DAX Index Future December 2011


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 5,483.5 5,435.0 -48.5 -0.9% 5,750.0
High 5,592.5 5,532.0 -60.5 -1.1% 5,783.5
Low 5,453.0 5,366.0 -87.0 -1.6% 5,366.0
Close 5,454.0 5,462.5 8.5 0.2% 5,462.5
Range 139.5 166.0 26.5 19.0% 417.5
ATR 209.1 206.0 -3.1 -1.5% 0.0
Volume 187,584 139,987 -47,597 -25.4% 684,951
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,951.5 5,873.0 5,553.8
R3 5,785.5 5,707.0 5,508.2
R2 5,619.5 5,619.5 5,492.9
R1 5,541.0 5,541.0 5,477.7 5,580.3
PP 5,453.5 5,453.5 5,453.5 5,473.1
S1 5,375.0 5,375.0 5,447.3 5,414.3
S2 5,287.5 5,287.5 5,432.1
S3 5,121.5 5,209.0 5,416.9
S4 4,955.5 5,043.0 5,371.2
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,789.8 6,543.7 5,692.1
R3 6,372.3 6,126.2 5,577.3
R2 5,954.8 5,954.8 5,539.0
R1 5,708.7 5,708.7 5,500.8 5,623.0
PP 5,537.3 5,537.3 5,537.3 5,494.5
S1 5,291.2 5,291.2 5,424.2 5,205.5
S2 5,119.8 5,119.8 5,386.0
S3 4,702.3 4,873.7 5,347.7
S4 4,284.8 4,456.2 5,232.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,904.0 5,366.0 538.0 9.8% 158.5 2.9% 18% False True 169,958
10 6,135.0 5,366.0 769.0 14.1% 178.6 3.3% 13% False True 176,836
20 6,440.0 5,366.0 1,074.0 19.7% 212.6 3.9% 9% False True 184,479
40 6,442.0 5,132.0 1,310.0 24.0% 205.1 3.8% 25% False False 183,798
60 6,442.0 4,971.0 1,471.0 26.9% 207.4 3.8% 33% False False 164,768
80 6,774.5 4,971.0 1,803.5 33.0% 228.3 4.2% 27% False False 123,867
100 7,575.5 4,971.0 2,604.5 47.7% 210.7 3.9% 19% False False 99,171
120 7,575.5 4,971.0 2,604.5 47.7% 192.3 3.5% 19% False False 83,117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 43.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,237.5
2.618 5,966.6
1.618 5,800.6
1.000 5,698.0
0.618 5,634.6
HIGH 5,532.0
0.618 5,468.6
0.500 5,449.0
0.382 5,429.4
LOW 5,366.0
0.618 5,263.4
1.000 5,200.0
1.618 5,097.4
2.618 4,931.4
4.250 4,660.5
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 5,458.0 5,525.5
PP 5,453.5 5,504.5
S1 5,449.0 5,483.5

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

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