DAX Index Future March 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 5,927.5 5,905.0 -22.5 -0.4% 5,632.0
High 5,937.5 5,932.0 -5.5 -0.1% 5,976.0
Low 5,851.5 5,884.5 33.0 0.6% 5,614.5
Close 5,907.5 5,901.5 -6.0 -0.1% 5,907.5
Range 86.0 47.5 -38.5 -44.8% 361.5
ATR 175.4 166.3 -9.1 -5.2% 0.0
Volume 49,958 32,189 -17,769 -35.6% 550,374
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,048.5 6,022.5 5,927.6
R3 6,001.0 5,975.0 5,914.6
R2 5,953.5 5,953.5 5,910.2
R1 5,927.5 5,927.5 5,905.9 5,916.8
PP 5,906.0 5,906.0 5,906.0 5,900.6
S1 5,880.0 5,880.0 5,897.1 5,869.3
S2 5,858.5 5,858.5 5,892.8
S3 5,811.0 5,832.5 5,888.4
S4 5,763.5 5,785.0 5,875.4
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,917.2 6,773.8 6,106.3
R3 6,555.7 6,412.3 6,006.9
R2 6,194.2 6,194.2 5,973.8
R1 6,050.8 6,050.8 5,940.6 6,122.5
PP 5,832.7 5,832.7 5,832.7 5,868.5
S1 5,689.3 5,689.3 5,874.4 5,761.0
S2 5,471.2 5,471.2 5,841.2
S3 5,109.7 5,327.8 5,808.1
S4 4,748.2 4,966.3 5,708.7
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 5,643.5 332.5 5.6% 134.4 2.3% 78% False False 91,501
10 5,976.0 5,614.5 361.5 6.1% 138.7 2.4% 79% False False 101,404
20 6,180.0 5,614.5 565.5 9.6% 166.2 2.8% 51% False False 54,412
40 6,202.0 5,382.0 820.0 13.9% 182.5 3.1% 63% False False 27,561
60 6,456.0 5,147.5 1,308.5 22.2% 182.6 3.1% 58% False False 18,569
80 6,456.0 4,988.0 1,468.0 24.9% 188.3 3.2% 62% False False 14,940
100 6,456.0 4,988.0 1,468.0 24.9% 194.7 3.3% 62% False False 11,989
120 7,454.0 4,988.0 2,466.0 41.8% 188.2 3.2% 37% False False 10,008
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 26.8
Narrowest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 6,133.9
2.618 6,056.4
1.618 6,008.9
1.000 5,979.5
0.618 5,961.4
HIGH 5,932.0
0.618 5,913.9
0.500 5,908.3
0.382 5,902.6
LOW 5,884.5
0.618 5,855.1
1.000 5,837.0
1.618 5,807.6
2.618 5,760.1
4.250 5,682.6
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 5,908.3 5,891.3
PP 5,906.0 5,881.0
S1 5,903.8 5,870.8

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

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