DAX Index Future December 2011


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 5,757.0 5,739.0 -18.0 -0.3% 5,750.0
High 5,829.0 6,134.5 305.5 5.2% 5,783.5
Low 5,692.0 5,704.5 12.5 0.2% 5,366.0
Close 5,790.0 6,117.5 327.5 5.7% 5,462.5
Range 137.0 430.0 293.0 213.9% 417.5
ATR 207.0 222.9 15.9 7.7% 0.0
Volume 178,745 260,018 81,273 45.5% 684,951
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 7,275.5 7,126.5 6,354.0
R3 6,845.5 6,696.5 6,235.8
R2 6,415.5 6,415.5 6,196.3
R1 6,266.5 6,266.5 6,156.9 6,341.0
PP 5,985.5 5,985.5 5,985.5 6,022.8
S1 5,836.5 5,836.5 6,078.1 5,911.0
S2 5,555.5 5,555.5 6,038.7
S3 5,125.5 5,406.5 5,999.3
S4 4,695.5 4,976.5 5,881.0
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,789.8 6,543.7 5,692.1
R3 6,372.3 6,126.2 5,577.3
R2 5,954.8 5,954.8 5,539.0
R1 5,708.7 5,708.7 5,500.8 5,623.0
PP 5,537.3 5,537.3 5,537.3 5,494.5
S1 5,291.2 5,291.2 5,424.2 5,205.5
S2 5,119.8 5,119.8 5,386.0
S3 4,702.3 4,873.7 5,347.7
S4 4,284.8 4,456.2 5,232.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,134.5 5,366.0 768.5 12.6% 212.6 3.5% 98% True False 186,713
10 6,134.5 5,366.0 768.5 12.6% 191.8 3.1% 98% True False 185,809
20 6,202.0 5,366.0 836.0 13.7% 219.5 3.6% 90% False False 186,730
40 6,442.0 5,272.0 1,170.0 19.1% 208.9 3.4% 72% False False 183,874
60 6,442.0 4,971.0 1,471.0 24.0% 212.2 3.5% 78% False False 174,723
80 6,442.0 4,971.0 1,471.0 24.0% 220.8 3.6% 78% False False 131,363
100 7,425.0 4,971.0 2,454.0 40.1% 214.5 3.5% 47% False False 105,213
120 7,575.5 4,971.0 2,604.5 42.6% 195.7 3.2% 44% False False 88,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36.4
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 7,962.0
2.618 7,260.2
1.618 6,830.2
1.000 6,564.5
0.618 6,400.2
HIGH 6,134.5
0.618 5,970.2
0.500 5,919.5
0.382 5,868.8
LOW 5,704.5
0.618 5,438.8
1.000 5,274.5
1.618 5,008.8
2.618 4,578.8
4.250 3,877.0
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 6,051.5 6,028.6
PP 5,985.5 5,939.7
S1 5,919.5 5,850.8

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

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