DAX Index Future December 2011


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 6,087.0 6,060.0 -27.0 -0.4% 5,595.5
High 6,098.0 6,138.5 40.5 0.7% 6,175.0
Low 6,007.0 5,919.5 -87.5 -1.5% 5,567.0
Close 6,060.0 6,063.5 3.5 0.1% 6,052.5
Range 91.0 219.0 128.0 140.7% 608.0
ATR 194.5 196.2 1.8 0.9% 0.0
Volume 138,067 171,579 33,512 24.3% 918,712
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,697.5 6,599.5 6,184.0
R3 6,478.5 6,380.5 6,123.7
R2 6,259.5 6,259.5 6,103.7
R1 6,161.5 6,161.5 6,083.6 6,210.5
PP 6,040.5 6,040.5 6,040.5 6,065.0
S1 5,942.5 5,942.5 6,043.4 5,991.5
S2 5,821.5 5,821.5 6,023.4
S3 5,602.5 5,723.5 6,003.3
S4 5,383.5 5,504.5 5,943.1
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 5,919.5 255.5 4.2% 133.8 2.2% 56% False True 152,425
10 6,175.0 5,366.0 809.0 13.3% 173.2 2.9% 86% False False 169,569
20 6,175.0 5,366.0 809.0 13.3% 192.7 3.2% 86% False False 179,060
40 6,442.0 5,366.0 1,076.0 17.7% 201.7 3.3% 65% False False 180,705
60 6,442.0 4,980.0 1,462.0 24.1% 206.0 3.4% 74% False False 183,881
80 6,442.0 4,971.0 1,471.0 24.3% 204.1 3.4% 74% False False 140,816
100 7,425.0 4,971.0 2,454.0 40.5% 215.6 3.6% 45% False False 112,820
120 7,575.5 4,971.0 2,604.5 43.0% 196.5 3.2% 42% False False 94,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,069.3
2.618 6,711.8
1.618 6,492.8
1.000 6,357.5
0.618 6,273.8
HIGH 6,138.5
0.618 6,054.8
0.500 6,029.0
0.382 6,003.2
LOW 5,919.5
0.618 5,784.2
1.000 5,700.5
1.618 5,565.2
2.618 5,346.2
4.250 4,988.8
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 6,052.0 6,058.1
PP 6,040.5 6,052.7
S1 6,029.0 6,047.3

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

View Archives - Comment on this page... - Back to Index of Symbols