DAX Index Future December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 6,180.0 6,003.5 -176.5 -2.9% 6,300.0
High 6,194.0 6,034.5 -159.5 -2.6% 6,314.5
Low 5,932.0 5,837.5 -94.5 -1.6% 5,767.5
Close 6,005.0 5,995.0 -10.0 -0.2% 6,005.0
Range 262.0 197.0 -65.0 -24.8% 547.0
ATR 235.7 232.9 -2.8 -1.2% 0.0
Volume 184,814 158,223 -26,591 -14.4% 1,001,308
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,546.7 6,467.8 6,103.4
R3 6,349.7 6,270.8 6,049.2
R2 6,152.7 6,152.7 6,031.1
R1 6,073.8 6,073.8 6,013.1 6,014.8
PP 5,955.7 5,955.7 5,955.7 5,926.1
S1 5,876.8 5,876.8 5,976.9 5,817.8
S2 5,758.7 5,758.7 5,958.9
S3 5,561.7 5,679.8 5,940.8
S4 5,364.7 5,482.8 5,886.7
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 7,670.0 7,384.5 6,305.9
R3 7,123.0 6,837.5 6,155.4
R2 6,576.0 6,576.0 6,105.3
R1 6,290.5 6,290.5 6,055.1 6,159.8
PP 6,029.0 6,029.0 6,029.0 5,963.6
S1 5,743.5 5,743.5 5,954.9 5,612.8
S2 5,482.0 5,482.0 5,904.7
S3 4,935.0 5,196.5 5,854.6
S4 4,388.0 4,649.5 5,704.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,202.0 5,767.5 434.5 7.2% 265.4 4.4% 52% False False 202,494
10 6,442.0 5,767.5 674.5 11.3% 233.5 3.9% 34% False False 190,357
20 6,442.0 5,754.0 688.0 11.5% 208.4 3.5% 35% False False 181,457
40 6,442.0 4,972.5 1,469.5 24.5% 215.3 3.6% 70% False False 185,406
60 6,442.0 4,971.0 1,471.0 24.5% 206.8 3.4% 70% False False 125,457
80 7,425.0 4,971.0 2,454.0 40.9% 220.5 3.7% 42% False False 94,299
100 7,575.5 4,971.0 2,604.5 43.4% 196.7 3.3% 39% False False 75,509
120 7,575.5 4,971.0 2,604.5 43.4% 178.8 3.0% 39% False False 63,401
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,871.8
2.618 6,550.2
1.618 6,353.2
1.000 6,231.5
0.618 6,156.2
HIGH 6,034.5
0.618 5,959.2
0.500 5,936.0
0.382 5,912.8
LOW 5,837.5
0.618 5,715.8
1.000 5,640.5
1.618 5,518.8
2.618 5,321.8
4.250 5,000.3
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 5,975.3 5,998.3
PP 5,955.7 5,997.2
S1 5,936.0 5,996.1

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

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