DAX Index Future September 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 6,943.5 6,990.5 47.0 0.7% 6,968.5
High 7,004.0 7,174.5 170.5 2.4% 7,051.5
Low 6,892.5 6,977.5 85.0 1.2% 6,870.5
Close 6,966.5 7,158.5 192.0 2.8% 6,969.5
Range 111.5 197.0 85.5 76.7% 181.0
ATR 111.5 118.4 6.9 6.2% 0.0
Volume 178,713 178,713 0 0.0% 522,540
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 7,694.5 7,623.5 7,266.9
R3 7,497.5 7,426.5 7,212.7
R2 7,300.5 7,300.5 7,194.6
R1 7,229.5 7,229.5 7,176.6 7,265.0
PP 7,103.5 7,103.5 7,103.5 7,121.3
S1 7,032.5 7,032.5 7,140.4 7,068.0
S2 6,906.5 6,906.5 7,122.4
S3 6,709.5 6,835.5 7,104.3
S4 6,512.5 6,638.5 7,050.2
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 7,174.5 6,870.5 304.0 4.2% 128.6 1.8% 95% True False 147,634
10 7,174.5 6,870.5 304.0 4.2% 116.0 1.6% 95% True False 126,273
20 7,174.5 6,870.5 304.0 4.2% 96.1 1.3% 95% True False 112,997
40 7,174.5 6,314.0 860.5 12.0% 120.3 1.7% 98% True False 126,483
60 7,174.5 6,081.5 1,093.0 15.3% 122.1 1.7% 99% True False 129,922
80 7,174.5 5,917.5 1,257.0 17.6% 124.1 1.7% 99% True False 100,050
100 7,174.5 5,917.5 1,257.0 17.6% 127.8 1.8% 99% True False 80,097
120 7,217.5 5,917.5 1,300.0 18.2% 127.0 1.8% 95% False False 66,794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.2
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 8,011.8
2.618 7,690.2
1.618 7,493.2
1.000 7,371.5
0.618 7,296.2
HIGH 7,174.5
0.618 7,099.2
0.500 7,076.0
0.382 7,052.8
LOW 6,977.5
0.618 6,855.8
1.000 6,780.5
1.618 6,658.8
2.618 6,461.8
4.250 6,140.3
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 7,131.0 7,116.8
PP 7,103.5 7,075.2
S1 7,076.0 7,033.5

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

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