DAX Index Future December 2011


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 6,070.0 5,798.0 -272.0 -4.5% 6,115.5
High 6,080.5 6,029.0 -51.5 -0.8% 6,175.0
Low 5,815.5 5,770.0 -45.5 -0.8% 5,770.0
Close 5,829.5 6,029.0 199.5 3.4% 6,029.0
Range 265.0 259.0 -6.0 -2.3% 405.0
ATR 201.2 205.3 4.1 2.1% 0.0
Volume 207,407 190,448 -16,959 -8.2% 847,264
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,719.7 6,633.3 6,171.5
R3 6,460.7 6,374.3 6,100.2
R2 6,201.7 6,201.7 6,076.5
R1 6,115.3 6,115.3 6,052.7 6,158.5
PP 5,942.7 5,942.7 5,942.7 5,964.3
S1 5,856.3 5,856.3 6,005.3 5,899.5
S2 5,683.7 5,683.7 5,981.5
S3 5,424.7 5,597.3 5,957.8
S4 5,165.7 5,338.3 5,886.6
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 7,206.3 7,022.7 6,251.8
R3 6,801.3 6,617.7 6,140.4
R2 6,396.3 6,396.3 6,103.3
R1 6,212.7 6,212.7 6,066.1 6,102.0
PP 5,991.3 5,991.3 5,991.3 5,936.0
S1 5,807.7 5,807.7 5,991.9 5,697.0
S2 5,586.3 5,586.3 5,954.8
S3 5,181.3 5,402.7 5,917.6
S4 4,776.3 4,997.7 5,806.3
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 5,770.0 405.0 6.7% 191.1 3.2% 64% False True 169,452
10 6,175.0 5,567.0 608.0 10.1% 195.1 3.2% 76% False False 176,597
20 6,175.0 5,366.0 809.0 13.4% 186.8 3.1% 82% False False 176,716
40 6,442.0 5,366.0 1,076.0 17.8% 205.0 3.4% 62% False False 181,733
60 6,442.0 4,980.0 1,462.0 24.2% 205.0 3.4% 72% False False 185,386
80 6,442.0 4,971.0 1,471.0 24.4% 206.8 3.4% 72% False False 145,774
100 7,425.0 4,971.0 2,454.0 40.7% 219.3 3.6% 43% False False 116,791
120 7,575.5 4,971.0 2,604.5 43.2% 199.5 3.3% 41% False False 97,386
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 False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 36.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,129.8
2.618 6,707.1
1.618 6,448.1
1.000 6,288.0
0.618 6,189.1
HIGH 6,029.0
0.618 5,930.1
0.500 5,899.5
0.382 5,868.9
LOW 5,770.0
0.618 5,609.9
1.000 5,511.0
1.618 5,350.9
2.618 5,091.9
4.250 4,669.3
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 5,985.8 6,004.1
PP 5,942.7 5,979.2
S1 5,899.5 5,954.3

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

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