DAX Index Future December 2012

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	7,499.5	7,468.0	-31.5	-0.4%	7,292.0
High	7,507.0	7,558.0	51.0	0.7%	7,445.0
Low	7,428.5	7,461.0	32.5	0.4%	7,265.0
Close	7,445.0	7,537.5	92.5	1.2%	7,419.0
Range	78.5	97.0	18.5	23.6%	180.0
ATR	93.1	94.5	1.4	1.5%	0.0
Volume	140,049	125,653	-14,396	-10.3%	591,114

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,809.8	7,770.7	7,590.9
R3	7,712.8	7,673.7	7,564.2
R2	7,615.8	7,615.8	7,555.3
R1	7,576.7	7,576.7	7,546.4	7,596.3
PP	7,518.8	7,518.8	7,518.8	7,528.6
S1	7,479.7	7,479.7	7,528.6	7,499.3
S2	7,421.8	7,421.8	7,519.7
S3	7,324.8	7,382.7	7,510.8
S4	7,227.8	7,285.7	7,484.2

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,916.3	7,847.7	7,518.0
R3	7,736.3	7,667.7	7,468.5
R2	7,556.3	7,556.3	7,452.0
R1	7,487.7	7,487.7	7,435.5	7,522.0
PP	7,376.3	7,376.3	7,376.3	7,393.5
S1	7,307.7	7,307.7	7,402.5	7,342.0
S2	7,196.3	7,196.3	7,386.0
S3	7,016.3	7,127.7	7,369.5
S4	6,836.3	6,947.7	7,320.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,558.0	7,390.5	167.5	2.2%	71.3	0.9%	88%	True	False	126,301
10	7,558.0	7,220.5	337.5	4.5%	74.2	1.0%	94%	True	False	118,713
20	7,558.0	6,948.0	610.0	8.1%	90.7	1.2%	97%	True	False	118,403
40	7,558.0	6,948.0	610.0	8.1%	93.8	1.2%	97%	True	False	116,335
60	7,558.0	6,948.0	610.0	8.1%	92.5	1.2%	97%	True	False	111,738
80	7,558.0	6,875.0	683.0	9.1%	92.4	1.2%	97%	True	False	84,835
100	7,558.0	6,320.0	1,238.0	16.4%	101.0	1.3%	98%	True	False	67,968
120	7,558.0	6,112.5	1,445.5	19.2%	101.4	1.3%	99%	True	False	56,721

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	18.7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,970.3
2.618	7,811.9
1.618	7,714.9
1.000	7,655.0
0.618	7,617.9
HIGH	7,558.0
0.618	7,520.9
0.500	7,509.5
0.382	7,498.1
LOW	7,461.0
0.618	7,401.1
1.000	7,364.0
1.618	7,304.1
2.618	7,207.1
4.250	7,048.8

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	7,528.2	7,520.3
PP	7,518.8	7,503.0
S1	7,509.5	7,485.8

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