DAX Index Future March 2012

Trading Metrics calculated at close of trading on 08-Nov-2011

Day Change Summary
	Previous	Current
	07-Nov-2011	08-Nov-2011	Change	Change %	Previous Week
Open	6,004.0	5,987.0	-17.0	-0.3%	6,295.5
High	6,024.5	6,102.0	77.5	1.3%	6,329.0
Low	5,856.5	5,952.0	95.5	1.6%	5,789.0
Close	5,941.0	5,987.0	46.0	0.8%	5,998.0
Range	168.0	150.0	-18.0	-10.7%	540.0
ATR	226.6	221.9	-4.7	-2.1%	0.0
Volume	201	267	66	32.8%	2,138

Daily Pivots for day following 08-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,463.7	6,375.3	6,069.5
R3	6,313.7	6,225.3	6,028.3
R2	6,163.7	6,163.7	6,014.5
R1	6,075.3	6,075.3	6,000.8	6,062.0
PP	6,013.7	6,013.7	6,013.7	6,007.0
S1	5,925.3	5,925.3	5,973.3	5,912.0
S2	5,863.7	5,863.7	5,959.5
S3	5,713.7	5,775.3	5,945.8
S4	5,563.7	5,625.3	5,904.5

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,658.7	7,368.3	6,295.0
R3	7,118.7	6,828.3	6,146.5
R2	6,578.7	6,578.7	6,097.0
R1	6,288.3	6,288.3	6,047.5	6,163.5
PP	6,038.7	6,038.7	6,038.7	5,976.3
S1	5,748.3	5,748.3	5,948.5	5,623.5
S2	5,498.7	5,498.7	5,899.0
S3	4,958.7	5,208.3	5,849.5
S4	4,418.7	4,668.3	5,701.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,202.0	5,820.0	382.0	6.4%	221.5	3.7%	44%	False	False	375
10	6,456.0	5,789.0	667.0	11.1%	213.5	3.6%	30%	False	False	424
20	6,456.0	5,770.0	686.0	11.5%	197.1	3.3%	32%	False	False	520
40	6,456.0	5,001.0	1,455.0	24.3%	200.1	3.3%	68%	False	False	1,835
60	6,456.0	4,988.0	1,468.0	24.5%	192.3	3.2%	68%	False	False	1,624
80	7,454.0	4,988.0	2,466.0	41.2%	202.2	3.4%	41%	False	False	1,255
100	7,570.5	4,988.0	2,582.5	43.1%	175.1	2.9%	39%	False	False	1,015

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	31.1
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	6,739.5
2.618	6,494.7
1.618	6,344.7
1.000	6,252.0
0.618	6,194.7
HIGH	6,102.0
0.618	6,044.7
0.500	6,027.0
0.382	6,009.3
LOW	5,952.0
0.618	5,859.3
1.000	5,802.0
1.618	5,709.3
2.618	5,559.3
4.250	5,314.5

Fisher Pivots for day following 08-Nov-2011
Pivot	1 day	3 day
R1	6,027.0	6,027.3
PP	6,013.7	6,013.8
S1	6,000.3	6,000.4

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