DAX Index Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 5,578.0 5,573.0 -5.0 -0.1% 5,552.5
High 5,716.0 5,724.5 8.5 0.1% 5,595.0
Low 5,509.5 5,554.5 45.0 0.8% 5,001.0
Close 5,603.0 5,659.0 56.0 1.0% 5,204.5
Range 206.5 170.0 -36.5 -17.7% 594.0
ATR 241.6 236.5 -5.1 -2.1% 0.0
Volume 584 273 -311 -53.3% 1,146
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,156.0 6,077.5 5,752.5
R3 5,986.0 5,907.5 5,705.8
R2 5,816.0 5,816.0 5,690.2
R1 5,737.5 5,737.5 5,674.6 5,776.8
PP 5,646.0 5,646.0 5,646.0 5,665.6
S1 5,567.5 5,567.5 5,643.4 5,606.8
S2 5,476.0 5,476.0 5,627.8
S3 5,306.0 5,397.5 5,612.3
S4 5,136.0 5,227.5 5,565.5
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 7,048.8 6,720.7 5,531.2
R3 6,454.8 6,126.7 5,367.9
R2 5,860.8 5,860.8 5,313.4
R1 5,532.7 5,532.7 5,259.0 5,399.8
PP 5,266.8 5,266.8 5,266.8 5,200.4
S1 4,938.7 4,938.7 5,150.1 4,805.8
S2 4,672.8 4,672.8 5,095.6
S3 4,078.8 4,344.7 5,041.2
S4 3,484.8 3,750.7 4,877.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,724.5 5,001.0 723.5 12.8% 228.3 4.0% 91% True False 416
10 5,724.5 5,001.0 723.5 12.8% 206.4 3.6% 91% True False 908
20 5,724.5 4,988.0 736.5 13.0% 205.6 3.6% 91% True False 4,020
40 6,487.0 4,988.0 1,499.0 26.5% 224.9 4.0% 45% False False 2,092
60 7,520.0 4,988.0 2,532.0 44.7% 191.3 3.4% 27% False False 1,429
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,447.0
2.618 6,169.6
1.618 5,999.6
1.000 5,894.5
0.618 5,829.6
HIGH 5,724.5
0.618 5,659.6
0.500 5,639.5
0.382 5,619.4
LOW 5,554.5
0.618 5,449.4
1.000 5,384.5
1.618 5,279.4
2.618 5,109.4
4.250 4,832.0
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 5,652.5 5,643.8
PP 5,646.0 5,628.7
S1 5,639.5 5,613.5

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

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