DAX Index Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 6,115.5 6,087.0 -28.5 -0.5% 5,595.5
High 6,175.0 6,098.0 -77.0 -1.2% 6,175.0
Low 6,053.5 6,007.0 -46.5 -0.8% 5,567.0
Close 6,087.0 6,060.0 -27.0 -0.4% 6,052.5
Range 121.5 91.0 -30.5 -25.1% 608.0
ATR 202.5 194.5 -8.0 -3.9% 0.0
Volume 139,763 138,067 -1,696 -1.2% 918,712
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,328.0 6,285.0 6,110.1
R3 6,237.0 6,194.0 6,085.0
R2 6,146.0 6,146.0 6,076.7
R1 6,103.0 6,103.0 6,068.3 6,079.0
PP 6,055.0 6,055.0 6,055.0 6,043.0
S1 6,012.0 6,012.0 6,051.7 5,988.0
S2 5,964.0 5,964.0 6,043.3
S3 5,873.0 5,921.0 6,035.0
S4 5,782.0 5,830.0 6,010.0
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 5,704.5 470.5 7.8% 176.0 2.9% 76% False False 170,113
10 6,175.0 5,366.0 809.0 13.3% 166.3 2.7% 86% False False 170,596
20 6,175.0 5,366.0 809.0 13.3% 189.5 3.1% 86% False False 178,334
40 6,442.0 5,366.0 1,076.0 17.8% 199.0 3.3% 64% False False 179,895
60 6,442.0 4,972.5 1,469.5 24.2% 206.7 3.4% 74% False False 183,048
80 6,442.0 4,971.0 1,471.0 24.3% 202.5 3.3% 74% False False 138,676
100 7,425.0 4,971.0 2,454.0 40.5% 214.3 3.5% 44% False False 111,106
120 7,575.5 4,971.0 2,604.5 43.0% 195.5 3.2% 42% False False 92,647
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 37.8
Narrowest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 6,484.8
2.618 6,336.2
1.618 6,245.2
1.000 6,189.0
0.618 6,154.2
HIGH 6,098.0
0.618 6,063.2
0.500 6,052.5
0.382 6,041.8
LOW 6,007.0
0.618 5,950.8
1.000 5,916.0
1.618 5,859.8
2.618 5,768.8
4.250 5,620.3
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 6,057.5 6,091.0
PP 6,055.0 6,080.7
S1 6,052.5 6,070.3

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

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