DAX Index Future December 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 5,743.5 5,878.5 135.0 2.4% 5,356.0
High 5,884.5 5,894.0 9.5 0.2% 5,759.0
Low 5,660.5 5,783.0 122.5 2.2% 5,132.0
Close 5,877.5 5,869.0 -8.5 -0.1% 5,681.5
Range 224.0 111.0 -113.0 -50.4% 627.0
ATR 229.2 220.8 -8.4 -3.7% 0.0
Volume 146,700 139,196 -7,504 -5.1% 1,005,409
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,181.7 6,136.3 5,930.1
R3 6,070.7 6,025.3 5,899.5
R2 5,959.7 5,959.7 5,889.4
R1 5,914.3 5,914.3 5,879.2 5,881.5
PP 5,848.7 5,848.7 5,848.7 5,832.3
S1 5,803.3 5,803.3 5,858.8 5,770.5
S2 5,737.7 5,737.7 5,848.7
S3 5,626.7 5,692.3 5,838.5
S4 5,515.7 5,581.3 5,808.0
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 5,894.0 5,272.0 622.0 10.6% 191.7 3.3% 96% True False 177,777
10 5,894.0 5,132.0 762.0 13.0% 195.3 3.3% 97% True False 185,483
20 5,894.0 4,980.0 914.0 15.6% 214.7 3.7% 97% True False 190,232
40 6,059.5 4,971.0 1,088.5 18.5% 206.5 3.5% 82% False False 100,927
60 7,425.0 4,971.0 2,454.0 41.8% 225.0 3.8% 37% False False 67,564
80 7,575.5 4,971.0 2,604.5 44.4% 194.0 3.3% 34% False False 50,760
100 7,575.5 4,971.0 2,604.5 44.4% 172.9 2.9% 34% False False 41,180
120 7,680.0 4,971.0 2,709.0 46.2% 158.9 2.7% 33% False False 34,332
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 44.4
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 6,365.8
2.618 6,184.6
1.618 6,073.6
1.000 6,005.0
0.618 5,962.6
HIGH 5,894.0
0.618 5,851.6
0.500 5,838.5
0.382 5,825.4
LOW 5,783.0
0.618 5,714.4
1.000 5,672.0
1.618 5,603.4
2.618 5,492.4
4.250 5,311.3
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 5,858.8 5,830.6
PP 5,848.7 5,792.2
S1 5,838.5 5,753.8

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

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