DAX Index Future March 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 5,941.0 5,867.5 -73.5 -1.2% 6,004.0
High 6,018.0 6,029.5 11.5 0.2% 6,102.0
Low 5,830.0 5,849.0 19.0 0.3% 5,676.5
Close 5,960.5 5,936.0 -24.5 -0.4% 6,060.0
Range 188.0 180.5 -7.5 -4.0% 425.5
ATR 225.8 222.5 -3.2 -1.4% 0.0
Volume 283 285 2 0.7% 3,693
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,479.7 6,388.3 6,035.3
R3 6,299.2 6,207.8 5,985.6
R2 6,118.7 6,118.7 5,969.1
R1 6,027.3 6,027.3 5,952.5 6,073.0
PP 5,938.2 5,938.2 5,938.2 5,961.0
S1 5,846.8 5,846.8 5,919.5 5,892.5
S2 5,757.7 5,757.7 5,902.9
S3 5,577.2 5,666.3 5,886.4
S4 5,396.7 5,485.8 5,836.7
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 7,222.7 7,066.8 6,294.0
R3 6,797.2 6,641.3 6,177.0
R2 6,371.7 6,371.7 6,138.0
R1 6,215.8 6,215.8 6,099.0 6,293.8
PP 5,946.2 5,946.2 5,946.2 5,985.1
S1 5,790.3 5,790.3 6,021.0 5,868.3
S2 5,520.7 5,520.7 5,982.0
S3 5,095.2 5,364.8 5,943.0
S4 4,669.7 4,939.3 5,826.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,134.0 5,676.5 457.5 7.7% 205.1 3.5% 57% False False 548
10 6,202.0 5,676.5 525.5 8.9% 231.0 3.9% 49% False False 579
20 6,456.0 5,676.5 779.5 13.1% 208.7 3.5% 33% False False 559
40 6,456.0 5,001.0 1,455.0 24.5% 201.5 3.4% 64% False False 546
60 6,456.0 4,988.0 1,468.0 24.7% 196.1 3.3% 65% False False 1,679
80 7,350.0 4,988.0 2,362.0 39.8% 213.7 3.6% 40% False False 1,301
100 7,570.5 4,988.0 2,582.5 43.5% 184.1 3.1% 37% False False 1,053
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,796.6
2.618 6,502.0
1.618 6,321.5
1.000 6,210.0
0.618 6,141.0
HIGH 6,029.5
0.618 5,960.5
0.500 5,939.3
0.382 5,918.0
LOW 5,849.0
0.618 5,737.5
1.000 5,668.5
1.618 5,557.0
2.618 5,376.5
4.250 5,081.9
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 5,939.3 5,982.0
PP 5,938.2 5,966.7
S1 5,937.1 5,951.3

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

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