DAX Index Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 5,959.0 6,043.5 84.5 1.4% 5,743.5
High 6,048.0 6,091.0 43.0 0.7% 6,048.0
Low 5,895.0 5,821.0 -74.0 -1.3% 5,660.5
Close 6,009.5 5,834.5 -175.0 -2.9% 6,009.5
Range 153.0 270.0 117.0 76.5% 387.5
ATR 212.6 216.7 4.1 1.9% 0.0
Volume 161,632 184,060 22,428 13.9% 804,252
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,725.5 6,550.0 5,983.0
R3 6,455.5 6,280.0 5,908.8
R2 6,185.5 6,185.5 5,884.0
R1 6,010.0 6,010.0 5,859.3 5,962.8
PP 5,915.5 5,915.5 5,915.5 5,891.9
S1 5,740.0 5,740.0 5,809.8 5,692.8
S2 5,645.5 5,645.5 5,785.0
S3 5,375.5 5,470.0 5,760.3
S4 5,105.5 5,200.0 5,686.0
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 6,091.0 5,783.0 308.0 5.3% 185.3 3.2% 17% True False 168,322
10 6,091.0 5,132.0 959.0 16.4% 198.6 3.4% 73% True False 181,597
20 6,091.0 4,980.0 1,111.0 19.0% 212.0 3.6% 77% True False 190,716
40 6,091.0 4,971.0 1,120.0 19.2% 204.7 3.5% 77% True False 118,395
60 7,425.0 4,971.0 2,454.0 42.1% 232.0 4.0% 35% False False 79,249
80 7,575.5 4,971.0 2,604.5 44.6% 198.3 3.4% 33% False False 59,526
100 7,575.5 4,971.0 2,604.5 44.6% 178.4 3.1% 33% False False 48,201
120 7,680.0 4,971.0 2,709.0 46.4% 163.3 2.8% 32% False False 40,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47.9
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 7,238.5
2.618 6,797.9
1.618 6,527.9
1.000 6,361.0
0.618 6,257.9
HIGH 6,091.0
0.618 5,987.9
0.500 5,956.0
0.382 5,924.1
LOW 5,821.0
0.618 5,654.1
1.000 5,551.0
1.618 5,384.1
2.618 5,114.1
4.250 4,673.5
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 5,956.0 5,956.0
PP 5,915.5 5,915.5
S1 5,875.0 5,875.0

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

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