DAX Index Future December 2011


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 6,043.5 5,812.0 -231.5 -3.8% 5,743.5
High 6,091.0 5,998.0 -93.0 -1.5% 6,048.0
Low 5,821.0 5,756.0 -65.0 -1.1% 5,660.5
Close 5,834.5 5,969.5 135.0 2.3% 6,009.5
Range 270.0 242.0 -28.0 -10.4% 387.5
ATR 216.7 218.5 1.8 0.8% 0.0
Volume 184,060 195,584 11,524 6.3% 804,252
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,633.8 6,543.7 6,102.6
R3 6,391.8 6,301.7 6,036.1
R2 6,149.8 6,149.8 6,013.9
R1 6,059.7 6,059.7 5,991.7 6,104.8
PP 5,907.8 5,907.8 5,907.8 5,930.4
S1 5,817.7 5,817.7 5,947.3 5,862.8
S2 5,665.8 5,665.8 5,925.1
S3 5,423.8 5,575.7 5,903.0
S4 5,181.8 5,333.7 5,836.4
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 6,091.0 5,756.0 335.0 5.6% 211.5 3.5% 64% False True 179,600
10 6,091.0 5,272.0 819.0 13.7% 201.6 3.4% 85% False False 178,688
20 6,091.0 4,980.0 1,111.0 18.6% 213.2 3.6% 89% False False 191,827
40 6,091.0 4,971.0 1,120.0 18.8% 206.1 3.5% 89% False False 123,273
60 7,425.0 4,971.0 2,454.0 41.1% 234.4 3.9% 41% False False 82,505
80 7,575.5 4,971.0 2,604.5 43.6% 200.6 3.4% 38% False False 61,970
100 7,575.5 4,971.0 2,604.5 43.6% 180.5 3.0% 38% False False 50,156
120 7,593.5 4,971.0 2,622.5 43.9% 164.5 2.8% 38% False False 41,814
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 True
Bull Hook False
Stretch 48.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,026.5
2.618 6,631.6
1.618 6,389.6
1.000 6,240.0
0.618 6,147.6
HIGH 5,998.0
0.618 5,905.6
0.500 5,877.0
0.382 5,848.4
LOW 5,756.0
0.618 5,606.4
1.000 5,514.0
1.618 5,364.4
2.618 5,122.4
4.250 4,727.5
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 5,938.7 5,954.2
PP 5,907.8 5,938.8
S1 5,877.0 5,923.5

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

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