DAX Index Future March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 5,865.5 5,795.0 -70.5 -1.2% 5,632.0
High 5,910.0 5,886.5 -23.5 -0.4% 5,976.0
Low 5,774.0 5,780.5 6.5 0.1% 5,614.5
Close 5,781.0 5,881.0 100.0 1.7% 5,907.5
Range 136.0 106.0 -30.0 -22.1% 361.5
ATR 164.1 159.9 -4.1 -2.5% 0.0
Volume 76,155 66,248 -9,907 -13.0% 550,374
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,167.3 6,130.2 5,939.3
R3 6,061.3 6,024.2 5,910.2
R2 5,955.3 5,955.3 5,900.4
R1 5,918.2 5,918.2 5,890.7 5,936.8
PP 5,849.3 5,849.3 5,849.3 5,858.6
S1 5,812.2 5,812.2 5,871.3 5,830.8
S2 5,743.3 5,743.3 5,861.6
S3 5,637.3 5,706.2 5,851.9
S4 5,531.3 5,600.2 5,822.7
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 5,937.5 5,774.0 163.5 2.8% 93.3 1.6% 65% False False 63,829
10 5,976.0 5,614.5 361.5 6.1% 137.4 2.3% 74% False False 99,717
20 6,180.0 5,614.5 565.5 9.6% 151.0 2.6% 47% False False 61,438
40 6,202.0 5,382.0 820.0 13.9% 177.7 3.0% 61% False False 31,104
60 6,456.0 5,382.0 1,074.0 18.3% 179.7 3.1% 46% False False 20,917
80 6,456.0 4,988.0 1,468.0 25.0% 187.7 3.2% 61% False False 16,714
100 6,456.0 4,988.0 1,468.0 25.0% 186.5 3.2% 61% False False 13,408
120 7,454.0 4,988.0 2,466.0 41.9% 188.3 3.2% 36% False False 11,193
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 23.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,337.0
2.618 6,164.0
1.618 6,058.0
1.000 5,992.5
0.618 5,952.0
HIGH 5,886.5
0.618 5,846.0
0.500 5,833.5
0.382 5,821.0
LOW 5,780.5
0.618 5,715.0
1.000 5,674.5
1.618 5,609.0
2.618 5,503.0
4.250 5,330.0
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 5,865.2 5,871.7
PP 5,849.3 5,862.3
S1 5,833.5 5,853.0

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

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