DAX Index Future December 2011


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 6,300.0 6,045.0 -255.0 -4.0% 6,038.0
High 6,314.5 6,045.0 -269.5 -4.3% 6,442.0
Low 6,098.0 5,767.5 -330.5 -5.4% 5,944.0
Close 6,104.5 5,881.0 -223.5 -3.7% 6,370.0
Range 216.5 277.5 61.0 28.2% 498.0
ATR 214.4 223.2 8.8 4.1% 0.0
Volume 147,057 254,005 106,948 72.7% 886,052
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,730.3 6,583.2 6,033.6
R3 6,452.8 6,305.7 5,957.3
R2 6,175.3 6,175.3 5,931.9
R1 6,028.2 6,028.2 5,906.4 5,963.0
PP 5,897.8 5,897.8 5,897.8 5,865.3
S1 5,750.7 5,750.7 5,855.6 5,685.5
S2 5,620.3 5,620.3 5,830.1
S3 5,342.8 5,473.2 5,804.7
S4 5,065.3 5,195.7 5,728.4
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 5,767.5 674.5 11.5% 216.4 3.7% 17% False True 189,005
10 6,442.0 5,754.0 688.0 11.7% 195.1 3.3% 18% False False 183,347
20 6,442.0 5,272.0 1,170.0 19.9% 198.3 3.4% 52% False False 181,018
40 6,442.0 4,971.0 1,471.0 25.0% 208.5 3.5% 62% False False 168,720
60 6,442.0 4,971.0 1,471.0 25.0% 221.3 3.8% 62% False False 112,908
80 7,425.0 4,971.0 2,454.0 41.7% 213.2 3.6% 37% False False 84,834
100 7,575.5 4,971.0 2,604.5 44.3% 190.9 3.2% 35% False False 68,390
120 7,575.5 4,971.0 2,604.5 44.3% 172.8 2.9% 35% False False 57,084
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 40.9
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 7,224.4
2.618 6,771.5
1.618 6,494.0
1.000 6,322.5
0.618 6,216.5
HIGH 6,045.0
0.618 5,939.0
0.500 5,906.3
0.382 5,873.5
LOW 5,767.5
0.618 5,596.0
1.000 5,490.0
1.618 5,318.5
2.618 5,041.0
4.250 4,588.1
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 5,906.3 6,103.8
PP 5,897.8 6,029.5
S1 5,889.4 5,955.3

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

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