DAX Index Future June 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 5,914.0 5,817.0 -97.0 -1.6% 6,146.0
High 5,929.5 5,928.5 -1.0 0.0% 6,146.0
Low 5,818.0 5,813.0 -5.0 -0.1% 5,813.0
Close 5,878.5 5,849.5 -29.0 -0.5% 5,849.5
Range 111.5 115.5 4.0 3.6% 333.0
ATR 187.4 182.3 -5.1 -2.7% 0.0
Volume 116 74 -42 -36.2% 294
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,210.2 6,145.3 5,913.0
R3 6,094.7 6,029.8 5,881.3
R2 5,979.2 5,979.2 5,870.7
R1 5,914.3 5,914.3 5,860.1 5,946.8
PP 5,863.7 5,863.7 5,863.7 5,879.9
S1 5,798.8 5,798.8 5,838.9 5,831.3
S2 5,748.2 5,748.2 5,828.3
S3 5,632.7 5,683.3 5,817.7
S4 5,517.2 5,567.8 5,786.0
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,935.2 6,725.3 6,032.7
R3 6,602.2 6,392.3 5,941.1
R2 6,269.2 6,269.2 5,910.6
R1 6,059.3 6,059.3 5,880.0 5,997.8
PP 5,936.2 5,936.2 5,936.2 5,905.4
S1 5,726.3 5,726.3 5,819.0 5,664.8
S2 5,603.2 5,603.2 5,788.5
S3 5,270.2 5,393.3 5,757.9
S4 4,937.2 5,060.3 5,666.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,146.0 5,813.0 333.0 5.7% 126.5 2.2% 11% False True 58
10 6,146.0 5,694.0 452.0 7.7% 166.8 2.9% 34% False False 183
20 6,471.0 5,694.0 777.0 13.3% 172.2 2.9% 20% False False 144
40 6,471.0 5,187.5 1,283.5 21.9% 156.1 2.7% 52% False False 110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,419.4
2.618 6,230.9
1.618 6,115.4
1.000 6,044.0
0.618 5,999.9
HIGH 5,928.5
0.618 5,884.4
0.500 5,870.8
0.382 5,857.1
LOW 5,813.0
0.618 5,741.6
1.000 5,697.5
1.618 5,626.1
2.618 5,510.6
4.250 5,322.1
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 5,870.8 5,896.5
PP 5,863.7 5,880.8
S1 5,856.6 5,865.2

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

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