DAX Index Future December 2011


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 5,630.0 5,356.0 -274.0 -4.9% 5,158.0
High 5,637.5 5,448.5 -189.0 -3.4% 5,715.0
Low 5,427.0 5,267.0 -160.0 -2.9% 5,085.0
Close 5,446.0 5,267.5 -178.5 -3.3% 5,446.0
Range 210.5 181.5 -29.0 -13.8% 630.0
ATR 241.8 237.5 -4.3 -1.8% 0.0
Volume 200,555 177,742 -22,813 -11.4% 1,017,872
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 5,872.2 5,751.3 5,367.3
R3 5,690.7 5,569.8 5,317.4
R2 5,509.2 5,509.2 5,300.8
R1 5,388.3 5,388.3 5,284.1 5,358.0
PP 5,327.7 5,327.7 5,327.7 5,312.5
S1 5,206.8 5,206.8 5,250.9 5,176.5
S2 5,146.2 5,146.2 5,234.2
S3 4,964.7 5,025.3 5,217.6
S4 4,783.2 4,843.8 5,167.7
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 7,305.3 7,005.7 5,792.5
R3 6,675.3 6,375.7 5,619.3
R2 6,045.3 6,045.3 5,561.5
R1 5,745.7 5,745.7 5,503.8 5,895.5
PP 5,415.3 5,415.3 5,415.3 5,490.3
S1 5,115.7 5,115.7 5,388.3 5,265.5
S2 4,785.3 4,785.3 5,330.5
S3 4,155.3 4,485.7 5,272.8
S4 3,525.3 3,855.7 5,099.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,715.0 5,267.0 448.0 8.5% 197.2 3.7% 0% False True 190,786
10 5,715.0 4,980.0 735.0 14.0% 225.5 4.3% 39% False False 199,835
20 5,715.0 4,971.0 744.0 14.1% 217.1 4.1% 40% False False 145,453
40 6,290.0 4,971.0 1,319.0 25.0% 241.1 4.6% 22% False False 73,289
60 7,436.5 4,971.0 2,465.5 46.8% 217.9 4.1% 12% False False 49,038
80 7,575.5 4,971.0 2,604.5 49.4% 187.4 3.6% 11% False False 37,457
100 7,575.5 4,971.0 2,604.5 49.4% 166.7 3.2% 11% False False 30,053
120 7,680.0 4,971.0 2,709.0 51.4% 152.5 2.9% 11% False False 25,057
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 40.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,219.9
2.618 5,923.7
1.618 5,742.2
1.000 5,630.0
0.618 5,560.7
HIGH 5,448.5
0.618 5,379.2
0.500 5,357.8
0.382 5,336.3
LOW 5,267.0
0.618 5,154.8
1.000 5,085.5
1.618 4,973.3
2.618 4,791.8
4.250 4,495.6
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 5,357.8 5,491.0
PP 5,327.7 5,416.5
S1 5,297.6 5,342.0

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

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