DAX Index Future March 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
02-Jan-2012 03-Jan-2012 Change Change % Previous Week
Open 5,890.0 6,105.0 215.0 3.7% 5,905.0
High 6,081.5 6,186.0 104.5 1.7% 5,932.0
Low 5,880.0 6,078.0 198.0 3.4% 5,774.0
Close 6,060.0 6,147.5 87.5 1.4% 5,900.0
Range 201.5 108.0 -93.5 -46.4% 158.0
ATR 157.5 155.2 -2.2 -1.4% 0.0
Volume 55,403 135,428 80,025 144.4% 210,580
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,461.2 6,412.3 6,206.9
R3 6,353.2 6,304.3 6,177.2
R2 6,245.2 6,245.2 6,167.3
R1 6,196.3 6,196.3 6,157.4 6,220.8
PP 6,137.2 6,137.2 6,137.2 6,149.4
S1 6,088.3 6,088.3 6,137.6 6,112.8
S2 6,029.2 6,029.2 6,127.7
S3 5,921.2 5,980.3 6,117.8
S4 5,813.2 5,872.3 6,088.1
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 6,186.0 5,774.0 412.0 6.7% 125.9 2.0% 91% True False 73,844
10 6,186.0 5,643.5 542.5 8.8% 130.2 2.1% 93% True False 82,672
20 6,186.0 5,614.5 571.5 9.3% 153.6 2.5% 93% True False 72,397
40 6,186.0 5,382.0 804.0 13.1% 167.8 2.7% 95% True False 36,741
60 6,456.0 5,382.0 1,074.0 17.5% 176.8 2.9% 71% False False 24,667
80 6,456.0 4,988.0 1,468.0 23.9% 185.4 3.0% 79% False False 19,454
100 6,456.0 4,988.0 1,468.0 23.9% 182.5 3.0% 79% False False 15,669
120 7,454.0 4,988.0 2,466.0 40.1% 190.0 3.1% 47% False False 13,082
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 False
Bear Hook False
Bull Hook False
Stretch 26.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,645.0
2.618 6,468.7
1.618 6,360.7
1.000 6,294.0
0.618 6,252.7
HIGH 6,186.0
0.618 6,144.7
0.500 6,132.0
0.382 6,119.3
LOW 6,078.0
0.618 6,011.3
1.000 5,970.0
1.618 5,903.3
2.618 5,795.3
4.250 5,619.0
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 6,142.3 6,099.7
PP 6,137.2 6,051.8
S1 6,132.0 6,004.0

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

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