DAX Index Future December 2011


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 5,941.0 5,810.0 -131.0 -2.2% 6,038.0
High 5,999.0 6,202.0 203.0 3.4% 6,442.0
Low 5,816.0 5,794.5 -21.5 -0.4% 5,944.0
Close 5,945.0 6,162.0 217.0 3.7% 6,370.0
Range 183.0 407.5 224.5 122.7% 498.0
ATR 220.3 233.7 13.4 6.1% 0.0
Volume 164,539 250,893 86,354 52.5% 886,052
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 7,275.3 7,126.2 6,386.1
R3 6,867.8 6,718.7 6,274.1
R2 6,460.3 6,460.3 6,236.7
R1 6,311.2 6,311.2 6,199.4 6,385.8
PP 6,052.8 6,052.8 6,052.8 6,090.1
S1 5,903.7 5,903.7 6,124.6 5,978.3
S2 5,645.3 5,645.3 6,087.3
S3 5,237.8 5,496.2 6,049.9
S4 4,830.3 5,088.7 5,937.9
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 6,440.0 5,767.5 672.5 10.9% 242.2 3.9% 59% False False 195,280
10 6,442.0 5,767.5 674.5 10.9% 222.6 3.6% 58% False False 187,161
20 6,442.0 5,613.5 828.5 13.4% 204.0 3.3% 66% False False 180,228
40 6,442.0 4,971.0 1,471.0 23.9% 215.0 3.5% 81% False False 178,591
60 6,442.0 4,971.0 1,471.0 23.9% 212.9 3.5% 81% False False 119,773
80 7,425.0 4,971.0 2,454.0 39.8% 217.1 3.5% 49% False False 90,018
100 7,575.5 4,971.0 2,604.5 42.3% 195.0 3.2% 46% False False 72,353
120 7,575.5 4,971.0 2,604.5 42.3% 176.6 2.9% 46% False False 60,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37.3
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 7,933.9
2.618 7,268.8
1.618 6,861.3
1.000 6,609.5
0.618 6,453.8
HIGH 6,202.0
0.618 6,046.3
0.500 5,998.3
0.382 5,950.2
LOW 5,794.5
0.618 5,542.7
1.000 5,387.0
1.618 5,135.2
2.618 4,727.7
4.250 4,062.6
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 6,107.4 6,102.9
PP 6,052.8 6,043.8
S1 5,998.3 5,984.8

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

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