DAX Index Future December 2011


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 5,750.0 5,656.5 -93.5 -1.6% 6,089.0
High 5,783.5 5,685.0 -98.5 -1.7% 6,135.0
Low 5,595.0 5,535.5 -59.5 -1.1% 5,755.0
Close 5,624.0 5,555.0 -69.0 -1.2% 5,792.0
Range 188.5 149.5 -39.0 -20.7% 380.0
ATR 219.4 214.4 -5.0 -2.3% 0.0
Volume 175,529 181,851 6,322 3.6% 934,137
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,040.3 5,947.2 5,637.2
R3 5,890.8 5,797.7 5,596.1
R2 5,741.3 5,741.3 5,582.4
R1 5,648.2 5,648.2 5,568.7 5,620.0
PP 5,591.8 5,591.8 5,591.8 5,577.8
S1 5,498.7 5,498.7 5,541.3 5,470.5
S2 5,442.3 5,442.3 5,527.6
S3 5,292.8 5,349.2 5,513.9
S4 5,143.3 5,199.7 5,472.8
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 7,034.0 6,793.0 6,001.0
R3 6,654.0 6,413.0 5,896.5
R2 6,274.0 6,274.0 5,861.7
R1 6,033.0 6,033.0 5,826.8 5,963.5
PP 5,894.0 5,894.0 5,894.0 5,859.3
S1 5,653.0 5,653.0 5,757.2 5,583.5
S2 5,514.0 5,514.0 5,722.3
S3 5,134.0 5,273.0 5,687.5
S4 4,754.0 4,893.0 5,583.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,036.0 5,535.5 500.5 9.0% 171.0 3.1% 4% False True 184,905
10 6,135.0 5,535.5 599.5 10.8% 212.2 3.8% 3% False True 188,551
20 6,442.0 5,535.5 906.5 16.3% 220.4 4.0% 2% False True 187,303
40 6,442.0 5,132.0 1,310.0 23.6% 207.2 3.7% 32% False False 184,683
60 6,442.0 4,971.0 1,471.0 26.5% 208.4 3.8% 40% False False 159,357
80 7,000.0 4,971.0 2,029.0 36.5% 230.5 4.1% 29% False False 119,790
100 7,575.5 4,971.0 2,604.5 46.9% 208.7 3.8% 22% False False 95,900
120 7,575.5 4,971.0 2,604.5 46.9% 191.1 3.4% 22% False False 80,413
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 37.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,320.4
2.618 6,076.4
1.618 5,926.9
1.000 5,834.5
0.618 5,777.4
HIGH 5,685.0
0.618 5,627.9
0.500 5,610.3
0.382 5,592.6
LOW 5,535.5
0.618 5,443.1
1.000 5,386.0
1.618 5,293.6
2.618 5,144.1
4.250 4,900.1
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 5,610.3 5,719.8
PP 5,591.8 5,664.8
S1 5,573.4 5,609.9

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

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