DAX Index Future December 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 7,181.0 7,197.0 16.0 0.2% 7,270.0
High 7,219.5 7,197.0 -22.5 -0.3% 7,270.0
Low 7,150.0 7,173.0 23.0 0.3% 7,134.5
Close 7,170.0 7,221.0 51.0 0.7% 7,221.0
Range 69.5 24.0 -45.5 -65.5% 135.5
ATR 97.6 92.6 -5.0 -5.2% 0.0
Volume 84 63 -21 -25.0% 470
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 7,269.0 7,269.0 7,234.2
R3 7,245.0 7,245.0 7,227.6
R2 7,221.0 7,221.0 7,225.4
R1 7,221.0 7,221.0 7,223.2 7,221.0
PP 7,197.0 7,197.0 7,197.0 7,197.0
S1 7,197.0 7,197.0 7,218.8 7,197.0
S2 7,173.0 7,173.0 7,216.6
S3 7,149.0 7,173.0 7,214.4
S4 7,125.0 7,149.0 7,207.8
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 7,615.0 7,553.5 7,295.5
R3 7,479.5 7,418.0 7,258.3
R2 7,344.0 7,344.0 7,245.8
R1 7,282.5 7,282.5 7,233.4 7,245.5
PP 7,208.5 7,208.5 7,208.5 7,190.0
S1 7,147.0 7,147.0 7,208.6 7,110.0
S2 7,073.0 7,073.0 7,196.2
S3 6,937.5 7,011.5 7,183.7
S4 6,802.0 6,876.0 7,146.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,270.0 7,134.5 135.5 1.9% 75.2 1.0% 64% False False 94
10 7,480.5 7,134.5 346.0 4.8% 81.9 1.1% 25% False False 117
20 7,680.0 7,134.5 545.5 7.6% 87.8 1.2% 16% False False 105
40 7,680.0 7,079.5 600.5 8.3% 67.1 0.9% 24% False False 82
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.0
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 7,299.0
2.618 7,259.8
1.618 7,235.8
1.000 7,221.0
0.618 7,211.8
HIGH 7,197.0
0.618 7,187.8
0.500 7,185.0
0.382 7,182.2
LOW 7,173.0
0.618 7,158.2
1.000 7,149.0
1.618 7,134.2
2.618 7,110.2
4.250 7,071.0
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 7,209.0 7,210.6
PP 7,197.0 7,200.2
S1 7,185.0 7,189.8

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

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