DAX Index Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 5,825.0 5,828.0 3.0 0.1% 6,043.5
High 5,925.0 5,995.0 70.0 1.2% 6,091.0
Low 5,754.0 5,776.0 22.0 0.4% 5,754.0
Close 5,795.5 5,987.5 192.0 3.3% 5,987.5
Range 171.0 219.0 48.0 28.1% 337.0
ATR 210.2 210.8 0.6 0.3% 0.0
Volume 218,924 169,069 -49,855 -22.8% 926,006
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,576.5 6,501.0 6,108.0
R3 6,357.5 6,282.0 6,047.7
R2 6,138.5 6,138.5 6,027.7
R1 6,063.0 6,063.0 6,007.6 6,100.8
PP 5,919.5 5,919.5 5,919.5 5,938.4
S1 5,844.0 5,844.0 5,967.4 5,881.8
S2 5,700.5 5,700.5 5,947.4
S3 5,481.5 5,625.0 5,927.3
S4 5,262.5 5,406.0 5,867.1
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,955.2 6,808.3 6,172.9
R3 6,618.2 6,471.3 6,080.2
R2 6,281.2 6,281.2 6,049.3
R1 6,134.3 6,134.3 6,018.4 6,039.3
PP 5,944.2 5,944.2 5,944.2 5,896.6
S1 5,797.3 5,797.3 5,956.6 5,702.3
S2 5,607.2 5,607.2 5,925.7
S3 5,270.2 5,460.3 5,894.8
S4 4,933.2 5,123.3 5,802.2
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 5.6% 209.2 3.5% 69% False False 185,201
10 6,091.0 5,660.5 430.5 7.2% 192.7 3.2% 76% False False 173,025
20 6,091.0 5,085.0 1,006.0 16.8% 204.4 3.4% 90% False False 187,676
40 6,091.0 4,971.0 1,120.0 18.7% 201.4 3.4% 91% False False 136,866
60 7,323.0 4,971.0 2,352.0 39.3% 237.9 4.0% 43% False False 91,602
80 7,575.5 4,971.0 2,604.5 43.5% 203.1 3.4% 39% False False 68,780
100 7,575.5 4,971.0 2,604.5 43.5% 183.4 3.1% 39% False False 55,618
120 7,593.5 4,971.0 2,622.5 43.8% 166.7 2.8% 39% False False 46,363
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 53.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,925.8
2.618 6,568.3
1.618 6,349.3
1.000 6,214.0
0.618 6,130.3
HIGH 5,995.0
0.618 5,911.3
0.500 5,885.5
0.382 5,859.7
LOW 5,776.0
0.618 5,640.7
1.000 5,557.0
1.618 5,421.7
2.618 5,202.7
4.250 4,845.3
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 5,953.5 5,949.8
PP 5,919.5 5,912.2
S1 5,885.5 5,874.5

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

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