DAX Index Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 5,955.0 6,094.0 139.0 2.3% 6,300.0
High 6,093.0 6,102.0 9.0 0.1% 6,314.5
Low 5,937.5 5,734.0 -203.5 -3.4% 5,767.5
Close 6,075.0 5,753.0 -322.0 -5.3% 6,005.0
Range 155.5 368.0 212.5 136.7% 547.0
ATR 227.4 237.4 10.0 4.4% 0.0
Volume 157,060 230,526 73,466 46.8% 1,001,308
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,967.0 6,728.0 5,955.4
R3 6,599.0 6,360.0 5,854.2
R2 6,231.0 6,231.0 5,820.5
R1 5,992.0 5,992.0 5,786.7 5,927.5
PP 5,863.0 5,863.0 5,863.0 5,830.8
S1 5,624.0 5,624.0 5,719.3 5,559.5
S2 5,495.0 5,495.0 5,685.5
S3 5,127.0 5,256.0 5,651.8
S4 4,759.0 4,888.0 5,550.6
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 5,734.0 468.0 8.1% 278.0 4.8% 4% False True 196,303
10 6,442.0 5,734.0 708.0 12.3% 245.8 4.3% 3% False True 191,257
20 6,442.0 5,734.0 708.0 12.3% 217.5 3.8% 3% False True 184,859
40 6,442.0 4,980.0 1,462.0 25.4% 212.4 3.7% 53% False False 187,931
60 6,442.0 4,971.0 1,471.0 25.6% 210.9 3.7% 53% False False 131,899
80 7,425.0 4,971.0 2,454.0 42.7% 224.9 3.9% 32% False False 99,139
100 7,575.5 4,971.0 2,604.5 45.3% 199.7 3.5% 30% False False 79,381
120 7,575.5 4,971.0 2,604.5 45.3% 181.7 3.2% 30% False False 66,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,666.0
2.618 7,065.4
1.618 6,697.4
1.000 6,470.0
0.618 6,329.4
HIGH 6,102.0
0.618 5,961.4
0.500 5,918.0
0.382 5,874.6
LOW 5,734.0
0.618 5,506.6
1.000 5,366.0
1.618 5,138.6
2.618 4,770.6
4.250 4,170.0
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 5,918.0 5,918.0
PP 5,863.0 5,863.0
S1 5,808.0 5,808.0

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

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