DAX Index Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 5,905.0 5,865.5 -39.5 -0.7% 5,632.0
High 5,932.0 5,910.0 -22.0 -0.4% 5,976.0
Low 5,884.5 5,774.0 -110.5 -1.9% 5,614.5
Close 5,901.5 5,781.0 -120.5 -2.0% 5,907.5
Range 47.5 136.0 88.5 186.3% 361.5
ATR 166.3 164.1 -2.2 -1.3% 0.0
Volume 32,189 76,155 43,966 136.6% 550,374
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,229.7 6,141.3 5,855.8
R3 6,093.7 6,005.3 5,818.4
R2 5,957.7 5,957.7 5,805.9
R1 5,869.3 5,869.3 5,793.5 5,845.5
PP 5,821.7 5,821.7 5,821.7 5,809.8
S1 5,733.3 5,733.3 5,768.5 5,709.5
S2 5,685.7 5,685.7 5,756.1
S3 5,549.7 5,597.3 5,743.6
S4 5,413.7 5,461.3 5,706.2
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 5,773.0 203.0 3.5% 112.7 1.9% 4% False False 80,948
10 5,976.0 5,614.5 361.5 6.3% 136.9 2.4% 46% False False 101,288
20 6,180.0 5,614.5 565.5 9.8% 166.5 2.9% 29% False False 58,180
40 6,202.0 5,382.0 820.0 14.2% 179.4 3.1% 49% False False 29,455
60 6,456.0 5,288.0 1,168.0 20.2% 182.0 3.1% 42% False False 19,828
80 6,456.0 4,988.0 1,468.0 25.4% 188.0 3.3% 54% False False 15,889
100 6,456.0 4,988.0 1,468.0 25.4% 191.2 3.3% 54% False False 12,748
120 7,454.0 4,988.0 2,466.0 42.7% 188.0 3.3% 32% False False 10,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 26.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,488.0
2.618 6,266.0
1.618 6,130.0
1.000 6,046.0
0.618 5,994.0
HIGH 5,910.0
0.618 5,858.0
0.500 5,842.0
0.382 5,826.0
LOW 5,774.0
0.618 5,690.0
1.000 5,638.0
1.618 5,554.0
2.618 5,418.0
4.250 5,196.0
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 5,842.0 5,855.8
PP 5,821.7 5,830.8
S1 5,801.3 5,805.9

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

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