DAX Index Future June 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 5,927.5 5,919.5 -8.0 -0.1% 5,649.5
High 5,945.0 5,945.5 0.5 0.0% 5,984.5
Low 5,868.0 5,907.0 39.0 0.7% 5,641.5
Close 5,901.0 5,921.0 20.0 0.3% 5,901.0
Range 77.0 38.5 -38.5 -50.0% 343.0
ATR 161.6 153.2 -8.4 -5.2% 0.0
Volume 247 781 534 216.2% 1,990
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,040.0 6,019.0 5,942.2
R3 6,001.5 5,980.5 5,931.6
R2 5,963.0 5,963.0 5,928.1
R1 5,942.0 5,942.0 5,924.5 5,952.5
PP 5,924.5 5,924.5 5,924.5 5,929.8
S1 5,903.5 5,903.5 5,917.5 5,914.0
S2 5,886.0 5,886.0 5,913.9
S3 5,847.5 5,865.0 5,910.4
S4 5,809.0 5,826.5 5,899.8
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,871.3 6,729.2 6,089.7
R3 6,528.3 6,386.2 5,995.3
R2 6,185.3 6,185.3 5,963.9
R1 6,043.2 6,043.2 5,932.4 6,114.3
PP 5,842.3 5,842.3 5,842.3 5,877.9
S1 5,700.2 5,700.2 5,869.6 5,771.3
S2 5,499.3 5,499.3 5,838.1
S3 5,156.3 5,357.2 5,806.7
S4 4,813.3 5,014.2 5,712.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,984.5 5,669.5 315.0 5.3% 123.6 2.1% 80% False False 504
10 5,984.5 5,641.5 343.0 5.8% 129.8 2.2% 81% False False 3,876
20 6,186.0 5,641.5 544.5 9.2% 154.0 2.6% 51% False False 2,352
40 6,204.0 5,409.0 795.0 13.4% 160.7 2.7% 64% False False 1,259
60 6,471.0 5,187.5 1,283.5 21.7% 155.7 2.6% 57% False False 872
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 20.8
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 6,109.1
2.618 6,046.3
1.618 6,007.8
1.000 5,984.0
0.618 5,969.3
HIGH 5,945.5
0.618 5,930.8
0.500 5,926.3
0.382 5,921.7
LOW 5,907.0
0.618 5,883.2
1.000 5,868.5
1.618 5,844.7
2.618 5,806.2
4.250 5,743.4
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 5,926.3 5,909.9
PP 5,924.5 5,898.8
S1 5,922.8 5,887.8

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

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