DAX Index Future March 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 5,675.0 5,891.0 216.0 3.8% 6,014.5
High 5,888.0 5,976.0 88.0 1.5% 6,014.5
Low 5,643.5 5,773.0 129.5 2.3% 5,658.0
Close 5,885.0 5,831.0 -54.0 -0.9% 5,675.0
Range 244.5 203.0 -41.5 -17.0% 356.5
ATR 188.2 189.3 1.1 0.6% 0.0
Volume 128,921 151,842 22,921 17.8% 478,936
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,469.0 6,353.0 5,942.7
R3 6,266.0 6,150.0 5,886.8
R2 6,063.0 6,063.0 5,868.2
R1 5,947.0 5,947.0 5,849.6 5,903.5
PP 5,860.0 5,860.0 5,860.0 5,838.3
S1 5,744.0 5,744.0 5,812.4 5,700.5
S2 5,657.0 5,657.0 5,793.8
S3 5,454.0 5,541.0 5,775.2
S4 5,251.0 5,338.0 5,719.4
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,852.0 6,620.0 5,871.1
R3 6,495.5 6,263.5 5,773.0
R2 6,139.0 6,139.0 5,740.4
R1 5,907.0 5,907.0 5,707.7 5,844.8
PP 5,782.5 5,782.5 5,782.5 5,751.4
S1 5,550.5 5,550.5 5,642.3 5,488.3
S2 5,426.0 5,426.0 5,609.6
S3 5,069.5 5,194.0 5,577.0
S4 4,713.0 4,837.5 5,478.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,976.0 5,614.5 361.5 6.2% 181.4 3.1% 60% True False 135,606
10 6,086.5 5,614.5 472.0 8.1% 191.7 3.3% 46% False False 89,791
20 6,180.0 5,382.0 798.0 13.7% 179.6 3.1% 56% False False 45,796
40 6,456.0 5,382.0 1,074.0 18.4% 191.5 3.3% 42% False False 23,184
60 6,456.0 5,147.5 1,308.5 22.4% 187.3 3.2% 52% False False 15,649
80 6,456.0 4,988.0 1,468.0 25.2% 191.3 3.3% 57% False False 12,741
100 6,802.5 4,988.0 1,814.5 31.1% 205.4 3.5% 46% False False 10,227
120 7,570.5 4,988.0 2,582.5 44.3% 188.0 3.2% 33% False False 8,537
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 30.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,838.8
2.618 6,507.5
1.618 6,304.5
1.000 6,179.0
0.618 6,101.5
HIGH 5,976.0
0.618 5,898.5
0.500 5,874.5
0.382 5,850.5
LOW 5,773.0
0.618 5,647.5
1.000 5,570.0
1.618 5,444.5
2.618 5,241.5
4.250 4,910.3
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 5,874.5 5,819.1
PP 5,860.0 5,807.2
S1 5,845.5 5,795.3

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

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