DAX Index Future December 2011


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 5,828.0 6,038.0 210.0 3.6% 6,043.5
High 5,995.0 6,075.5 80.5 1.3% 6,091.0
Low 5,776.0 5,944.0 168.0 2.9% 5,754.0
Close 5,987.5 6,058.5 71.0 1.2% 5,987.5
Range 219.0 131.5 -87.5 -40.0% 337.0
ATR 210.8 205.2 -5.7 -2.7% 0.0
Volume 169,069 142,009 -27,060 -16.0% 926,006
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,420.5 6,371.0 6,130.8
R3 6,289.0 6,239.5 6,094.7
R2 6,157.5 6,157.5 6,082.6
R1 6,108.0 6,108.0 6,070.6 6,132.8
PP 6,026.0 6,026.0 6,026.0 6,038.4
S1 5,976.5 5,976.5 6,046.4 6,001.3
S2 5,894.5 5,894.5 6,034.4
S3 5,763.0 5,845.0 6,022.3
S4 5,631.5 5,713.5 5,986.2
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 6,075.5 5,754.0 321.5 5.3% 181.5 3.0% 95% True False 176,791
10 6,091.0 5,754.0 337.0 5.6% 183.4 3.0% 90% False False 172,556
20 6,091.0 5,132.0 959.0 15.8% 194.0 3.2% 97% False False 182,693
40 6,091.0 4,971.0 1,120.0 18.5% 200.3 3.3% 97% False False 140,397
60 7,323.0 4,971.0 2,352.0 38.8% 238.0 3.9% 46% False False 93,961
80 7,575.5 4,971.0 2,604.5 43.0% 203.6 3.4% 42% False False 70,549
100 7,575.5 4,971.0 2,604.5 43.0% 183.7 3.0% 42% False False 57,035
120 7,593.5 4,971.0 2,622.5 43.3% 166.9 2.8% 41% False False 47,546
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 48.7
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,634.4
2.618 6,419.8
1.618 6,288.3
1.000 6,207.0
0.618 6,156.8
HIGH 6,075.5
0.618 6,025.3
0.500 6,009.8
0.382 5,994.2
LOW 5,944.0
0.618 5,862.7
1.000 5,812.5
1.618 5,731.2
2.618 5,599.7
4.250 5,385.1
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 6,042.3 6,010.6
PP 6,026.0 5,962.7
S1 6,009.8 5,914.8

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

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