DAX Index Future December 2011


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 5,849.0 5,870.0 21.0 0.4% 6,003.5
High 6,036.0 5,927.0 -109.0 -1.8% 6,102.0
Low 5,835.0 5,760.0 -75.0 -1.3% 5,666.0
Close 5,845.0 5,798.5 -46.5 -0.8% 6,055.5
Range 201.0 167.0 -34.0 -16.9% 436.0
ATR 231.3 226.7 -4.6 -2.0% 0.0
Volume 191,441 210,866 19,425 10.1% 909,277
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,329.5 6,231.0 5,890.4
R3 6,162.5 6,064.0 5,844.4
R2 5,995.5 5,995.5 5,829.1
R1 5,897.0 5,897.0 5,813.8 5,862.8
PP 5,828.5 5,828.5 5,828.5 5,811.4
S1 5,730.0 5,730.0 5,783.2 5,695.8
S2 5,661.5 5,661.5 5,767.9
S3 5,494.5 5,563.0 5,752.6
S4 5,327.5 5,396.0 5,706.7
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 5,760.0 375.0 6.5% 198.6 3.4% 10% False True 183,714
10 6,194.0 5,666.0 528.0 9.1% 224.9 3.9% 25% False False 186,338
20 6,442.0 5,666.0 776.0 13.4% 223.8 3.9% 17% False False 186,750
40 6,442.0 4,980.0 1,462.0 25.2% 215.2 3.7% 56% False False 188,697
60 6,442.0 4,971.0 1,471.0 25.4% 210.6 3.6% 56% False False 150,690
80 7,323.0 4,971.0 2,352.0 40.6% 232.8 4.0% 35% False False 113,278
100 7,575.5 4,971.0 2,604.5 44.9% 206.1 3.6% 32% False False 90,688
120 7,575.5 4,971.0 2,604.5 44.9% 188.9 3.3% 32% False False 76,065
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 37.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,636.8
2.618 6,364.2
1.618 6,197.2
1.000 6,094.0
0.618 6,030.2
HIGH 5,927.0
0.618 5,863.2
0.500 5,843.5
0.382 5,823.8
LOW 5,760.0
0.618 5,656.8
1.000 5,593.0
1.618 5,489.8
2.618 5,322.8
4.250 5,050.3
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 5,843.5 5,898.0
PP 5,828.5 5,864.8
S1 5,813.5 5,831.7

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

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