DAX Index Future December 2011


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 5,798.0 6,001.5 203.5 3.5% 6,115.5
High 6,029.0 6,010.0 -19.0 -0.3% 6,175.0
Low 5,770.0 5,759.0 -11.0 -0.2% 5,770.0
Close 6,029.0 5,798.0 -231.0 -3.8% 6,029.0
Range 259.0 251.0 -8.0 -3.1% 405.0
ATR 205.3 209.9 4.6 2.3% 0.0
Volume 190,448 210,202 19,754 10.4% 847,264
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,608.7 6,454.3 5,936.1
R3 6,357.7 6,203.3 5,867.0
R2 6,106.7 6,106.7 5,844.0
R1 5,952.3 5,952.3 5,821.0 5,904.0
PP 5,855.7 5,855.7 5,855.7 5,831.5
S1 5,701.3 5,701.3 5,775.0 5,653.0
S2 5,604.7 5,604.7 5,752.0
S3 5,353.7 5,450.3 5,729.0
S4 5,102.7 5,199.3 5,660.0
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 6,138.5 5,759.0 379.5 6.5% 217.0 3.7% 10% False True 183,540
10 6,175.0 5,692.0 483.0 8.3% 201.1 3.5% 22% False False 180,894
20 6,175.0 5,366.0 809.0 14.0% 188.7 3.3% 53% False False 179,763
40 6,442.0 5,366.0 1,076.0 18.6% 207.4 3.6% 40% False False 182,947
60 6,442.0 4,980.0 1,462.0 25.2% 206.7 3.6% 56% False False 185,148
80 6,442.0 4,971.0 1,471.0 25.4% 205.7 3.5% 56% False False 148,384
100 7,425.0 4,971.0 2,454.0 42.3% 220.2 3.8% 34% False False 118,891
120 7,575.5 4,971.0 2,604.5 44.9% 200.6 3.5% 32% False False 99,135
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 False
Bull Hook False
Stretch 34.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,076.8
2.618 6,667.1
1.618 6,416.1
1.000 6,261.0
0.618 6,165.1
HIGH 6,010.0
0.618 5,914.1
0.500 5,884.5
0.382 5,854.9
LOW 5,759.0
0.618 5,603.9
1.000 5,508.0
1.618 5,352.9
2.618 5,101.9
4.250 4,692.3
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 5,884.5 5,919.8
PP 5,855.7 5,879.2
S1 5,826.8 5,838.6

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

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