DAX Index Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 6,200.0 6,402.0 202.0 3.3% 6,038.0
High 6,442.0 6,440.0 -2.0 0.0% 6,442.0
Low 6,177.5 6,313.5 136.0 2.2% 5,944.0
Close 6,425.5 6,370.0 -55.5 -0.9% 6,370.0
Range 264.5 126.5 -138.0 -52.2% 498.0
ATR 216.4 210.0 -6.4 -3.0% 0.0
Volume 205,554 159,908 -45,646 -22.2% 886,052
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,754.0 6,688.5 6,439.6
R3 6,627.5 6,562.0 6,404.8
R2 6,501.0 6,501.0 6,393.2
R1 6,435.5 6,435.5 6,381.6 6,405.0
PP 6,374.5 6,374.5 6,374.5 6,359.3
S1 6,309.0 6,309.0 6,358.4 6,278.5
S2 6,248.0 6,248.0 6,346.8
S3 6,121.5 6,182.5 6,335.2
S4 5,995.0 6,056.0 6,300.4
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 7,746.0 7,556.0 6,643.9
R3 7,248.0 7,058.0 6,507.0
R2 6,750.0 6,750.0 6,461.3
R1 6,560.0 6,560.0 6,415.7 6,655.0
PP 6,252.0 6,252.0 6,252.0 6,299.5
S1 6,062.0 6,062.0 6,324.4 6,157.0
S2 5,754.0 5,754.0 6,278.7
S3 5,256.0 5,564.0 6,233.1
S4 4,758.0 5,066.0 6,096.1
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 5,944.0 498.0 7.8% 184.5 2.9% 86% False False 177,210
10 6,442.0 5,754.0 688.0 10.8% 196.9 3.1% 90% False False 181,205
20 6,442.0 5,132.0 1,310.0 20.6% 193.3 3.0% 95% False False 181,085
40 6,442.0 4,971.0 1,471.0 23.1% 204.4 3.2% 95% False False 158,880
60 6,470.0 4,971.0 1,499.0 23.5% 227.5 3.6% 93% False False 106,298
80 7,575.5 4,971.0 2,604.5 40.9% 211.1 3.3% 54% False False 79,839
100 7,575.5 4,971.0 2,604.5 40.9% 188.0 3.0% 54% False False 64,434
120 7,575.5 4,971.0 2,604.5 40.9% 170.6 2.7% 54% False False 53,744
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 49.8
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,977.6
2.618 6,771.2
1.618 6,644.7
1.000 6,566.5
0.618 6,518.2
HIGH 6,440.0
0.618 6,391.7
0.500 6,376.8
0.382 6,361.8
LOW 6,313.5
0.618 6,235.3
1.000 6,187.0
1.618 6,108.8
2.618 5,982.3
4.250 5,775.9
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 6,376.8 6,313.3
PP 6,374.5 6,256.7
S1 6,372.3 6,200.0

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

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