DAX Index Future March 2012


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 6,103.5 6,130.0 26.5 0.4% 5,606.5
High 6,175.5 6,180.0 4.5 0.1% 6,175.5
Low 6,059.5 6,065.0 5.5 0.1% 5,585.0
Close 6,086.0 6,090.5 4.5 0.1% 6,086.0
Range 116.0 115.0 -1.0 -0.9% 590.5
ATR 198.4 192.4 -6.0 -3.0% 0.0
Volume 789 1,888 1,099 139.3% 8,796
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,456.8 6,388.7 6,153.8
R3 6,341.8 6,273.7 6,122.1
R2 6,226.8 6,226.8 6,111.6
R1 6,158.7 6,158.7 6,101.0 6,135.3
PP 6,111.8 6,111.8 6,111.8 6,100.1
S1 6,043.7 6,043.7 6,080.0 6,020.3
S2 5,996.8 5,996.8 6,069.4
S3 5,881.8 5,928.7 6,058.9
S4 5,766.8 5,813.7 6,027.3
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 7,720.3 7,493.7 6,410.8
R3 7,129.8 6,903.2 6,248.4
R2 6,539.3 6,539.3 6,194.3
R1 6,312.7 6,312.7 6,140.1 6,426.0
PP 5,948.8 5,948.8 5,948.8 6,005.5
S1 5,722.2 5,722.2 6,031.9 5,835.5
S2 5,358.3 5,358.3 5,977.7
S3 4,767.8 5,131.7 5,923.6
S4 4,177.3 4,541.2 5,761.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,180.0 5,703.0 477.0 7.8% 176.2 2.9% 81% True False 1,905
10 6,180.0 5,382.0 798.0 13.1% 164.6 2.7% 89% True False 1,597
20 6,180.0 5,382.0 798.0 13.1% 182.1 3.0% 89% True False 1,086
40 6,456.0 5,382.0 1,074.0 17.6% 188.4 3.1% 66% False False 803
60 6,456.0 4,988.0 1,468.0 24.1% 195.9 3.2% 75% False False 1,806
80 6,456.0 4,988.0 1,468.0 24.1% 189.7 3.1% 75% False False 1,488
100 7,454.0 4,988.0 2,466.0 40.5% 197.3 3.2% 45% False False 1,219
120 7,570.5 4,988.0 2,582.5 42.4% 175.5 2.9% 43% False False 1,025
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 40.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,668.8
2.618 6,481.1
1.618 6,366.1
1.000 6,295.0
0.618 6,251.1
HIGH 6,180.0
0.618 6,136.1
0.500 6,122.5
0.382 6,108.9
LOW 6,065.0
0.618 5,993.9
1.000 5,950.0
1.618 5,878.9
2.618 5,763.9
4.250 5,576.3
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 6,122.5 6,105.0
PP 6,111.8 6,100.2
S1 6,101.2 6,095.3

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

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