DAX Index Future June 2013

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	8,061.5	7,935.5	-126.0	-1.6%	8,139.0
High	8,075.0	7,985.5	-89.5	-1.1%	8,286.0
Low	7,873.0	7,921.0	48.0	0.6%	7,873.0
Close	7,947.5	7,954.4	6.9	0.1%	7,954.4
Range	202.0	64.5	-137.5	-68.1%	413.0
ATR	153.6	147.2	-6.4	-4.1%	0.0
Volume	197,805	7,302	-190,503	-96.3%	719,960

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,147.1	8,115.3	7,989.9
R3	8,082.6	8,050.8	7,972.1
R2	8,018.1	8,018.1	7,966.2
R1	7,986.3	7,986.3	7,960.3	8,002.2
PP	7,953.6	7,953.6	7,953.6	7,961.6
S1	7,921.8	7,921.8	7,948.5	7,937.7
S2	7,889.1	7,889.1	7,942.6
S3	7,824.6	7,857.3	7,936.7
S4	7,760.1	7,792.8	7,918.9

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	9,276.8	9,028.6	8,181.6
R3	8,863.8	8,615.6	8,068.0
R2	8,450.8	8,450.8	8,030.1
R1	8,202.6	8,202.6	7,992.3	8,120.2
PP	8,037.8	8,037.8	8,037.8	7,996.6
S1	7,789.6	7,789.6	7,916.5	7,707.2
S2	7,624.8	7,624.8	7,878.7
S3	7,211.8	7,376.6	7,840.8
S4	6,798.8	6,963.6	7,727.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,286.0	7,873.0	413.0	5.2%	123.0	1.5%	20%	False	False	143,992
10	8,355.0	7,873.0	482.0	6.1%	132.6	1.7%	17%	False	False	146,927
20	8,530.0	7,873.0	657.0	8.3%	142.7	1.8%	12%	False	False	137,524
40	8,561.0	7,749.0	812.0	10.2%	121.3	1.5%	25%	False	False	119,649
60	8,561.0	7,422.0	1,139.0	14.3%	125.0	1.6%	47%	False	False	122,806
80	8,561.0	7,422.0	1,139.0	14.3%	118.7	1.5%	47%	False	False	108,733
100	8,561.0	7,422.0	1,139.0	14.3%	114.5	1.4%	47%	False	False	87,130
120	8,561.0	7,422.0	1,139.0	14.3%	106.2	1.3%	47%	False	False	72,696

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.6
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	8,259.6
2.618	8,154.4
1.618	8,089.9
1.000	8,050.0
0.618	8,025.4
HIGH	7,985.5
0.618	7,960.9
0.500	7,953.3
0.382	7,945.6
LOW	7,921.0
0.618	7,881.1
1.000	7,856.5
1.618	7,816.6
2.618	7,752.1
4.250	7,646.9

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	7,954.0	8,079.5
PP	7,953.6	8,037.8
S1	7,953.3	7,996.1

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