DAX Index Future December 2011


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 5,812.0 5,950.0 138.0 2.4% 5,743.5
High 5,998.0 5,988.5 -9.5 -0.2% 6,048.0
Low 5,756.0 5,844.5 88.5 1.5% 5,660.5
Close 5,969.5 5,860.5 -109.0 -1.8% 6,009.5
Range 242.0 144.0 -98.0 -40.5% 387.5
ATR 218.5 213.2 -5.3 -2.4% 0.0
Volume 195,584 158,369 -37,215 -19.0% 804,252
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,329.8 6,239.2 5,939.7
R3 6,185.8 6,095.2 5,900.1
R2 6,041.8 6,041.8 5,886.9
R1 5,951.2 5,951.2 5,873.7 5,924.5
PP 5,897.8 5,897.8 5,897.8 5,884.5
S1 5,807.2 5,807.2 5,847.3 5,780.5
S2 5,753.8 5,753.8 5,834.1
S3 5,609.8 5,663.2 5,820.9
S4 5,465.8 5,519.2 5,781.3
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 5.7% 194.0 3.3% 31% False False 175,204
10 6,091.0 5,464.0 627.0 10.7% 190.8 3.3% 63% False False 175,407
20 6,091.0 4,980.0 1,111.0 19.0% 208.3 3.6% 79% False False 191,196
40 6,091.0 4,971.0 1,120.0 19.1% 205.1 3.5% 79% False False 127,210
60 7,385.5 4,971.0 2,414.5 41.2% 235.5 4.0% 37% False False 85,142
80 7,575.5 4,971.0 2,604.5 44.4% 200.8 3.4% 34% False False 63,946
100 7,575.5 4,971.0 2,604.5 44.4% 181.7 3.1% 34% False False 51,740
120 7,593.5 4,971.0 2,622.5 44.7% 165.3 2.8% 34% False False 43,132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,600.5
2.618 6,365.5
1.618 6,221.5
1.000 6,132.5
0.618 6,077.5
HIGH 5,988.5
0.618 5,933.5
0.500 5,916.5
0.382 5,899.5
LOW 5,844.5
0.618 5,755.5
1.000 5,700.5
1.618 5,611.5
2.618 5,467.5
4.250 5,232.5
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 5,916.5 5,923.5
PP 5,897.8 5,902.5
S1 5,879.2 5,881.5

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

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