DAX Index Future September 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 7,002.5 6,943.5 -59.0 -0.8% 6,968.5
High 7,019.0 7,004.0 -15.0 -0.2% 7,051.5
Low 6,919.5 6,892.5 -27.0 -0.4% 6,870.5
Close 6,941.5 6,966.5 25.0 0.4% 6,969.5
Range 99.5 111.5 12.0 12.1% 181.0
ATR 111.5 111.5 0.0 0.0% 0.0
Volume 146,880 178,713 31,833 21.7% 522,540
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 7,288.8 7,239.2 7,027.8
R3 7,177.3 7,127.7 6,997.2
R2 7,065.8 7,065.8 6,986.9
R1 7,016.2 7,016.2 6,976.7 7,041.0
PP 6,954.3 6,954.3 6,954.3 6,966.8
S1 6,904.7 6,904.7 6,956.3 6,929.5
S2 6,842.8 6,842.8 6,946.1
S3 6,731.3 6,793.2 6,935.8
S4 6,619.8 6,681.7 6,905.2
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 7,032.5 6,870.5 162.0 2.3% 106.7 1.5% 59% False False 131,320
10 7,083.0 6,870.5 212.5 3.1% 102.0 1.5% 45% False False 119,793
20 7,108.0 6,870.5 237.5 3.4% 89.5 1.3% 40% False False 109,397
40 7,108.0 6,314.0 794.0 11.4% 117.9 1.7% 82% False False 124,933
60 7,108.0 6,081.5 1,026.5 14.7% 121.0 1.7% 86% False False 128,060
80 7,108.0 5,917.5 1,190.5 17.1% 123.5 1.8% 88% False False 97,823
100 7,108.0 5,917.5 1,190.5 17.1% 127.2 1.8% 88% False False 78,312
120 7,217.5 5,917.5 1,300.0 18.7% 126.1 1.8% 81% False False 65,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,477.9
2.618 7,295.9
1.618 7,184.4
1.000 7,115.5
0.618 7,072.9
HIGH 7,004.0
0.618 6,961.4
0.500 6,948.3
0.382 6,935.1
LOW 6,892.5
0.618 6,823.6
1.000 6,781.0
1.618 6,712.1
2.618 6,600.6
4.250 6,418.6
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 6,960.4 6,962.5
PP 6,954.3 6,958.5
S1 6,948.3 6,954.5

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

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