DAX Index Future December 2011


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 5,158.0 5,478.5 320.5 6.2% 5,487.0
High 5,425.5 5,682.0 256.5 4.7% 5,589.0
Low 5,085.0 5,478.0 393.0 7.7% 4,980.0
Close 5,424.0 5,588.0 164.0 3.0% 5,218.5
Range 340.5 204.0 -136.5 -40.1% 609.0
ATR 247.5 248.2 0.8 0.3% 0.0
Volume 241,681 212,666 -29,015 -12.0% 963,488
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,194.7 6,095.3 5,700.2
R3 5,990.7 5,891.3 5,644.1
R2 5,786.7 5,786.7 5,625.4
R1 5,687.3 5,687.3 5,606.7 5,737.0
PP 5,582.7 5,582.7 5,582.7 5,607.5
S1 5,483.3 5,483.3 5,569.3 5,533.0
S2 5,378.7 5,378.7 5,550.6
S3 5,174.7 5,279.3 5,531.9
S4 4,970.7 5,075.3 5,475.8
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 7,089.5 6,763.0 5,553.5
R3 6,480.5 6,154.0 5,386.0
R2 5,871.5 5,871.5 5,330.2
R1 5,545.0 5,545.0 5,274.3 5,403.8
PP 5,262.5 5,262.5 5,262.5 5,191.9
S1 4,936.0 4,936.0 5,162.7 4,794.8
S2 4,653.5 4,653.5 5,106.9
S3 4,044.5 4,327.0 5,051.0
S4 3,435.5 3,718.0 4,883.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,682.0 4,980.0 702.0 12.6% 250.7 4.5% 87% True False 216,745
10 5,682.0 4,980.0 702.0 12.6% 234.1 4.2% 87% True False 194,982
20 5,885.0 4,971.0 914.0 16.4% 210.8 3.8% 68% False False 108,704
40 7,000.0 4,971.0 2,029.0 36.3% 253.9 4.5% 30% False False 54,897
60 7,575.5 4,971.0 2,604.5 46.6% 209.7 3.8% 24% False False 36,711
80 7,575.5 4,971.0 2,604.5 46.6% 183.0 3.3% 24% False False 28,277
100 7,593.5 4,971.0 2,622.5 46.9% 162.8 2.9% 24% False False 22,643
120 7,680.0 4,971.0 2,709.0 48.5% 146.7 2.6% 23% False False 18,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 33.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,549.0
2.618 6,216.1
1.618 6,012.1
1.000 5,886.0
0.618 5,808.1
HIGH 5,682.0
0.618 5,604.1
0.500 5,580.0
0.382 5,555.9
LOW 5,478.0
0.618 5,351.9
1.000 5,274.0
1.618 5,147.9
2.618 4,943.9
4.250 4,611.0
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 5,585.3 5,502.3
PP 5,582.7 5,416.7
S1 5,580.0 5,331.0

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

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