DAX Index Future December 2011

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	6,090.0	6,115.5	25.5	0.4%	5,595.5
High	6,175.0	6,175.0	0.0	0.0%	6,175.0
Low	6,046.5	6,053.5	7.0	0.1%	5,567.0
Close	6,052.5	6,087.0	34.5	0.6%	6,052.5
Range	128.5	121.5	-7.0	-5.4%	608.0
ATR	208.6	202.5	-6.2	-2.9%	0.0
Volume	147,541	139,763	-7,778	-5.3%	918,712

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,469.7	6,399.8	6,153.8
R3	6,348.2	6,278.3	6,120.4
R2	6,226.7	6,226.7	6,109.3
R1	6,156.8	6,156.8	6,098.1	6,131.0
PP	6,105.2	6,105.2	6,105.2	6,092.3
S1	6,035.3	6,035.3	6,075.9	6,009.5
S2	5,983.7	5,983.7	6,064.7
S3	5,862.2	5,913.8	6,053.6
S4	5,740.7	5,792.3	6,020.2

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,755.5	7,512.0	6,386.9
R3	7,147.5	6,904.0	6,219.7
R2	6,539.5	6,539.5	6,164.0
R1	6,296.0	6,296.0	6,108.2	6,417.8
PP	5,931.5	5,931.5	5,931.5	5,992.4
S1	5,688.0	5,688.0	5,996.8	5,809.8
S2	5,323.5	5,323.5	5,941.0
S3	4,715.5	5,080.0	5,885.3
S4	4,107.5	4,472.0	5,718.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,175.0	5,692.0	483.0	7.9%	185.2	3.0%	82%	True	False	178,248
10	6,175.0	5,366.0	809.0	13.3%	176.0	2.9%	89%	True	False	174,342
20	6,175.0	5,366.0	809.0	13.3%	194.8	3.2%	89%	True	False	179,342
40	6,442.0	5,366.0	1,076.0	17.7%	202.3	3.3%	67%	False	False	180,111
60	6,442.0	4,971.0	1,471.0	24.2%	208.3	3.4%	76%	False	False	181,666
80	6,442.0	4,971.0	1,471.0	24.2%	206.1	3.4%	76%	False	False	136,960
100	7,425.0	4,971.0	2,454.0	40.3%	214.4	3.5%	45%	False	False	109,728
120	7,575.5	4,971.0	2,604.5	42.8%	196.3	3.2%	43%	False	False	91,537

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,691.4
2.618	6,493.1
1.618	6,371.6
1.000	6,296.5
0.618	6,250.1
HIGH	6,175.0
0.618	6,128.6
0.500	6,114.3
0.382	6,099.9
LOW	6,053.5
0.618	5,978.4
1.000	5,932.0
1.618	5,856.9
2.618	5,735.4
4.250	5,537.1

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	6,114.3	6,096.3
PP	6,105.2	6,093.2
S1	6,096.1	6,090.1

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