DAX Index Future December 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 5,397.0 5,578.5 181.5 3.4% 5,082.0
High 5,589.0 5,679.0 90.0 1.6% 5,679.0
Low 5,383.0 5,531.5 148.5 2.8% 4,971.0
Close 5,589.0 5,560.5 -28.5 -0.5% 5,560.5
Range 206.0 147.5 -58.5 -28.4% 708.0
ATR 241.0 234.3 -6.7 -2.8% 0.0
Volume 142,562 224,486 81,924 57.5% 708,791
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,032.8 5,944.2 5,641.6
R3 5,885.3 5,796.7 5,601.1
R2 5,737.8 5,737.8 5,587.5
R1 5,649.2 5,649.2 5,574.0 5,619.8
PP 5,590.3 5,590.3 5,590.3 5,575.6
S1 5,501.7 5,501.7 5,547.0 5,472.3
S2 5,442.8 5,442.8 5,533.5
S3 5,295.3 5,354.2 5,519.9
S4 5,147.8 5,206.7 5,479.4
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 7,527.5 7,252.0 5,949.9
R3 6,819.5 6,544.0 5,755.2
R2 6,111.5 6,111.5 5,690.3
R1 5,836.0 5,836.0 5,625.4 5,973.8
PP 5,403.5 5,403.5 5,403.5 5,472.4
S1 5,128.0 5,128.0 5,495.6 5,265.8
S2 4,695.5 4,695.5 5,430.7
S3 3,987.5 4,420.0 5,365.8
S4 3,279.5 3,712.0 5,171.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,679.0 4,971.0 708.0 12.7% 236.2 4.2% 83% True False 141,758
10 5,679.0 4,971.0 708.0 12.7% 209.9 3.8% 83% True False 75,212
20 5,885.0 4,971.0 914.0 16.4% 202.5 3.6% 64% False False 38,091
40 7,425.0 4,971.0 2,454.0 44.1% 240.4 4.3% 24% False False 19,505
60 7,575.5 4,971.0 2,604.5 46.8% 194.4 3.5% 23% False False 13,121
80 7,575.5 4,971.0 2,604.5 46.8% 168.5 3.0% 23% False False 10,563
100 7,680.0 4,971.0 2,709.0 48.7% 152.7 2.7% 22% False False 8,471
120 7,680.0 4,971.0 2,709.0 48.7% 134.8 2.4% 22% False False 7,069
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 42.5
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,305.9
2.618 6,065.2
1.618 5,917.7
1.000 5,826.5
0.618 5,770.2
HIGH 5,679.0
0.618 5,622.7
0.500 5,605.3
0.382 5,587.8
LOW 5,531.5
0.618 5,440.3
1.000 5,384.0
1.618 5,292.8
2.618 5,145.3
4.250 4,904.6
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 5,605.3 5,500.2
PP 5,590.3 5,439.8
S1 5,575.4 5,379.5

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

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