DAX Index Future December 2011

Trading Metrics calculated at close of trading on 18-Oct-2011

Day Change Summary
	Previous	Current
	17-Oct-2011	18-Oct-2011	Change	Change %	Previous Week
Open	6,043.5	5,812.0	-231.5	-3.8%	5,743.5
High	6,091.0	5,998.0	-93.0	-1.5%	6,048.0
Low	5,821.0	5,756.0	-65.0	-1.1%	5,660.5
Close	5,834.5	5,969.5	135.0	2.3%	6,009.5
Range	270.0	242.0	-28.0	-10.4%	387.5
ATR	216.7	218.5	1.8	0.8%	0.0
Volume	184,060	195,584	11,524	6.3%	804,252

Daily Pivots for day following 18-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,633.8	6,543.7	6,102.6
R3	6,391.8	6,301.7	6,036.1
R2	6,149.8	6,149.8	6,013.9
R1	6,059.7	6,059.7	5,991.7	6,104.8
PP	5,907.8	5,907.8	5,907.8	5,930.4
S1	5,817.7	5,817.7	5,947.3	5,862.8
S2	5,665.8	5,665.8	5,925.1
S3	5,423.8	5,575.7	5,903.0
S4	5,181.8	5,333.7	5,836.4

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,068.5	6,926.5	6,222.6
R3	6,681.0	6,539.0	6,116.1
R2	6,293.5	6,293.5	6,080.5
R1	6,151.5	6,151.5	6,045.0	6,222.5
PP	5,906.0	5,906.0	5,906.0	5,941.5
S1	5,764.0	5,764.0	5,974.0	5,835.0
S2	5,518.5	5,518.5	5,938.5
S3	5,131.0	5,376.5	5,902.9
S4	4,743.5	4,989.0	5,796.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,091.0	5,756.0	335.0	5.6%	211.5	3.5%	64%	False	True	179,600
10	6,091.0	5,272.0	819.0	13.7%	201.6	3.4%	85%	False	False	178,688
20	6,091.0	4,980.0	1,111.0	18.6%	213.2	3.6%	89%	False	False	191,827
40	6,091.0	4,971.0	1,120.0	18.8%	206.1	3.5%	89%	False	False	123,273
60	7,425.0	4,971.0	2,454.0	41.1%	234.4	3.9%	41%	False	False	82,505
80	7,575.5	4,971.0	2,604.5	43.6%	200.6	3.4%	38%	False	False	61,970
100	7,575.5	4,971.0	2,604.5	43.6%	180.5	3.0%	38%	False	False	50,156
120	7,593.5	4,971.0	2,622.5	43.9%	164.5	2.8%	38%	False	False	41,814

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Bull Hook	False
Stretch	48.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,026.5
2.618	6,631.6
1.618	6,389.6
1.000	6,240.0
0.618	6,147.6
HIGH	5,998.0
0.618	5,905.6
0.500	5,877.0
0.382	5,848.4
LOW	5,756.0
0.618	5,606.4
1.000	5,514.0
1.618	5,364.4
2.618	5,122.4
4.250	4,727.5

Fisher Pivots for day following 18-Oct-2011
Pivot	1 day	3 day
R1	5,938.7	5,954.2
PP	5,907.8	5,938.8
S1	5,877.0	5,923.5

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