DAX Index Future December 2012

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	7,349.0	7,322.5	-26.5	-0.4%	7,227.0
High	7,392.5	7,355.0	-37.5	-0.5%	7,392.5
Low	7,315.0	7,306.0	-9.0	-0.1%	7,172.5
Close	7,360.5	7,328.0	-32.5	-0.4%	7,360.5
Range	77.5	49.0	-28.5	-36.8%	220.0
ATR	97.0	93.9	-3.0	-3.1%	0.0
Volume	110,776	99,091	-11,685	-10.5%	515,465

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,476.7	7,451.3	7,355.0
R3	7,427.7	7,402.3	7,341.5
R2	7,378.7	7,378.7	7,337.0
R1	7,353.3	7,353.3	7,332.5	7,366.0
PP	7,329.7	7,329.7	7,329.7	7,336.0
S1	7,304.3	7,304.3	7,323.5	7,317.0
S2	7,280.7	7,280.7	7,319.0
S3	7,231.7	7,255.3	7,314.5
S4	7,182.7	7,206.3	7,301.1

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,968.5	7,884.5	7,481.5
R3	7,748.5	7,664.5	7,421.0
R2	7,528.5	7,528.5	7,400.8
R1	7,444.5	7,444.5	7,380.7	7,486.5
PP	7,308.5	7,308.5	7,308.5	7,329.5
S1	7,224.5	7,224.5	7,340.3	7,266.5
S2	7,088.5	7,088.5	7,320.2
S3	6,868.5	7,004.5	7,300.0
S4	6,648.5	6,784.5	7,239.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,392.5	7,198.0	194.5	2.7%	86.5	1.2%	67%	False	False	110,550
10	7,392.5	7,120.0	272.5	3.7%	96.9	1.3%	76%	False	False	105,489
20	7,449.5	7,120.0	329.5	4.5%	89.8	1.2%	63%	False	False	114,005
40	7,483.5	7,120.0	363.5	5.0%	91.7	1.3%	57%	False	False	103,211
60	7,483.5	6,875.0	608.5	8.3%	90.0	1.2%	74%	False	False	69,647
80	7,483.5	6,320.0	1,163.5	15.9%	101.4	1.4%	87%	False	False	52,364
100	7,483.5	6,112.5	1,371.0	18.7%	102.9	1.4%	89%	False	False	41,988
120	7,483.5	5,924.0	1,559.5	21.3%	105.9	1.4%	90%	False	False	35,421

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	15.3
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	7,563.3
2.618	7,483.3
1.618	7,434.3
1.000	7,404.0
0.618	7,385.3
HIGH	7,355.0
0.618	7,336.3
0.500	7,330.5
0.382	7,324.7
LOW	7,306.0
0.618	7,275.7
1.000	7,257.0
1.618	7,226.7
2.618	7,177.7
4.250	7,097.8

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	7,330.5	7,325.1
PP	7,329.7	7,322.2
S1	7,328.8	7,319.3

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