DAX Index Future December 2011


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 5,950.0 5,825.0 -125.0 -2.1% 5,743.5
High 5,988.5 5,925.0 -63.5 -1.1% 6,048.0
Low 5,844.5 5,754.0 -90.5 -1.5% 5,660.5
Close 5,860.5 5,795.5 -65.0 -1.1% 6,009.5
Range 144.0 171.0 27.0 18.8% 387.5
ATR 213.2 210.2 -3.0 -1.4% 0.0
Volume 158,369 218,924 60,555 38.2% 804,252
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,337.8 6,237.7 5,889.6
R3 6,166.8 6,066.7 5,842.5
R2 5,995.8 5,995.8 5,826.9
R1 5,895.7 5,895.7 5,811.2 5,860.3
PP 5,824.8 5,824.8 5,824.8 5,807.1
S1 5,724.7 5,724.7 5,779.8 5,689.3
S2 5,653.8 5,653.8 5,764.2
S3 5,482.8 5,553.7 5,748.5
S4 5,311.8 5,382.7 5,701.5
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 5,754.0 337.0 5.8% 196.0 3.4% 12% False True 183,713
10 6,091.0 5,613.5 477.5 8.2% 185.3 3.2% 38% False False 173,294
20 6,091.0 4,980.0 1,111.0 19.2% 206.6 3.6% 73% False False 190,644
40 6,091.0 4,971.0 1,120.0 19.3% 204.0 3.5% 74% False False 132,661
60 7,323.0 4,971.0 2,352.0 40.6% 235.8 4.1% 35% False False 88,788
80 7,575.5 4,971.0 2,604.5 44.9% 201.7 3.5% 32% False False 66,672
100 7,575.5 4,971.0 2,604.5 44.9% 181.9 3.1% 32% False False 53,927
120 7,593.5 4,971.0 2,622.5 45.3% 165.7 2.9% 31% False False 44,956
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 52.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,651.8
2.618 6,372.7
1.618 6,201.7
1.000 6,096.0
0.618 6,030.7
HIGH 5,925.0
0.618 5,859.7
0.500 5,839.5
0.382 5,819.3
LOW 5,754.0
0.618 5,648.3
1.000 5,583.0
1.618 5,477.3
2.618 5,306.3
4.250 5,027.3
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 5,839.5 5,876.0
PP 5,824.8 5,849.2
S1 5,810.2 5,822.3

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

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