DAX Index Future December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 5,921.5 6,089.0 167.5 2.8% 6,003.5
High 6,070.5 6,135.0 64.5 1.1% 6,102.0
Low 5,856.5 5,924.5 68.0 1.2% 5,666.0
Close 6,055.5 5,954.0 -101.5 -1.7% 6,055.5
Range 214.0 210.5 -3.5 -1.6% 436.0
ATR 238.2 236.2 -2.0 -0.8% 0.0
Volume 149,275 164,901 15,626 10.5% 909,277
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,636.0 6,505.5 6,069.8
R3 6,425.5 6,295.0 6,011.9
R2 6,215.0 6,215.0 5,992.6
R1 6,084.5 6,084.5 5,973.3 6,044.5
PP 6,004.5 6,004.5 6,004.5 5,984.5
S1 5,874.0 5,874.0 5,934.7 5,834.0
S2 5,794.0 5,794.0 5,915.4
S3 5,583.5 5,663.5 5,896.1
S4 5,373.0 5,453.0 5,838.2
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 7,249.2 7,088.3 6,295.3
R3 6,813.2 6,652.3 6,175.4
R2 6,377.2 6,377.2 6,135.4
R1 6,216.3 6,216.3 6,095.5 6,296.8
PP 5,941.2 5,941.2 5,941.2 5,981.4
S1 5,780.3 5,780.3 6,015.5 5,860.8
S2 5,505.2 5,505.2 5,975.6
S3 5,069.2 5,344.3 5,935.6
S4 4,633.2 4,908.3 5,815.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,135.0 5,666.0 469.0 7.9% 244.3 4.1% 61% True False 183,191
10 6,202.0 5,666.0 536.0 9.0% 254.9 4.3% 54% False False 192,842
20 6,442.0 5,666.0 776.0 13.0% 223.2 3.7% 37% False False 185,174
40 6,442.0 4,980.0 1,462.0 24.6% 217.6 3.7% 67% False False 187,945
60 6,442.0 4,971.0 1,471.0 24.7% 210.8 3.5% 67% False False 140,654
80 7,425.0 4,971.0 2,454.0 41.2% 229.8 3.9% 40% False False 105,730
100 7,575.5 4,971.0 2,604.5 43.7% 203.3 3.4% 38% False False 84,656
120 7,575.5 4,971.0 2,604.5 43.7% 185.8 3.1% 38% False False 71,030
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 28.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,029.6
2.618 6,686.1
1.618 6,475.6
1.000 6,345.5
0.618 6,265.1
HIGH 6,135.0
0.618 6,054.6
0.500 6,029.8
0.382 6,004.9
LOW 5,924.5
0.618 5,794.4
1.000 5,714.0
1.618 5,583.9
2.618 5,373.4
4.250 5,029.9
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 6,029.8 5,936.2
PP 6,004.5 5,918.3
S1 5,979.3 5,900.5

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

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