DAX Index Future December 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 7,417.5 7,385.0 -32.5 -0.4% 7,211.5
High 7,451.0 7,419.5 -31.5 -0.4% 7,451.0
Low 7,386.0 7,373.0 -13.0 -0.2% 7,176.5
Close 7,414.0 7,402.5 -11.5 -0.2% 7,414.0
Range 65.0 46.5 -18.5 -28.5% 274.5
ATR 111.1 106.5 -4.6 -4.2% 0.0
Volume 27,795 74,295 46,500 167.3% 101,665
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 7,537.8 7,516.7 7,428.1
R3 7,491.3 7,470.2 7,415.3
R2 7,444.8 7,444.8 7,411.0
R1 7,423.7 7,423.7 7,406.8 7,434.3
PP 7,398.3 7,398.3 7,398.3 7,403.6
S1 7,377.2 7,377.2 7,398.2 7,387.8
S2 7,351.8 7,351.8 7,394.0
S3 7,305.3 7,330.7 7,389.7
S4 7,258.8 7,284.2 7,376.9
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 8,170.7 8,066.8 7,565.0
R3 7,896.2 7,792.3 7,489.5
R2 7,621.7 7,621.7 7,464.3
R1 7,517.8 7,517.8 7,439.2 7,569.8
PP 7,347.2 7,347.2 7,347.2 7,373.1
S1 7,243.3 7,243.3 7,388.8 7,295.3
S2 7,072.7 7,072.7 7,363.7
S3 6,798.2 6,968.8 7,338.5
S4 6,523.7 6,694.3 7,263.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,451.0 7,176.5 274.5 3.7% 96.2 1.3% 82% False False 31,030
10 7,451.0 6,898.0 553.0 7.5% 99.4 1.3% 91% False False 19,887
20 7,451.0 6,875.0 576.0 7.8% 94.2 1.3% 92% False False 10,220
40 7,451.0 6,320.0 1,131.0 15.3% 111.1 1.5% 96% False False 5,306
60 7,451.0 6,112.5 1,338.5 18.1% 109.1 1.5% 96% False False 3,716
80 7,451.0 5,924.0 1,527.0 20.6% 112.8 1.5% 97% False False 3,443
100 7,451.0 5,924.0 1,527.0 20.6% 111.8 1.5% 97% False False 2,781
120 7,451.0 5,924.0 1,527.0 20.6% 110.3 1.5% 97% False False 2,324
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 20.9
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 7,617.1
2.618 7,541.2
1.618 7,494.7
1.000 7,466.0
0.618 7,448.2
HIGH 7,419.5
0.618 7,401.7
0.500 7,396.3
0.382 7,390.8
LOW 7,373.0
0.618 7,344.3
1.000 7,326.5
1.618 7,297.8
2.618 7,251.3
4.250 7,175.4
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 7,400.4 7,390.8
PP 7,398.3 7,379.0
S1 7,396.3 7,367.3

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

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