DAX Index Future March 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 5,673.0 5,500.0 -173.0 -3.0% 6,112.5
High 5,695.5 5,595.0 -100.5 -1.8% 6,134.0
Low 5,550.0 5,467.5 -82.5 -1.5% 5,775.0
Close 5,568.0 5,489.5 -78.5 -1.4% 5,830.5
Range 145.5 127.5 -18.0 -12.4% 359.0
ATR 207.6 201.9 -5.7 -2.8% 0.0
Volume 526 1,505 979 186.1% 1,758
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,899.8 5,822.2 5,559.6
R3 5,772.3 5,694.7 5,524.6
R2 5,644.8 5,644.8 5,512.9
R1 5,567.2 5,567.2 5,501.2 5,542.3
PP 5,517.3 5,517.3 5,517.3 5,504.9
S1 5,439.7 5,439.7 5,477.8 5,414.8
S2 5,389.8 5,389.8 5,466.1
S3 5,262.3 5,312.2 5,454.4
S4 5,134.8 5,184.7 5,419.4
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 5,935.0 5,467.5 467.5 8.5% 148.3 2.7% 5% False True 664
10 6,134.0 5,467.5 666.5 12.1% 176.7 3.2% 3% False True 606
20 6,456.0 5,467.5 988.5 18.0% 203.4 3.7% 2% False True 573
40 6,456.0 5,147.5 1,308.5 23.8% 191.2 3.5% 26% False False 576
60 6,456.0 4,988.0 1,468.0 26.7% 195.3 3.6% 34% False False 1,722
80 6,802.5 4,988.0 1,814.5 33.1% 211.9 3.9% 28% False False 1,334
100 7,570.5 4,988.0 2,582.5 47.0% 189.7 3.5% 19% False False 1,085
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.8
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 6,136.9
2.618 5,928.8
1.618 5,801.3
1.000 5,722.5
0.618 5,673.8
HIGH 5,595.0
0.618 5,546.3
0.500 5,531.3
0.382 5,516.2
LOW 5,467.5
0.618 5,388.7
1.000 5,340.0
1.618 5,261.2
2.618 5,133.7
4.250 4,925.6
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 5,531.3 5,628.3
PP 5,517.3 5,582.0
S1 5,503.4 5,535.8

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

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