DAX Index Future December 2011


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 5,819.0 5,713.0 -106.0 -1.8% 6,115.5
High 5,854.5 5,772.0 -82.5 -1.4% 6,175.0
Low 5,700.0 5,669.5 -30.5 -0.5% 5,770.0
Close 5,720.5 5,695.5 -25.0 -0.4% 6,029.0
Range 154.5 102.5 -52.0 -33.7% 405.0
ATR 206.0 198.6 -7.4 -3.6% 0.0
Volume 229,194 218,638 -10,556 -4.6% 847,264
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,019.8 5,960.2 5,751.9
R3 5,917.3 5,857.7 5,723.7
R2 5,814.8 5,814.8 5,714.3
R1 5,755.2 5,755.2 5,704.9 5,733.8
PP 5,712.3 5,712.3 5,712.3 5,701.6
S1 5,652.7 5,652.7 5,686.1 5,631.3
S2 5,609.8 5,609.8 5,676.7
S3 5,507.3 5,550.2 5,667.3
S4 5,404.8 5,447.7 5,639.1
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 6,080.5 5,669.5 411.0 7.2% 206.4 3.6% 6% False True 211,177
10 6,175.0 5,669.5 505.5 8.9% 170.1 3.0% 5% False True 181,801
20 6,175.0 5,366.0 809.0 14.2% 181.0 3.2% 41% False False 183,805
40 6,442.0 5,366.0 1,076.0 18.9% 201.0 3.5% 31% False False 184,652
60 6,442.0 4,980.0 1,462.0 25.7% 205.1 3.6% 49% False False 187,044
80 6,442.0 4,971.0 1,471.0 25.8% 203.6 3.6% 49% False False 153,962
100 7,425.0 4,971.0 2,454.0 43.1% 221.0 3.9% 30% False False 123,364
120 7,575.5 4,971.0 2,604.5 45.7% 200.7 3.5% 28% False False 102,864
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 32.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,207.6
2.618 6,040.3
1.618 5,937.8
1.000 5,874.5
0.618 5,835.3
HIGH 5,772.0
0.618 5,732.8
0.500 5,720.8
0.382 5,708.7
LOW 5,669.5
0.618 5,606.2
1.000 5,567.0
1.618 5,503.7
2.618 5,401.2
4.250 5,233.9
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 5,720.8 5,839.8
PP 5,712.3 5,791.7
S1 5,703.9 5,743.6

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

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