DAX Index Future March 2012


Trading Metrics calculated at close of trading on 02-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 02-Jan-2012 Change Change % Previous Week
Open 5,880.0 5,890.0 10.0 0.2% 5,905.0
High 5,900.0 6,081.5 181.5 3.1% 5,932.0
Low 5,822.0 5,880.0 58.0 1.0% 5,774.0
Close 5,900.0 6,060.0 160.0 2.7% 5,900.0
Range 78.0 201.5 123.5 158.3% 158.0
ATR 154.1 157.5 3.4 2.2% 0.0
Volume 35,988 55,403 19,415 53.9% 210,580
Daily Pivots for day following 02-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,611.7 6,537.3 6,170.8
R3 6,410.2 6,335.8 6,115.4
R2 6,208.7 6,208.7 6,096.9
R1 6,134.3 6,134.3 6,078.5 6,171.5
PP 6,007.2 6,007.2 6,007.2 6,025.8
S1 5,932.8 5,932.8 6,041.5 5,970.0
S2 5,805.7 5,805.7 6,023.1
S3 5,604.2 5,731.3 6,004.6
S4 5,402.7 5,529.8 5,949.2
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,342.7 6,279.3 5,986.9
R3 6,184.7 6,121.3 5,943.5
R2 6,026.7 6,026.7 5,929.0
R1 5,963.3 5,963.3 5,914.5 5,916.0
PP 5,868.7 5,868.7 5,868.7 5,845.0
S1 5,805.3 5,805.3 5,885.5 5,758.0
S2 5,710.7 5,710.7 5,871.0
S3 5,552.7 5,647.3 5,856.6
S4 5,394.7 5,489.3 5,813.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,081.5 5,774.0 307.5 5.1% 113.8 1.9% 93% True False 53,196
10 6,081.5 5,614.5 467.0 7.7% 136.5 2.3% 95% True False 81,635
20 6,180.0 5,614.5 565.5 9.3% 154.0 2.5% 79% False False 65,720
40 6,180.0 5,382.0 798.0 13.2% 169.3 2.8% 85% False False 33,361
60 6,456.0 5,382.0 1,074.0 17.7% 178.6 2.9% 63% False False 22,418
80 6,456.0 4,988.0 1,468.0 24.2% 186.2 3.1% 73% False False 17,818
100 6,456.0 4,988.0 1,468.0 24.2% 182.2 3.0% 73% False False 14,316
120 7,454.0 4,988.0 2,466.0 40.7% 189.7 3.1% 43% False False 11,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 25.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,937.9
2.618 6,609.0
1.618 6,407.5
1.000 6,283.0
0.618 6,206.0
HIGH 6,081.5
0.618 6,004.5
0.500 5,980.8
0.382 5,957.0
LOW 5,880.0
0.618 5,755.5
1.000 5,678.5
1.618 5,554.0
2.618 5,352.5
4.250 5,023.6
Fisher Pivots for day following 02-Jan-2012
Pivot 1 day 3 day
R1 6,033.6 6,017.0
PP 6,007.2 5,974.0
S1 5,980.8 5,931.0

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

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