DAX Index Future December 2011

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	5,493.0	5,653.0	160.0	2.9%	5,356.0
High	5,689.5	5,759.0	69.5	1.2%	5,759.0
Low	5,464.0	5,613.5	149.5	2.7%	5,132.0
Close	5,682.0	5,681.5	-0.5	0.0%	5,681.5
Range	225.5	145.5	-80.0	-35.5%	627.0
ATR	236.1	229.6	-6.5	-2.7%	0.0
Volume	240,049	171,759	-68,290	-28.4%	1,005,409

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,121.2	6,046.8	5,761.5
R3	5,975.7	5,901.3	5,721.5
R2	5,830.2	5,830.2	5,708.2
R1	5,755.8	5,755.8	5,694.8	5,793.0
PP	5,684.7	5,684.7	5,684.7	5,703.3
S1	5,610.3	5,610.3	5,668.2	5,647.5
S2	5,539.2	5,539.2	5,654.8
S3	5,393.7	5,464.8	5,641.5
S4	5,248.2	5,319.3	5,601.5

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,405.2	7,170.3	6,026.4
R3	6,778.2	6,543.3	5,853.9
R2	6,151.2	6,151.2	5,796.5
R1	5,916.3	5,916.3	5,739.0	6,033.8
PP	5,524.2	5,524.2	5,524.2	5,582.9
S1	5,289.3	5,289.3	5,624.0	5,406.8
S2	4,897.2	4,897.2	5,566.6
S3	4,270.2	4,662.3	5,509.1
S4	3,643.2	4,035.3	5,336.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,759.0	5,132.0	627.0	11.0%	203.4	3.6%	88%	True	False	201,081
10	5,759.0	5,085.0	674.0	11.9%	216.2	3.8%	89%	True	False	202,328
20	5,759.0	4,971.0	788.0	13.9%	220.4	3.9%	90%	True	False	184,778
40	6,126.5	4,971.0	1,155.5	20.3%	210.0	3.7%	61%	False	False	93,809
60	7,425.0	4,971.0	2,454.0	43.2%	222.4	3.9%	29%	False	False	62,805
80	7,575.5	4,971.0	2,604.5	45.8%	193.3	3.4%	27%	False	False	47,250
100	7,575.5	4,971.0	2,604.5	45.8%	171.9	3.0%	27%	False	False	38,323
120	7,680.0	4,971.0	2,709.0	47.7%	157.7	2.8%	26%	False	False	31,952

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41.9
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	6,377.4
2.618	6,139.9
1.618	5,994.4
1.000	5,904.5
0.618	5,848.9
HIGH	5,759.0
0.618	5,703.4
0.500	5,686.3
0.382	5,669.1
LOW	5,613.5
0.618	5,523.6
1.000	5,468.0
1.618	5,378.1
2.618	5,232.6
4.250	4,995.1

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	5,686.3	5,626.2
PP	5,684.7	5,570.8
S1	5,683.1	5,515.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols