 95.5 1.4% 42% False False 106,313
20 7,108.0 6,847.0 261.0 3.7% 88.5 1.3% 47% False False 104,518
40 7,108.0 6,314.0 794.0 11.4% 117.4 1.7% 83% False False 122,997
60 7,108.0 6,057.0 1,051.0 15.1% 123.0 1.8% 87% False False 123,717
80 7,108.0 5,917.5 1,190.5 17.1% 123.9 1.8% 88% False False 93,758
100 7,108.0 5,917.5 1,190.5 17.1% 128.2 1.8% 88% False False 75,059
120 7,217.5 5,917.5 1,300.0 18.7% 125.9 1.8% 81% False False 62,859
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,541.0
2.618 7,338.6
1.618 7,214.6
1.000 7,138.0
0.618 7,090.6
HIGH 7,014.0
0.618 6,966.6
0.500 6,952.0
0.382 6,937.4
LOW 6,890.0
0.618 6,813.4
1.000 6,766.0
1.618 6,689.4
2.618 6,565.4
4.250 6,363.0
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 6,963.7 6,963.5
PP 6,957.8 6,957.5
S1 6,952.0 6,951.5

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

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