DAX Index Future December 2011


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 5,595.5 5,757.0 161.5 2.9% 5,750.0
High 5,757.5 5,829.0 71.5 1.2% 5,783.5
Low 5,567.0 5,692.0 125.0 2.2% 5,366.0
Close 5,726.0 5,790.0 64.0 1.1% 5,462.5
Range 190.5 137.0 -53.5 -28.1% 417.5
ATR 212.4 207.0 -5.4 -2.5% 0.0
Volume 167,232 178,745 11,513 6.9% 684,951
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,181.3 6,122.7 5,865.4
R3 6,044.3 5,985.7 5,827.7
R2 5,907.3 5,907.3 5,815.1
R1 5,848.7 5,848.7 5,802.6 5,878.0
PP 5,770.3 5,770.3 5,770.3 5,785.0
S1 5,711.7 5,711.7 5,777.4 5,741.0
S2 5,633.3 5,633.3 5,764.9
S3 5,496.3 5,574.7 5,752.3
S4 5,359.3 5,437.7 5,714.7
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 5,829.0 5,366.0 463.0 8.0% 156.5 2.7% 92% True False 171,079
10 6,036.0 5,366.0 670.0 11.6% 168.9 2.9% 63% False False 180,016
20 6,202.0 5,366.0 836.0 14.4% 211.9 3.7% 51% False False 186,429
40 6,442.0 5,132.0 1,310.0 22.6% 203.5 3.5% 50% False False 182,990
60 6,442.0 4,971.0 1,471.0 25.4% 208.0 3.6% 56% False False 170,478
80 6,442.0 4,971.0 1,471.0 25.4% 222.3 3.8% 56% False False 128,139
100 7,436.5 4,971.0 2,465.5 42.6% 212.1 3.7% 33% False False 102,619
120 7,575.5 4,971.0 2,604.5 45.0% 192.8 3.3% 31% False False 85,968
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 41.9
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6,411.3
2.618 6,187.7
1.618 6,050.7
1.000 5,966.0
0.618 5,913.7
HIGH 5,829.0
0.618 5,776.7
0.500 5,760.5
0.382 5,744.3
LOW 5,692.0
0.618 5,607.3
1.000 5,555.0
1.618 5,470.3
2.618 5,333.3
4.250 5,109.8
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 5,780.2 5,725.8
PP 5,770.3 5,661.7
S1 5,760.5 5,597.5

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

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