DAX Index Future December 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 7,292.0 7,284.5 -7.5 -0.1% 7,160.5
High 7,292.0 7,325.0 33.0 0.5% 7,365.5
Low 7,171.5 7,150.5 -21.0 -0.3% 7,125.0
Close 7,199.0 7,180.0 -19.0 -0.3% 7,180.0
Range 120.5 174.5 54.0 44.8% 240.5
ATR 112.5 117.0 4.4 3.9% 0.0
Volume 390 222 -168 -43.1% 1,319
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,742.0 7,635.5 7,276.0
R3 7,567.5 7,461.0 7,228.0
R2 7,393.0 7,393.0 7,212.0
R1 7,286.5 7,286.5 7,196.0 7,252.5
PP 7,218.5 7,218.5 7,218.5 7,201.5
S1 7,112.0 7,112.0 7,164.0 7,078.0
S2 7,044.0 7,044.0 7,148.0
S3 6,869.5 6,937.5 7,132.0
S4 6,695.0 6,763.0 7,084.0
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 7,945.0 7,803.0 7,312.3
R3 7,704.5 7,562.5 7,246.1
R2 7,464.0 7,464.0 7,224.1
R1 7,322.0 7,322.0 7,202.0 7,393.0
PP 7,223.5 7,223.5 7,223.5 7,259.0
S1 7,081.5 7,081.5 7,158.0 7,152.5
S2 6,983.0 6,983.0 7,135.9
S3 6,742.5 6,841.0 7,113.9
S4 6,502.0 6,600.5 7,047.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7,365.5 7,125.0 240.5 3.3% 111.9 1.6% 23% False False 263
10 7,365.5 7,071.0 294.5 4.1% 111.1 1.5% 37% False False 5,044
20 7,365.5 7,054.5 311.0 4.3% 98.4 1.4% 40% False False 2,899
40 7,680.0 7,054.5 625.5 8.7% 93.1 1.3% 20% False False 1,502
60 7,680.0 7,054.5 625.5 8.7% 77.6 1.1% 20% False False 1,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,066.6
2.618 7,781.8
1.618 7,607.3
1.000 7,499.5
0.618 7,432.8
HIGH 7,325.0
0.618 7,258.3
0.500 7,237.8
0.382 7,217.2
LOW 7,150.5
0.618 7,042.7
1.000 6,976.0
1.618 6,868.2
2.618 6,693.7
4.250 6,408.9
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 7,237.8 7,257.3
PP 7,218.5 7,231.5
S1 7,199.3 7,205.8

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

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