DAX Index Future December 2011

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	5,798.0	6,001.5	203.5	3.5%	6,115.5
High	6,029.0	6,010.0	-19.0	-0.3%	6,175.0
Low	5,770.0	5,759.0	-11.0	-0.2%	5,770.0
Close	6,029.0	5,798.0	-231.0	-3.8%	6,029.0
Range	259.0	251.0	-8.0	-3.1%	405.0
ATR	205.3	209.9	4.6	2.3%	0.0
Volume	190,448	210,202	19,754	10.4%	847,264

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,608.7	6,454.3	5,936.1
R3	6,357.7	6,203.3	5,867.0
R2	6,106.7	6,106.7	5,844.0
R1	5,952.3	5,952.3	5,821.0	5,904.0
PP	5,855.7	5,855.7	5,855.7	5,831.5
S1	5,701.3	5,701.3	5,775.0	5,653.0
S2	5,604.7	5,604.7	5,752.0
S3	5,353.7	5,450.3	5,729.0
S4	5,102.7	5,199.3	5,660.0

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,206.3	7,022.7	6,251.8
R3	6,801.3	6,617.7	6,140.4
R2	6,396.3	6,396.3	6,103.3
R1	6,212.7	6,212.7	6,066.1	6,102.0
PP	5,991.3	5,991.3	5,991.3	5,936.0
S1	5,807.7	5,807.7	5,991.9	5,697.0
S2	5,586.3	5,586.3	5,954.8
S3	5,181.3	5,402.7	5,917.6
S4	4,776.3	4,997.7	5,806.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,138.5	5,759.0	379.5	6.5%	217.0	3.7%	10%	False	True	183,540
10	6,175.0	5,692.0	483.0	8.3%	201.1	3.5%	22%	False	False	180,894
20	6,175.0	5,366.0	809.0	14.0%	188.7	3.3%	53%	False	False	179,763
40	6,442.0	5,366.0	1,076.0	18.6%	207.4	3.6%	40%	False	False	182,947
60	6,442.0	4,980.0	1,462.0	25.2%	206.7	3.6%	56%	False	False	185,148
80	6,442.0	4,971.0	1,471.0	25.4%	205.7	3.5%	56%	False	False	148,384
100	7,425.0	4,971.0	2,454.0	42.3%	220.2	3.8%	34%	False	False	118,891
120	7,575.5	4,971.0	2,604.5	44.9%	200.6	3.5%	32%	False	False	99,135

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	False
Bull Hook	False
Stretch	34.7
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,076.8
2.618	6,667.1
1.618	6,416.1
1.000	6,261.0
0.618	6,165.1
HIGH	6,010.0
0.618	5,914.1
0.500	5,884.5
0.382	5,854.9
LOW	5,759.0
0.618	5,603.9
1.000	5,508.0
1.618	5,352.9
2.618	5,101.9
4.250	4,692.3

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	5,884.5	5,919.8
PP	5,855.7	5,879.2
S1	5,826.8	5,838.6

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