DAX Index Future December 2011


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 5,979.5 5,959.0 -20.5 -0.3% 5,743.5
High 6,046.0 6,048.0 2.0 0.0% 6,048.0
Low 5,885.0 5,895.0 10.0 0.2% 5,660.5
Close 5,968.0 6,009.5 41.5 0.7% 6,009.5
Range 161.0 153.0 -8.0 -5.0% 387.5
ATR 217.2 212.6 -4.6 -2.1% 0.0
Volume 176,379 161,632 -14,747 -8.4% 804,252
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,443.2 6,379.3 6,093.7
R3 6,290.2 6,226.3 6,051.6
R2 6,137.2 6,137.2 6,037.6
R1 6,073.3 6,073.3 6,023.5 6,105.3
PP 5,984.2 5,984.2 5,984.2 6,000.1
S1 5,920.3 5,920.3 5,995.5 5,952.3
S2 5,831.2 5,831.2 5,981.5
S3 5,678.2 5,767.3 5,967.4
S4 5,525.2 5,614.3 5,925.4
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 7,068.5 6,926.5 6,222.6
R3 6,681.0 6,539.0 6,116.1
R2 6,293.5 6,293.5 6,080.5
R1 6,151.5 6,151.5 6,045.0 6,222.5
PP 5,906.0 5,906.0 5,906.0 5,941.5
S1 5,764.0 5,764.0 5,974.0 5,835.0
S2 5,518.5 5,518.5 5,938.5
S3 5,131.0 5,376.5 5,902.9
S4 4,743.5 4,989.0 5,796.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,048.0 5,660.5 387.5 6.4% 176.1 2.9% 90% True False 160,850
10 6,048.0 5,132.0 916.0 15.2% 189.8 3.2% 96% True False 180,966
20 6,048.0 4,980.0 1,068.0 17.8% 205.4 3.4% 96% True False 189,551
40 6,048.0 4,971.0 1,077.0 17.9% 203.9 3.4% 96% True False 113,821
60 7,425.0 4,971.0 2,454.0 40.8% 228.7 3.8% 42% False False 76,187
80 7,575.5 4,971.0 2,604.5 43.3% 197.1 3.3% 40% False False 57,228
100 7,575.5 4,971.0 2,604.5 43.3% 175.9 2.9% 40% False False 46,361
120 7,680.0 4,971.0 2,709.0 45.1% 161.5 2.7% 38% False False 38,651
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 52.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,698.3
2.618 6,448.6
1.618 6,295.6
1.000 6,201.0
0.618 6,142.6
HIGH 6,048.0
0.618 5,989.6
0.500 5,971.5
0.382 5,953.4
LOW 5,895.0
0.618 5,800.4
1.000 5,742.0
1.618 5,647.4
2.618 5,494.4
4.250 5,244.8
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 5,996.8 5,982.2
PP 5,984.2 5,954.8
S1 5,971.5 5,927.5

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

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