DAX Index Future March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 5,987.0 6,098.5 111.5 1.9% 6,295.5
High 6,102.0 6,098.5 -3.5 -0.1% 6,329.0
Low 5,952.0 5,747.5 -204.5 -3.4% 5,789.0
Close 5,987.0 5,849.0 -138.0 -2.3% 5,998.0
Range 150.0 351.0 201.0 134.0% 540.0
ATR 221.9 231.2 9.2 4.2% 0.0
Volume 267 1,448 1,181 442.3% 2,138
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,951.3 6,751.2 6,042.1
R3 6,600.3 6,400.2 5,945.5
R2 6,249.3 6,249.3 5,913.4
R1 6,049.2 6,049.2 5,881.2 5,973.8
PP 5,898.3 5,898.3 5,898.3 5,860.6
S1 5,698.2 5,698.2 5,816.8 5,622.8
S2 5,547.3 5,547.3 5,784.7
S3 5,196.3 5,347.2 5,752.5
S4 4,845.3 4,996.2 5,656.0
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 5,747.5 454.5 7.8% 256.8 4.4% 22% False True 611
10 6,456.0 5,747.5 708.5 12.1% 230.0 3.9% 14% False True 540
20 6,456.0 5,747.5 708.5 12.1% 203.2 3.5% 14% False True 542
40 6,456.0 5,001.0 1,455.0 24.9% 199.5 3.4% 58% False False 1,262
60 6,456.0 4,988.0 1,468.0 25.1% 196.5 3.4% 59% False False 1,647
80 7,454.0 4,988.0 2,466.0 42.2% 206.1 3.5% 35% False False 1,272
100 7,570.5 4,988.0 2,582.5 44.2% 178.5 3.1% 33% False False 1,029
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 23.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,590.3
2.618 7,017.4
1.618 6,666.4
1.000 6,449.5
0.618 6,315.4
HIGH 6,098.5
0.618 5,964.4
0.500 5,923.0
0.382 5,881.6
LOW 5,747.5
0.618 5,530.6
1.000 5,396.5
1.618 5,179.6
2.618 4,828.6
4.250 4,255.8
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 5,923.0 5,924.8
PP 5,898.3 5,899.5
S1 5,873.7 5,874.3

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

View Archives - Comment on this page... - Back to Index of Symbols