DAX Index Future December 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 5,162.5 5,103.0 -59.5 -1.2% 5,215.5
High 5,233.0 5,458.0 225.0 4.3% 5,483.5
Low 4,972.5 5,080.0 107.5 2.2% 5,150.5
Close 5,208.0 5,348.5 140.5 2.7% 5,177.0
Range 260.5 378.0 117.5 45.1% 333.0
ATR 230.5 241.0 10.5 4.6% 0.0
Volume 121,654 164,940 43,286 35.6% 41,171
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,429.5 6,267.0 5,556.4
R3 6,051.5 5,889.0 5,452.5
R2 5,673.5 5,673.5 5,417.8
R1 5,511.0 5,511.0 5,383.2 5,592.3
PP 5,295.5 5,295.5 5,295.5 5,336.1
S1 5,133.0 5,133.0 5,313.9 5,214.3
S2 4,917.5 4,917.5 5,279.2
S3 4,539.5 4,755.0 5,244.6
S4 4,161.5 4,377.0 5,140.6
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 9.6% 249.1 4.7% 74% False False 74,676
10 5,885.0 4,971.0 914.0 17.1% 210.3 3.9% 41% False False 38,711
20 6,025.0 4,971.0 1,054.0 19.7% 208.0 3.9% 36% False False 19,836
40 7,425.0 4,971.0 2,454.0 45.9% 237.4 4.4% 15% False False 10,348
60 7,575.5 4,971.0 2,604.5 48.7% 191.2 3.6% 14% False False 7,015
80 7,575.5 4,971.0 2,604.5 48.7% 166.4 3.1% 14% False False 5,977
100 7,680.0 4,971.0 2,709.0 50.6% 150.7 2.8% 14% False False 4,802
120 7,680.0 4,971.0 2,709.0 50.6% 133.0 2.5% 14% False False 4,011
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 22 trading days
Fibonacci Retracements and Extensions
4.250 7,064.5
2.618 6,447.6
1.618 6,069.6
1.000 5,836.0
0.618 5,691.6
HIGH 5,458.0
0.618 5,313.6
0.500 5,269.0
0.382 5,224.4
LOW 5,080.0
0.618 4,846.4
1.000 4,702.0
1.618 4,468.4
2.618 4,090.4
4.250 3,473.5
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 5,322.0 5,303.8
PP 5,295.5 5,259.2
S1 5,269.0 5,214.5

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

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