DAX Index Future March 2012


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 6,094.0 6,065.5 -28.5 -0.5% 6,285.0
High 6,136.0 6,065.5 -70.5 -1.1% 6,285.0
Low 6,060.5 5,915.5 -145.0 -2.4% 5,533.0
Close 6,066.5 6,039.0 -27.5 -0.5% 6,032.5
Range 75.5 150.0 74.5 98.7% 752.0
ATR 243.7 237.1 -6.6 -2.7% 0.0
Volume 53 93 40 75.5% 1,240
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 6,456.7 6,397.8 6,121.5
R3 6,306.7 6,247.8 6,080.3
R2 6,156.7 6,156.7 6,066.5
R1 6,097.8 6,097.8 6,052.8 6,052.3
PP 6,006.7 6,006.7 6,006.7 5,983.9
S1 5,947.8 5,947.8 6,025.3 5,902.3
S2 5,856.7 5,856.7 6,011.5
S3 5,706.7 5,797.8 5,997.8
S4 5,556.7 5,647.8 5,956.5
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 8,206.2 7,871.3 6,446.1
R3 7,454.2 7,119.3 6,239.3
R2 6,702.2 6,702.2 6,170.4
R1 6,367.3 6,367.3 6,101.4 6,158.8
PP 5,950.2 5,950.2 5,950.2 5,845.9
S1 5,615.3 5,615.3 5,963.6 5,406.8
S2 5,198.2 5,198.2 5,894.6
S3 4,446.2 4,863.3 5,825.7
S4 3,694.2 4,111.3 5,618.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,149.0 5,533.0 616.0 10.2% 302.6 5.0% 82% False False 195
10 6,810.0 5,533.0 1,277.0 21.1% 341.2 5.6% 40% False False 203
20 7,454.0 5,533.0 1,921.0 31.8% 232.1 3.8% 26% False False 146
40 7,570.5 5,533.0 2,037.5 33.7% 149.4 2.5% 25% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 71.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,703.0
2.618 6,458.2
1.618 6,308.2
1.000 6,215.5
0.618 6,158.2
HIGH 6,065.5
0.618 6,008.2
0.500 5,990.5
0.382 5,972.8
LOW 5,915.5
0.618 5,822.8
1.000 5,765.5
1.618 5,672.8
2.618 5,522.8
4.250 5,278.0
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 6,022.8 6,004.7
PP 6,006.7 5,970.3
S1 5,990.5 5,936.0

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

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