DAX Index Future December 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 5,315.0 5,493.0 178.0 3.3% 5,158.0
High 5,524.5 5,689.5 165.0 3.0% 5,715.0
Low 5,272.0 5,464.0 192.0 3.6% 5,085.0
Close 5,510.0 5,682.0 172.0 3.1% 5,446.0
Range 252.5 225.5 -27.0 -10.7% 630.0
ATR 236.9 236.1 -0.8 -0.3% 0.0
Volume 191,184 240,049 48,865 25.6% 1,017,872
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,288.3 6,210.7 5,806.0
R3 6,062.8 5,985.2 5,744.0
R2 5,837.3 5,837.3 5,723.3
R1 5,759.7 5,759.7 5,702.7 5,798.5
PP 5,611.8 5,611.8 5,611.8 5,631.3
S1 5,534.2 5,534.2 5,661.3 5,573.0
S2 5,386.3 5,386.3 5,640.7
S3 5,160.8 5,308.7 5,620.0
S4 4,935.3 5,083.2 5,558.0
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 5,689.5 5,132.0 557.5 9.8% 216.4 3.8% 99% True False 206,841
10 5,715.0 4,980.0 735.0 12.9% 227.9 4.0% 96% False False 207,993
20 5,715.0 4,971.0 744.0 13.1% 226.0 4.0% 96% False False 176,954
40 6,126.5 4,971.0 1,155.5 20.3% 217.4 3.8% 62% False False 89,546
60 7,425.0 4,971.0 2,454.0 43.2% 221.5 3.9% 29% False False 59,948
80 7,575.5 4,971.0 2,604.5 45.8% 192.7 3.4% 27% False False 45,384
100 7,575.5 4,971.0 2,604.5 45.8% 171.2 3.0% 27% False False 36,607
120 7,680.0 4,971.0 2,709.0 47.7% 156.7 2.8% 26% False False 30,521
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 42.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,647.9
2.618 6,279.9
1.618 6,054.4
1.000 5,915.0
0.618 5,828.9
HIGH 5,689.5
0.618 5,603.4
0.500 5,576.8
0.382 5,550.1
LOW 5,464.0
0.618 5,324.6
1.000 5,238.5
1.618 5,099.1
2.618 4,873.6
4.250 4,505.6
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 5,646.9 5,591.6
PP 5,611.8 5,501.2
S1 5,576.8 5,410.8

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

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