DAX Index Future December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 5,356.0 5,291.5 -64.5 -1.2% 5,158.0
High 5,448.5 5,344.0 -104.5 -1.9% 5,715.0
Low 5,267.0 5,132.0 -135.0 -2.6% 5,085.0
Close 5,267.5 5,340.0 72.5 1.4% 5,446.0
Range 181.5 212.0 30.5 16.8% 630.0
ATR 237.5 235.7 -1.8 -0.8% 0.0
Volume 177,742 224,675 46,933 26.4% 1,017,872
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 5,908.0 5,836.0 5,456.6
R3 5,696.0 5,624.0 5,398.3
R2 5,484.0 5,484.0 5,378.9
R1 5,412.0 5,412.0 5,359.4 5,448.0
PP 5,272.0 5,272.0 5,272.0 5,290.0
S1 5,200.0 5,200.0 5,320.6 5,236.0
S2 5,060.0 5,060.0 5,301.1
S3 4,848.0 4,988.0 5,281.7
S4 4,636.0 4,776.0 5,223.4
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 7,305.3 7,005.7 5,792.5
R3 6,675.3 6,375.7 5,619.3
R2 6,045.3 6,045.3 5,561.5
R1 5,745.7 5,745.7 5,503.8 5,895.5
PP 5,415.3 5,415.3 5,415.3 5,490.3
S1 5,115.7 5,115.7 5,388.3 5,265.5
S2 4,785.3 4,785.3 5,330.5
S3 4,155.3 4,485.7 5,272.8
S4 3,525.3 3,855.7 5,099.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,715.0 5,132.0 583.0 10.9% 198.8 3.7% 36% False True 193,188
10 5,715.0 4,980.0 735.0 13.8% 224.8 4.2% 49% False False 204,966
20 5,715.0 4,971.0 744.0 13.9% 218.7 4.1% 50% False False 156,422
40 6,135.0 4,971.0 1,164.0 21.8% 232.8 4.4% 32% False False 78,853
60 7,425.0 4,971.0 2,454.0 46.0% 218.2 4.1% 15% False False 52,773
80 7,575.5 4,971.0 2,604.5 48.8% 189.0 3.5% 14% False False 40,234
100 7,575.5 4,971.0 2,604.5 48.8% 167.7 3.1% 14% False False 32,298
120 7,680.0 4,971.0 2,709.0 50.7% 153.7 2.9% 14% False False 26,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 43.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,245.0
2.618 5,899.0
1.618 5,687.0
1.000 5,556.0
0.618 5,475.0
HIGH 5,344.0
0.618 5,263.0
0.500 5,238.0
0.382 5,213.0
LOW 5,132.0
0.618 5,001.0
1.000 4,920.0
1.618 4,789.0
2.618 4,577.0
4.250 4,231.0
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 5,306.0 5,384.8
PP 5,272.0 5,369.8
S1 5,238.0 5,354.9

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

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