DAX Index Future March 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 5,782.0 5,776.0 -6.0 -0.1% 6,112.5
High 5,911.5 5,789.0 -122.5 -2.1% 6,134.0
Low 5,782.0 5,610.0 -172.0 -3.0% 5,775.0
Close 5,830.5 5,632.0 -198.5 -3.4% 5,830.5
Range 129.5 179.0 49.5 38.2% 359.0
ATR 211.8 212.4 0.6 0.3% 0.0
Volume 247 499 252 102.0% 1,758
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,214.0 6,102.0 5,730.5
R3 6,035.0 5,923.0 5,681.2
R2 5,856.0 5,856.0 5,664.8
R1 5,744.0 5,744.0 5,648.4 5,710.5
PP 5,677.0 5,677.0 5,677.0 5,660.3
S1 5,565.0 5,565.0 5,615.6 5,531.5
S2 5,498.0 5,498.0 5,599.2
S3 5,319.0 5,386.0 5,582.8
S4 5,140.0 5,207.0 5,533.6
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,990.2 6,769.3 6,028.0
R3 6,631.2 6,410.3 5,929.2
R2 6,272.2 6,272.2 5,896.3
R1 6,051.3 6,051.3 5,863.4 5,982.3
PP 5,913.2 5,913.2 5,913.2 5,878.6
S1 5,692.3 5,692.3 5,797.6 5,623.3
S2 5,554.2 5,554.2 5,764.7
S3 5,195.2 5,333.3 5,731.8
S4 4,836.2 4,974.3 5,633.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,029.5 5,610.0 419.5 7.4% 167.4 3.0% 5% False True 372
10 6,134.0 5,610.0 524.0 9.3% 199.5 3.5% 4% False True 574
20 6,456.0 5,610.0 846.0 15.0% 207.2 3.7% 3% False True 502
40 6,456.0 5,147.5 1,308.5 23.2% 194.2 3.4% 37% False False 557
60 6,456.0 4,988.0 1,468.0 26.1% 194.7 3.5% 44% False False 1,699
80 7,025.0 4,988.0 2,037.0 36.2% 213.0 3.8% 32% False False 1,315
100 7,570.5 4,988.0 2,582.5 45.9% 187.3 3.3% 25% False False 1,065
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 29.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,549.8
2.618 6,257.6
1.618 6,078.6
1.000 5,968.0
0.618 5,899.6
HIGH 5,789.0
0.618 5,720.6
0.500 5,699.5
0.382 5,678.4
LOW 5,610.0
0.618 5,499.4
1.000 5,431.0
1.618 5,320.4
2.618 5,141.4
4.250 4,849.3
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 5,699.5 5,772.5
PP 5,677.0 5,725.7
S1 5,654.5 5,678.8

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

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