DAX Index Future December 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 5,845.5 5,979.5 134.0 2.3% 5,356.0
High 6,038.5 6,046.0 7.5 0.1% 5,759.0
Low 5,807.0 5,885.0 78.0 1.3% 5,132.0
Close 5,994.5 5,968.0 -26.5 -0.4% 5,681.5
Range 231.5 161.0 -70.5 -30.5% 627.0
ATR 221.5 217.2 -4.3 -2.0% 0.0
Volume 180,345 176,379 -3,966 -2.2% 1,005,409
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,449.3 6,369.7 6,056.6
R3 6,288.3 6,208.7 6,012.3
R2 6,127.3 6,127.3 5,997.5
R1 6,047.7 6,047.7 5,982.8 6,007.0
PP 5,966.3 5,966.3 5,966.3 5,946.0
S1 5,886.7 5,886.7 5,953.2 5,846.0
S2 5,805.3 5,805.3 5,938.5
S3 5,644.3 5,725.7 5,923.7
S4 5,483.3 5,564.7 5,879.5
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 6,046.0 5,613.5 432.5 7.2% 174.6 2.9% 82% True False 162,875
10 6,046.0 5,132.0 914.0 15.3% 195.5 3.3% 91% True False 184,858
20 6,046.0 4,980.0 1,066.0 17.9% 205.1 3.4% 93% True False 192,693
40 6,046.0 4,971.0 1,075.0 18.0% 208.6 3.5% 93% True False 109,816
60 7,425.0 4,971.0 2,454.0 41.1% 228.9 3.8% 41% False False 73,497
80 7,575.5 4,971.0 2,604.5 43.6% 196.7 3.3% 38% False False 55,213
100 7,575.5 4,971.0 2,604.5 43.6% 175.1 2.9% 38% False False 44,745
120 7,680.0 4,971.0 2,709.0 45.4% 160.7 2.7% 37% False False 37,305
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 46.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,730.3
2.618 6,467.5
1.618 6,306.5
1.000 6,207.0
0.618 6,145.5
HIGH 6,046.0
0.618 5,984.5
0.500 5,965.5
0.382 5,946.5
LOW 5,885.0
0.618 5,785.5
1.000 5,724.0
1.618 5,624.5
2.618 5,463.5
4.250 5,200.8
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 5,967.2 5,950.2
PP 5,966.3 5,932.3
S1 5,965.5 5,914.5

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

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