DAX Index Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 5,396.5 5,534.5 138.0 2.6% 5,082.0
High 5,589.0 5,588.0 -1.0 0.0% 5,679.0
Low 5,370.0 5,346.0 -24.0 -0.4% 4,971.0
Close 5,515.0 5,443.5 -71.5 -1.3% 5,560.5
Range 219.0 242.0 23.0 10.5% 708.0
ATR 230.3 231.1 0.8 0.4% 0.0
Volume 173,359 171,001 -2,358 -1.4% 708,791
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,185.2 6,056.3 5,576.6
R3 5,943.2 5,814.3 5,510.1
R2 5,701.2 5,701.2 5,487.9
R1 5,572.3 5,572.3 5,465.7 5,515.8
PP 5,459.2 5,459.2 5,459.2 5,430.9
S1 5,330.3 5,330.3 5,421.3 5,273.8
S2 5,217.2 5,217.2 5,399.1
S3 4,975.2 5,088.3 5,377.0
S4 4,733.2 4,846.3 5,310.4
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 5,346.0 333.0 6.1% 190.3 3.5% 29% False True 174,431
10 5,679.0 4,971.0 708.0 13.0% 219.7 4.0% 67% False False 124,553
20 5,885.0 4,971.0 914.0 16.8% 202.0 3.7% 52% False False 63,224
40 7,385.5 4,971.0 2,414.5 44.4% 249.1 4.6% 20% False False 32,115
60 7,575.5 4,971.0 2,604.5 47.8% 198.3 3.6% 18% False False 21,529
80 7,575.5 4,971.0 2,604.5 47.8% 175.0 3.2% 18% False False 16,876
100 7,593.5 4,971.0 2,622.5 48.2% 156.7 2.9% 18% False False 13,520
120 7,680.0 4,971.0 2,709.0 49.8% 138.9 2.6% 17% False False 11,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,616.5
2.618 6,221.6
1.618 5,979.6
1.000 5,830.0
0.618 5,737.6
HIGH 5,588.0
0.618 5,495.6
0.500 5,467.0
0.382 5,438.4
LOW 5,346.0
0.618 5,196.4
1.000 5,104.0
1.618 4,954.4
2.618 4,712.4
4.250 4,317.5
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 5,467.0 5,467.5
PP 5,459.2 5,459.5
S1 5,451.3 5,451.5

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

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