DAX Index Future March 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 5,180.0 5,128.0 -52.0 -1.0% 5,463.0
High 5,248.5 5,470.0 221.5 4.2% 5,502.5
Low 4,988.0 5,095.5 107.5 2.2% 5,176.0
Close 5,171.5 5,361.0 189.5 3.7% 5,211.5
Range 260.5 374.5 114.0 43.8% 326.5
ATR 219.0 230.1 11.1 5.1% 0.0
Volume 13,523 24,364 10,841 80.2% 3,921
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,432.3 6,271.2 5,567.0
R3 6,057.8 5,896.7 5,464.0
R2 5,683.3 5,683.3 5,429.7
R1 5,522.2 5,522.2 5,395.3 5,602.8
PP 5,308.8 5,308.8 5,308.8 5,349.1
S1 5,147.7 5,147.7 5,326.7 5,228.3
S2 4,934.3 4,934.3 5,292.3
S3 4,559.8 4,773.2 5,258.0
S4 4,185.3 4,398.7 5,155.0
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,276.2 6,070.3 5,391.1
R3 5,949.7 5,743.8 5,301.3
R2 5,623.2 5,623.2 5,271.4
R1 5,417.3 5,417.3 5,241.4 5,357.0
PP 5,296.7 5,296.7 5,296.7 5,266.5
S1 5,090.8 5,090.8 5,181.6 5,030.5
S2 4,970.2 4,970.2 5,151.6
S3 4,643.7 4,764.3 5,121.7
S4 4,317.2 4,437.8 5,031.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,502.5 4,988.0 514.5 9.6% 242.6 4.5% 72% False False 9,099
10 5,826.0 4,988.0 838.0 15.6% 196.8 3.7% 45% False False 4,677
20 5,910.0 4,988.0 922.0 17.2% 190.4 3.6% 40% False False 2,416
40 7,454.0 4,988.0 2,466.0 46.0% 212.7 4.0% 15% False False 1,282
60 7,570.5 4,988.0 2,582.5 48.2% 164.5 3.1% 14% False False 874
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 35.3
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 7,061.6
2.618 6,450.4
1.618 6,075.9
1.000 5,844.5
0.618 5,701.4
HIGH 5,470.0
0.618 5,326.9
0.500 5,282.8
0.382 5,238.6
LOW 5,095.5
0.618 4,864.1
1.000 4,721.0
1.618 4,489.6
2.618 4,115.1
4.250 3,503.9
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 5,334.9 5,317.0
PP 5,308.8 5,273.0
S1 5,282.8 5,229.0

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

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