DAX Index Future June 2013

Trading Metrics calculated at close of trading on 07-Jan-2013

DAXM13 began trading on 10/08/2012 and has 61 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 04/03/2013.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.25)

Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Sell

-0.50

Trend

Strong Buy

+1.00

Relative Volume (20d): 0.59x

ATR(14) %: 0.9%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	04-Jan-2013	07-Jan-2013	Change	Change %	Previous Week
Open	7,753.5	7,772.5	19.0	0.2%	7,730.0
High	7,799.5	7,777.0	-22.5	-0.3%	7,812.0
Low	7,740.5	7,727.0	-13.5	-0.2%	7,730.0
Close	7,778.5	7,741.0	-37.5	-0.5%	7,778.5
Range	59.0	50.0	-9.0	-15.3%	82.0
ATR(14)	71.3	69.9	-1.4	-2.0%	71.3
Volume	1,381	1,284	-97	-7.0%	2,396

Multi-Period Performance

1-Month (21d)

4.2%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-0.6%

52-Week Range

52W Low: 6,959.0 (11.2%)

Position (92%)

52W High: 7,812.0 (0.9%)

Daily Pivots for day following 07-Jan-2013

Level	Classic	Woodie	Camarilla	DeMark
R4	7,898.3	7,869.7	7,768.5
R3	7,848.3	7,819.7	7,754.8
R2	7,798.3	7,798.3	7,750.2
R1	7,769.7	7,769.7	7,745.6	7,759.0
PP	7,748.3	7,748.3	7,748.3	7,743.0
S1	7,719.7	7,719.7	7,736.4	7,709.0
S2	7,698.3	7,698.3	7,731.8
S3	7,648.3	7,669.7	7,727.3
S4	7,598.3	7,619.7	7,713.5

Weekly Pivots for week ending 04-Jan-2013

Level	Classic	Woodie	Camarilla	DeMark
R4	8,019.5	7,981.0	7,823.6
R3	7,937.5	7,899.0	7,801.1
R2	7,855.5	7,855.5	7,793.5
R1	7,817.0	7,817.0	7,786.0	7,836.3
PP	7,773.5	7,773.5	7,773.5	7,783.1
S1	7,735.0	7,735.0	7,771.0	7,754.3
S2	7,691.5	7,691.5	7,763.5
S3	7,609.5	7,653.0	7,756.0
S4	7,527.5	7,571.0	7,733.4

Fisher Pivots for day following 07-Jan-2013

Pivot	1 Day	3 Day
R1	7,752.0	7,763.3
PP	7,748.3	7,755.8
S1	7,744.7	7,748.4

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	7,989.5
2.618	7,907.9
1.618	7,857.9
1.000	7,827.0
0.618	7,807.9
HIGH	7,777.0
0.618	7,757.9
0.500	7,752.0
0.382	7,746.1
LOW	7,727.0
0.618	7,696.1
1.000	7,677.0
1.618	7,646.1
2.618	7,596.1
4.250	7,514.5

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	7,610.7
38.2%	7,486.2
50.0%	7,385.5
61.8%	7,284.9
78.6%	7,141.5

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	7,740.5	0.5	0.0%	Above
10-Day SMA	7,709.2	31.9	0.4%	Above
20-Day SMA	7,632.4	108.6	1.4%	Above
50-Day SMA	7,405.9	335.1	4.5%	Above
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 7,824.5

Middle: 7,632.4

Lower: 7,440.2

Bandwidth: 5.0%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

66.14

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

101.10

Signal: 97.83 · Hist: 3.27

Stochastic (14, 3)

Neutral

%K: 69.98

%D: 81.61

StochRSI (14)

Neutral

%K: 62.70

%D: 68.92

ADX (14) & Trend

Strong Trend

30.11

+DI: 33.04 · -DI: 14.38

CCI (20)

Oversold

103.62

Range -100 to +100

Williams %R (14)

Neutral

-30.02

Range -100 to 0

Ultimate Oscillator

Neutral

60.04

Periods: 7, 14, 28

ROC (12)

Bullish

2.05%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

95.98

Bull: 95.98 · Bear: 45.98

Crabel Price Patterns

Pattern	Signal / Value
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	9.6
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,812.0	7,622.0	190.0	2.5%	54.6	0.7%	63%	False	False	756
10	7,812.0	7,616.0	196.0	2.5%	54.1	0.7%	64%	False	False	2,840
20	7,812.0	7,431.0	381.0	4.9%	57.7	0.7%	81%	False	False	2,169
40	7,812.0	6,959.0	853.0	11.0%	70.3	0.9%	92%	False	False	1,331
60	7,812.0	6,959.0	853.0	11.0%	67.6	0.9%	92%	False	False	923

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