DAX Index Future December 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 5,653.0 5,743.5 90.5 1.6% 5,356.0
High 5,759.0 5,884.5 125.5 2.2% 5,759.0
Low 5,613.5 5,660.5 47.0 0.8% 5,132.0
Close 5,681.5 5,877.5 196.0 3.4% 5,681.5
Range 145.5 224.0 78.5 54.0% 627.0
ATR 229.6 229.2 -0.4 -0.2% 0.0
Volume 171,759 146,700 -25,059 -14.6% 1,005,409
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,479.5 6,402.5 6,000.7
R3 6,255.5 6,178.5 5,939.1
R2 6,031.5 6,031.5 5,918.6
R1 5,954.5 5,954.5 5,898.0 5,993.0
PP 5,807.5 5,807.5 5,807.5 5,826.8
S1 5,730.5 5,730.5 5,857.0 5,769.0
S2 5,583.5 5,583.5 5,836.4
S3 5,359.5 5,506.5 5,815.9
S4 5,135.5 5,282.5 5,754.3
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 7,405.2 7,170.3 6,026.4
R3 6,778.2 6,543.3 5,853.9
R2 6,151.2 6,151.2 5,796.5
R1 5,916.3 5,916.3 5,739.0 6,033.8
PP 5,524.2 5,524.2 5,524.2 5,582.9
S1 5,289.3 5,289.3 5,624.0 5,406.8
S2 4,897.2 4,897.2 5,566.6
S3 4,270.2 4,662.3 5,509.1
S4 3,643.2 4,035.3 5,336.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,884.5 5,132.0 752.5 12.8% 211.9 3.6% 99% True False 194,873
10 5,884.5 5,132.0 752.5 12.8% 204.6 3.5% 99% True False 192,830
20 5,884.5 4,972.5 912.0 15.5% 222.2 3.8% 99% True False 189,355
40 6,126.5 4,971.0 1,155.5 19.7% 206.0 3.5% 78% False False 97,458
60 7,425.0 4,971.0 2,454.0 41.8% 224.5 3.8% 37% False False 65,247
80 7,575.5 4,971.0 2,604.5 44.3% 193.8 3.3% 35% False False 49,023
100 7,575.5 4,971.0 2,604.5 44.3% 172.8 2.9% 35% False False 39,789
120 7,680.0 4,971.0 2,709.0 46.1% 158.3 2.7% 33% False False 33,174
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 42.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,836.5
2.618 6,470.9
1.618 6,246.9
1.000 6,108.5
0.618 6,022.9
HIGH 5,884.5
0.618 5,798.9
0.500 5,772.5
0.382 5,746.1
LOW 5,660.5
0.618 5,522.1
1.000 5,436.5
1.618 5,298.1
2.618 5,074.1
4.250 4,708.5
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 5,842.5 5,809.8
PP 5,807.5 5,742.0
S1 5,772.5 5,674.3

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

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