DAX Index Future December 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 5,082.0 5,162.5 80.5 1.6% 5,215.5
High 5,160.0 5,233.0 73.0 1.4% 5,483.5
Low 4,971.0 4,972.5 1.5 0.0% 5,150.5
Close 5,160.0 5,208.0 48.0 0.9% 5,177.0
Range 189.0 260.5 71.5 37.8% 333.0
ATR 228.2 230.5 2.3 1.0% 0.0
Volume 55,149 121,654 66,505 120.6% 41,171
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,919.3 5,824.2 5,351.3
R3 5,658.8 5,563.7 5,279.6
R2 5,398.3 5,398.3 5,255.8
R1 5,303.2 5,303.2 5,231.9 5,350.8
PP 5,137.8 5,137.8 5,137.8 5,161.6
S1 5,042.7 5,042.7 5,184.1 5,090.3
S2 4,877.3 4,877.3 5,160.2
S3 4,616.8 4,782.2 5,136.4
S4 4,356.3 4,521.7 5,064.7
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,269.3 6,056.2 5,360.2
R3 5,936.3 5,723.2 5,268.6
R2 5,603.3 5,603.3 5,238.1
R1 5,390.2 5,390.2 5,207.5 5,330.3
PP 5,270.3 5,270.3 5,270.3 5,240.4
S1 5,057.2 5,057.2 5,146.5 4,997.3
S2 4,937.3 4,937.3 5,116.0
S3 4,604.3 4,724.2 5,085.4
S4 4,271.3 4,391.2 4,993.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,483.5 4,971.0 512.5 9.8% 207.9 4.0% 46% False False 42,537
10 5,885.0 4,971.0 914.0 17.5% 187.5 3.6% 26% False False 22,427
20 6,059.5 4,971.0 1,088.5 20.9% 198.2 3.8% 22% False False 11,623
40 7,425.0 4,971.0 2,454.0 47.1% 230.1 4.4% 10% False False 6,230
60 7,575.5 4,971.0 2,604.5 50.0% 187.0 3.6% 9% False False 4,269
80 7,575.5 4,971.0 2,604.5 50.0% 162.5 3.1% 9% False False 3,917
100 7,680.0 4,971.0 2,709.0 52.0% 147.8 2.8% 9% False False 3,152
120 7,680.0 4,971.0 2,709.0 52.0% 130.2 2.5% 9% False False 2,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38.3
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,340.1
2.618 5,915.0
1.618 5,654.5
1.000 5,493.5
0.618 5,394.0
HIGH 5,233.0
0.618 5,133.5
0.500 5,102.8
0.382 5,072.0
LOW 4,972.5
0.618 4,811.5
1.000 4,712.0
1.618 4,551.0
2.618 4,290.5
4.250 3,865.4
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 5,172.9 5,201.9
PP 5,137.8 5,195.8
S1 5,102.8 5,189.8

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

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