DAX Index Future December 2011


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 6,090.0 6,115.5 25.5 0.4% 5,595.5
High 6,175.0 6,175.0 0.0 0.0% 6,175.0
Low 6,046.5 6,053.5 7.0 0.1% 5,567.0
Close 6,052.5 6,087.0 34.5 0.6% 6,052.5
Range 128.5 121.5 -7.0 -5.4% 608.0
ATR 208.6 202.5 -6.2 -2.9% 0.0
Volume 147,541 139,763 -7,778 -5.3% 918,712
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,469.7 6,399.8 6,153.8
R3 6,348.2 6,278.3 6,120.4
R2 6,226.7 6,226.7 6,109.3
R1 6,156.8 6,156.8 6,098.1 6,131.0
PP 6,105.2 6,105.2 6,105.2 6,092.3
S1 6,035.3 6,035.3 6,075.9 6,009.5
S2 5,983.7 5,983.7 6,064.7
S3 5,862.2 5,913.8 6,053.6
S4 5,740.7 5,792.3 6,020.2
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 7,755.5 7,512.0 6,386.9
R3 7,147.5 6,904.0 6,219.7
R2 6,539.5 6,539.5 6,164.0
R1 6,296.0 6,296.0 6,108.2 6,417.8
PP 5,931.5 5,931.5 5,931.5 5,992.4
S1 5,688.0 5,688.0 5,996.8 5,809.8
S2 5,323.5 5,323.5 5,941.0
S3 4,715.5 5,080.0 5,885.3
S4 4,107.5 4,472.0 5,718.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,175.0 5,692.0 483.0 7.9% 185.2 3.0% 82% True False 178,248
10 6,175.0 5,366.0 809.0 13.3% 176.0 2.9% 89% True False 174,342
20 6,175.0 5,366.0 809.0 13.3% 194.8 3.2% 89% True False 179,342
40 6,442.0 5,366.0 1,076.0 17.7% 202.3 3.3% 67% False False 180,111
60 6,442.0 4,971.0 1,471.0 24.2% 208.3 3.4% 76% False False 181,666
80 6,442.0 4,971.0 1,471.0 24.2% 206.1 3.4% 76% False False 136,960
100 7,425.0 4,971.0 2,454.0 40.3% 214.4 3.5% 45% False False 109,728
120 7,575.5 4,971.0 2,604.5 42.8% 196.3 3.2% 43% False False 91,537
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,691.4
2.618 6,493.1
1.618 6,371.6
1.000 6,296.5
0.618 6,250.1
HIGH 6,175.0
0.618 6,128.6
0.500 6,114.3
0.382 6,099.9
LOW 6,053.5
0.618 5,978.4
1.000 5,932.0
1.618 5,856.9
2.618 5,735.4
4.250 5,537.1
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 6,114.3 6,096.3
PP 6,105.2 6,093.2
S1 6,096.1 6,090.1

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

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