DAX Index Future December 2011


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 6,040.0 6,200.0 160.0 2.6% 6,043.5
High 6,155.0 6,442.0 287.0 4.7% 6,091.0
Low 5,958.0 6,177.5 219.5 3.7% 5,754.0
Close 6,070.0 6,425.5 355.5 5.9% 5,987.5
Range 197.0 264.5 67.5 34.3% 337.0
ATR 204.4 216.4 12.0 5.9% 0.0
Volume 178,504 205,554 27,050 15.2% 926,006
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 7,141.8 7,048.2 6,571.0
R3 6,877.3 6,783.7 6,498.2
R2 6,612.8 6,612.8 6,474.0
R1 6,519.2 6,519.2 6,449.7 6,566.0
PP 6,348.3 6,348.3 6,348.3 6,371.8
S1 6,254.7 6,254.7 6,401.3 6,301.5
S2 6,083.8 6,083.8 6,377.0
S3 5,819.3 5,990.2 6,352.8
S4 5,554.8 5,725.7 6,280.0
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 6,442.0 5,776.0 666.0 10.4% 203.0 3.2% 98% True False 179,042
10 6,442.0 5,754.0 688.0 10.7% 199.5 3.1% 98% True False 181,378
20 6,442.0 5,132.0 1,310.0 20.4% 197.5 3.1% 99% True False 183,118
40 6,442.0 4,971.0 1,471.0 22.9% 204.8 3.2% 99% True False 154,913
60 6,774.5 4,971.0 1,803.5 28.1% 233.5 3.6% 81% False False 103,664
80 7,575.5 4,971.0 2,604.5 40.5% 210.2 3.3% 56% False False 77,844
100 7,575.5 4,971.0 2,604.5 40.5% 188.2 2.9% 56% False False 62,845
120 7,575.5 4,971.0 2,604.5 40.5% 170.5 2.7% 56% False False 52,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 52.4
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 7,566.1
2.618 7,134.5
1.618 6,870.0
1.000 6,706.5
0.618 6,605.5
HIGH 6,442.0
0.618 6,341.0
0.500 6,309.8
0.382 6,278.5
LOW 6,177.5
0.618 6,014.0
1.000 5,913.0
1.618 5,749.5
2.618 5,485.0
4.250 5,053.4
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 6,386.9 6,350.3
PP 6,348.3 6,275.2
S1 6,309.8 6,200.0

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

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