DAX Index Future December 2011


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 5,291.5 5,315.0 23.5 0.4% 5,158.0
High 5,344.0 5,524.5 180.5 3.4% 5,715.0
Low 5,132.0 5,272.0 140.0 2.7% 5,085.0
Close 5,340.0 5,510.0 170.0 3.2% 5,446.0
Range 212.0 252.5 40.5 19.1% 630.0
ATR 235.7 236.9 1.2 0.5% 0.0
Volume 224,675 191,184 -33,491 -14.9% 1,017,872
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,193.0 6,104.0 5,648.9
R3 5,940.5 5,851.5 5,579.4
R2 5,688.0 5,688.0 5,556.3
R1 5,599.0 5,599.0 5,533.1 5,643.5
PP 5,435.5 5,435.5 5,435.5 5,457.8
S1 5,346.5 5,346.5 5,486.9 5,391.0
S2 5,183.0 5,183.0 5,463.7
S3 4,930.5 5,094.0 5,440.6
S4 4,678.0 4,841.5 5,371.1
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 5,132.0 583.0 10.6% 206.2 3.7% 65% False False 193,096
10 5,715.0 4,980.0 735.0 13.3% 225.8 4.1% 72% False False 206,985
20 5,715.0 4,971.0 744.0 13.5% 222.8 4.0% 72% False False 165,769
40 6,135.0 4,971.0 1,164.0 21.1% 225.9 4.1% 46% False False 83,577
60 7,425.0 4,971.0 2,454.0 44.5% 219.8 4.0% 22% False False 55,951
80 7,575.5 4,971.0 2,604.5 47.3% 191.3 3.5% 21% False False 42,561
100 7,575.5 4,971.0 2,604.5 47.3% 169.2 3.1% 21% False False 34,208
120 7,680.0 4,971.0 2,709.0 49.2% 155.7 2.8% 20% False False 28,521
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,597.6
2.618 6,185.5
1.618 5,933.0
1.000 5,777.0
0.618 5,680.5
HIGH 5,524.5
0.618 5,428.0
0.500 5,398.3
0.382 5,368.5
LOW 5,272.0
0.618 5,116.0
1.000 5,019.5
1.618 4,863.5
2.618 4,611.0
4.250 4,198.9
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 5,472.8 5,449.4
PP 5,435.5 5,388.8
S1 5,398.3 5,328.3

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

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