DAX Index Future March 2012


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 5,128.0 5,415.5 287.5 5.6% 5,463.0
High 5,470.0 5,602.0 132.0 2.4% 5,502.5
Low 5,095.5 5,396.5 301.0 5.9% 5,176.0
Close 5,361.0 5,523.5 162.5 3.0% 5,211.5
Range 374.5 205.5 -169.0 -45.1% 326.5
ATR 230.1 230.9 0.8 0.3% 0.0
Volume 24,364 24,699 335 1.4% 3,921
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,123.8 6,029.2 5,636.5
R3 5,918.3 5,823.7 5,580.0
R2 5,712.8 5,712.8 5,561.2
R1 5,618.2 5,618.2 5,542.3 5,665.5
PP 5,507.3 5,507.3 5,507.3 5,531.0
S1 5,412.7 5,412.7 5,504.7 5,460.0
S2 5,301.8 5,301.8 5,485.8
S3 5,096.3 5,207.2 5,467.0
S4 4,890.8 5,001.7 5,410.5
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,276.2 6,070.3 5,391.1
R3 5,949.7 5,743.8 5,301.3
R2 5,623.2 5,623.2 5,271.4
R1 5,417.3 5,417.3 5,241.4 5,357.0
PP 5,296.7 5,296.7 5,296.7 5,266.5
S1 5,090.8 5,090.8 5,181.6 5,030.5
S2 4,970.2 4,970.2 5,151.6
S3 4,643.7 4,764.3 5,121.7
S4 4,317.2 4,437.8 5,031.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,602.0 4,988.0 614.0 11.1% 253.1 4.6% 87% True False 13,813
10 5,671.5 4,988.0 683.5 12.4% 204.9 3.7% 78% False False 7,132
20 5,887.0 4,988.0 899.0 16.3% 184.8 3.3% 60% False False 3,640
40 7,454.0 4,988.0 2,466.0 44.6% 214.1 3.9% 22% False False 1,896
60 7,570.5 4,988.0 2,582.5 46.8% 166.7 3.0% 21% False False 1,285
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 37.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,475.4
2.618 6,140.0
1.618 5,934.5
1.000 5,807.5
0.618 5,729.0
HIGH 5,602.0
0.618 5,523.5
0.500 5,499.3
0.382 5,475.0
LOW 5,396.5
0.618 5,269.5
1.000 5,191.0
1.618 5,064.0
2.618 4,858.5
4.250 4,523.1
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 5,515.4 5,447.3
PP 5,507.3 5,371.2
S1 5,499.3 5,295.0

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

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