DAX Index Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 5,928.0 5,849.0 -79.0 -1.3% 6,003.5
High 6,018.0 6,036.0 18.0 0.3% 6,102.0
Low 5,817.5 5,835.0 17.5 0.3% 5,666.0
Close 5,958.0 5,845.0 -113.0 -1.9% 6,055.5
Range 200.5 201.0 0.5 0.2% 436.0
ATR 233.6 231.3 -2.3 -1.0% 0.0
Volume 202,088 191,441 -10,647 -5.3% 909,277
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,508.3 6,377.7 5,955.6
R3 6,307.3 6,176.7 5,900.3
R2 6,106.3 6,106.3 5,881.9
R1 5,975.7 5,975.7 5,863.4 5,940.5
PP 5,905.3 5,905.3 5,905.3 5,887.8
S1 5,774.7 5,774.7 5,826.6 5,739.5
S2 5,704.3 5,704.3 5,808.2
S3 5,503.3 5,573.7 5,789.7
S4 5,302.3 5,372.7 5,734.5
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 7,249.2 7,088.3 6,295.3
R3 6,813.2 6,652.3 6,175.4
R2 6,377.2 6,377.2 6,135.4
R1 6,216.3 6,216.3 6,095.5 6,296.8
PP 5,941.2 5,941.2 5,941.2 5,981.4
S1 5,780.3 5,780.3 6,015.5 5,860.8
S2 5,505.2 5,505.2 5,975.6
S3 5,069.2 5,344.3 5,935.6
S4 4,633.2 4,908.3 5,815.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,135.0 5,666.0 469.0 8.0% 219.9 3.8% 38% False False 184,379
10 6,202.0 5,666.0 536.0 9.2% 249.0 4.3% 33% False False 190,341
20 6,442.0 5,666.0 776.0 13.3% 224.0 3.8% 23% False False 187,153
40 6,442.0 4,980.0 1,462.0 25.0% 216.1 3.7% 59% False False 189,174
60 6,442.0 4,971.0 1,471.0 25.2% 211.4 3.6% 59% False False 147,191
80 7,385.5 4,971.0 2,414.5 41.3% 232.6 4.0% 36% False False 110,645
100 7,575.5 4,971.0 2,604.5 44.6% 205.4 3.5% 34% False False 88,587
120 7,575.5 4,971.0 2,604.5 44.6% 188.7 3.2% 34% False False 74,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 33.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,890.3
2.618 6,562.2
1.618 6,361.2
1.000 6,237.0
0.618 6,160.2
HIGH 6,036.0
0.618 5,959.2
0.500 5,935.5
0.382 5,911.8
LOW 5,835.0
0.618 5,710.8
1.000 5,634.0
1.618 5,509.8
2.618 5,308.8
4.250 4,980.8
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 5,935.5 5,976.3
PP 5,905.3 5,932.5
S1 5,875.2 5,888.8

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

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