DAX Index Future March 2013

Trading Metrics calculated at close of trading on 28-Nov-2012

Day Change Summary
	Previous	Current
	27-Nov-2012	28-Nov-2012	Change	Change %	Previous Week
Open	7,335.5	7,322.0	-13.5	-0.2%	7,011.0
High	7,365.0	7,390.0	25.0	0.3%	7,334.0
Low	7,315.5	7,271.5	-44.0	-0.6%	7,011.0
Close	7,342.5	7,353.0	10.5	0.1%	7,311.0
Range	49.5	118.5	69.0	139.4%	323.0
ATR	93.8	95.5	1.8	1.9%	0.0
Volume	938	2,143	1,205	128.5%	3,749

Daily Pivots for day following 28-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,693.7	7,641.8	7,418.2
R3	7,575.2	7,523.3	7,385.6
R2	7,456.7	7,456.7	7,374.7
R1	7,404.8	7,404.8	7,363.9	7,430.8
PP	7,338.2	7,338.2	7,338.2	7,351.1
S1	7,286.3	7,286.3	7,342.1	7,312.3
S2	7,219.7	7,219.7	7,331.3
S3	7,101.2	7,167.8	7,320.4
S4	6,982.7	7,049.3	7,287.8

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,187.7	8,072.3	7,488.7
R3	7,864.7	7,749.3	7,399.8
R2	7,541.7	7,541.7	7,370.2
R1	7,426.3	7,426.3	7,340.6	7,484.0
PP	7,218.7	7,218.7	7,218.7	7,247.5
S1	7,103.3	7,103.3	7,281.4	7,161.0
S2	6,895.7	6,895.7	7,251.8
S3	6,572.7	6,780.3	7,222.2
S4	6,249.7	6,457.3	7,133.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,390.0	7,216.5	173.5	2.4%	70.9	1.0%	79%	True	False	1,269
10	7,390.0	6,953.0	437.0	5.9%	80.1	1.1%	92%	True	False	1,164
20	7,436.5	6,953.0	483.5	6.6%	94.2	1.3%	83%	False	False	1,434
40	7,450.5	6,953.0	497.5	6.8%	87.5	1.2%	80%	False	False	1,067
60	7,475.0	6,953.0	522.0	7.1%	87.8	1.2%	77%	False	False	1,440
80	7,475.0	6,895.0	580.0	7.9%	82.5	1.1%	79%	False	False	1,102
100	7,475.0	6,339.5	1,135.5	15.4%	85.9	1.2%	89%	False	False	890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,893.6
2.618	7,700.2
1.618	7,581.7
1.000	7,508.5
0.618	7,463.2
HIGH	7,390.0
0.618	7,344.7
0.500	7,330.8
0.382	7,316.8
LOW	7,271.5
0.618	7,198.3
1.000	7,153.0
1.618	7,079.8
2.618	6,961.3
4.250	6,767.9

Fisher Pivots for day following 28-Nov-2012
Pivot	1 day	3 day
R1	7,345.6	7,345.6
PP	7,338.2	7,338.2
S1	7,330.8	7,330.8

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