DAX Index Future March 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 7,167.0 7,057.5 -109.5 -1.5% 7,330.0
High 7,182.5 7,080.0 -102.5 -1.4% 7,436.5
Low 7,037.0 7,021.0 -16.0 -0.2% 7,070.0
Close 7,119.5 7,048.5 -71.0 -1.0% 7,173.0
Range 145.5 59.0 -86.5 -59.5% 366.5
ATR 100.8 100.6 -0.2 -0.2% 0.0
Volume 2,206 895 -1,311 -59.4% 10,988
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 7,226.8 7,196.7 7,081.0
R3 7,167.8 7,137.7 7,064.7
R2 7,108.8 7,108.8 7,059.3
R1 7,078.7 7,078.7 7,053.9 7,064.3
PP 7,049.8 7,049.8 7,049.8 7,042.6
S1 7,019.7 7,019.7 7,043.1 7,005.3
S2 6,990.8 6,990.8 7,037.7
S3 6,931.8 6,960.7 7,032.3
S4 6,872.8 6,901.7 7,016.1
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 8,326.0 8,116.0 7,374.6
R3 7,959.5 7,749.5 7,273.8
R2 7,593.0 7,593.0 7,240.2
R1 7,383.0 7,383.0 7,206.6 7,304.8
PP 7,226.5 7,226.5 7,226.5 7,187.4
S1 7,016.5 7,016.5 7,139.4 6,938.3
S2 6,860.0 6,860.0 7,105.8
S3 6,493.5 6,650.0 7,072.2
S4 6,127.0 6,283.5 6,971.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,236.0 7,021.0 215.0 3.1% 106.7 1.5% 13% False True 1,252
10 7,436.5 7,021.0 415.5 5.9% 103.8 1.5% 7% False True 1,592
20 7,436.5 7,021.0 415.5 5.9% 98.4 1.4% 7% False True 1,367
40 7,475.0 7,021.0 454.0 6.4% 87.5 1.2% 6% False True 933
60 7,475.0 6,895.0 580.0 8.2% 87.0 1.2% 26% False False 1,284
80 7,475.0 6,537.0 938.0 13.3% 85.1 1.2% 55% False False 973
100 7,475.0 6,308.0 1,167.0 16.6% 84.9 1.2% 63% False False 785
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 22.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,330.8
2.618 7,234.5
1.618 7,175.5
1.000 7,139.0
0.618 7,116.5
HIGH 7,080.0
0.618 7,057.5
0.500 7,050.5
0.382 7,043.5
LOW 7,021.0
0.618 6,984.5
1.000 6,962.0
1.618 6,925.5
2.618 6,866.5
4.250 6,770.3
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 7,050.5 7,105.5
PP 7,049.8 7,086.5
S1 7,049.2 7,067.5

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

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