DAX Index Future December 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 5,478.5 5,560.5 82.0 1.5% 5,487.0
High 5,682.0 5,711.5 29.5 0.5% 5,589.0
Low 5,478.0 5,496.0 18.0 0.3% 4,980.0
Close 5,588.0 5,510.0 -78.0 -1.4% 5,218.5
Range 204.0 215.5 11.5 5.6% 609.0
ATR 248.2 245.9 -2.3 -0.9% 0.0
Volume 212,666 191,644 -21,022 -9.9% 963,488
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,219.0 6,080.0 5,628.5
R3 6,003.5 5,864.5 5,569.3
R2 5,788.0 5,788.0 5,549.5
R1 5,649.0 5,649.0 5,529.8 5,610.8
PP 5,572.5 5,572.5 5,572.5 5,553.4
S1 5,433.5 5,433.5 5,490.2 5,395.3
S2 5,357.0 5,357.0 5,470.5
S3 5,141.5 5,218.0 5,450.7
S4 4,926.0 5,002.5 5,391.5
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 7,089.5 6,763.0 5,553.5
R3 6,480.5 6,154.0 5,386.0
R2 5,871.5 5,871.5 5,330.2
R1 5,545.0 5,545.0 5,274.3 5,403.8
PP 5,262.5 5,262.5 5,262.5 5,191.9
S1 4,936.0 4,936.0 5,162.7 4,794.8
S2 4,653.5 4,653.5 5,106.9
S3 4,044.5 4,327.0 5,051.0
S4 3,435.5 3,718.0 4,883.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,711.5 4,980.0 731.5 13.3% 245.4 4.5% 72% True False 220,874
10 5,711.5 4,980.0 731.5 13.3% 217.9 4.0% 72% True False 197,652
20 5,885.0 4,971.0 914.0 16.6% 214.1 3.9% 59% False False 118,181
40 6,820.0 4,971.0 1,849.0 33.6% 253.0 4.6% 29% False False 59,667
60 7,575.5 4,971.0 2,604.5 47.3% 212.6 3.9% 21% False False 39,900
80 7,575.5 4,971.0 2,604.5 47.3% 184.8 3.4% 21% False False 30,642
100 7,593.5 4,971.0 2,622.5 47.6% 164.2 3.0% 21% False False 24,559
120 7,680.0 4,971.0 2,709.0 49.2% 148.4 2.7% 20% False False 20,477
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 37.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,627.4
2.618 6,275.7
1.618 6,060.2
1.000 5,927.0
0.618 5,844.7
HIGH 5,711.5
0.618 5,629.2
0.500 5,603.8
0.382 5,578.3
LOW 5,496.0
0.618 5,362.8
1.000 5,280.5
1.618 5,147.3
2.618 4,931.8
4.250 4,580.1
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 5,603.8 5,472.8
PP 5,572.5 5,435.5
S1 5,541.3 5,398.3

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

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