DAX Index Future December 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 5,103.0 5,397.0 294.0 5.8% 5,215.5
High 5,458.0 5,589.0 131.0 2.4% 5,483.5
Low 5,080.0 5,383.0 303.0 6.0% 5,150.5
Close 5,348.5 5,589.0 240.5 4.5% 5,177.0
Range 378.0 206.0 -172.0 -45.5% 333.0
ATR 241.0 241.0 0.0 0.0% 0.0
Volume 164,940 142,562 -22,378 -13.6% 41,171
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,138.3 6,069.7 5,702.3
R3 5,932.3 5,863.7 5,645.7
R2 5,726.3 5,726.3 5,626.8
R1 5,657.7 5,657.7 5,607.9 5,692.0
PP 5,520.3 5,520.3 5,520.3 5,537.5
S1 5,451.7 5,451.7 5,570.1 5,486.0
S2 5,314.3 5,314.3 5,551.2
S3 5,108.3 5,245.7 5,532.4
S4 4,902.3 5,039.7 5,475.7
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 5,589.0 4,971.0 618.0 11.1% 258.3 4.6% 100% True False 99,920
10 5,809.5 4,971.0 838.5 15.0% 209.6 3.7% 74% False False 52,889
20 5,913.5 4,971.0 942.5 16.9% 212.0 3.8% 66% False False 26,938
40 7,425.0 4,971.0 2,454.0 43.9% 240.8 4.3% 25% False False 13,899
60 7,575.5 4,971.0 2,604.5 46.6% 194.0 3.5% 24% False False 9,386
80 7,575.5 4,971.0 2,604.5 46.6% 167.5 3.0% 24% False False 7,758
100 7,680.0 4,971.0 2,709.0 48.5% 151.8 2.7% 23% False False 6,227
120 7,680.0 4,971.0 2,709.0 48.5% 134.2 2.4% 23% False False 5,199
Crabel Price Patterns
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 39.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,464.5
2.618 6,128.3
1.618 5,922.3
1.000 5,795.0
0.618 5,716.3
HIGH 5,589.0
0.618 5,510.3
0.500 5,486.0
0.382 5,461.7
LOW 5,383.0
0.618 5,255.7
1.000 5,177.0
1.618 5,049.7
2.618 4,843.7
4.250 4,507.5
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 5,554.7 5,486.3
PP 5,520.3 5,383.5
S1 5,486.0 5,280.8

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

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