DAX Index Future March 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 6,130.0 6,090.5 -39.5 -0.6% 5,606.5
High 6,180.0 6,105.0 -75.0 -1.2% 6,175.5
Low 6,065.0 6,020.5 -44.5 -0.7% 5,585.0
Close 6,090.5 6,075.5 -15.0 -0.2% 6,086.0
Range 115.0 84.5 -30.5 -26.5% 590.5
ATR 192.4 184.7 -7.7 -4.0% 0.0
Volume 1,888 1,430 -458 -24.3% 8,796
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,320.5 6,282.5 6,122.0
R3 6,236.0 6,198.0 6,098.7
R2 6,151.5 6,151.5 6,091.0
R1 6,113.5 6,113.5 6,083.2 6,090.3
PP 6,067.0 6,067.0 6,067.0 6,055.4
S1 6,029.0 6,029.0 6,067.8 6,005.8
S2 5,982.5 5,982.5 6,060.0
S3 5,898.0 5,944.5 6,052.3
S4 5,813.5 5,860.0 6,029.0
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 7,720.3 7,493.7 6,410.8
R3 7,129.8 6,903.2 6,248.4
R2 6,539.3 6,539.3 6,194.3
R1 6,312.7 6,312.7 6,140.1 6,426.0
PP 5,948.8 5,948.8 5,948.8 6,005.5
S1 5,722.2 5,722.2 6,031.9 5,835.5
S2 5,358.3 5,358.3 5,977.7
S3 4,767.8 5,131.7 5,923.6
S4 4,177.3 4,541.2 5,761.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,180.0 5,721.0 459.0 7.6% 167.2 2.8% 77% False False 2,031
10 6,180.0 5,382.0 798.0 13.1% 158.5 2.6% 87% False False 1,688
20 6,180.0 5,382.0 798.0 13.1% 178.8 2.9% 87% False False 1,144
40 6,456.0 5,382.0 1,074.0 17.7% 187.9 3.1% 65% False False 832
60 6,456.0 5,001.0 1,455.0 23.9% 193.0 3.2% 74% False False 1,605
80 6,456.0 4,988.0 1,468.0 24.2% 188.9 3.1% 74% False False 1,504
100 7,454.0 4,988.0 2,466.0 40.6% 197.5 3.3% 44% False False 1,233
120 7,570.5 4,988.0 2,582.5 42.5% 175.7 2.9% 42% False False 1,036
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 40.0
Narrowest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 6,464.1
2.618 6,326.2
1.618 6,241.7
1.000 6,189.5
0.618 6,157.2
HIGH 6,105.0
0.618 6,072.7
0.500 6,062.8
0.382 6,052.8
LOW 6,020.5
0.618 5,968.3
1.000 5,936.0
1.618 5,883.8
2.618 5,799.3
4.250 5,661.4
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 6,071.3 6,100.3
PP 6,067.0 6,092.0
S1 6,062.8 6,083.8

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

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