DAX Index Future March 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	6,864.5	6,915.5	51.0	0.7%	6,884.5
High	6,924.0	7,048.0	124.0	1.8%	6,915.0
Low	6,848.0	6,915.5	67.5	1.0%	6,602.0
Close	6,898.0	7,046.5	148.5	2.2%	6,889.5
Range	76.0	132.5	56.5	74.3%	313.0
ATR	121.4	123.5	2.0	1.7%	0.0
Volume	157,832	254,343	96,511	61.1%	794,407

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,400.8	7,356.2	7,119.4
R3	7,268.3	7,223.7	7,082.9
R2	7,135.8	7,135.8	7,070.8
R1	7,091.2	7,091.2	7,058.6	7,113.5
PP	7,003.3	7,003.3	7,003.3	7,014.5
S1	6,958.7	6,958.7	7,034.4	6,981.0
S2	6,870.8	6,870.8	7,022.2
S3	6,738.3	6,826.2	7,010.1
S4	6,605.8	6,693.7	6,973.6

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,741.2	7,628.3	7,061.7
R3	7,428.2	7,315.3	6,975.6
R2	7,115.2	7,115.2	6,946.9
R1	7,002.3	7,002.3	6,918.2	7,058.8
PP	6,802.2	6,802.2	6,802.2	6,830.4
S1	6,689.3	6,689.3	6,860.8	6,745.8
S2	6,489.2	6,489.2	6,832.1
S3	6,176.2	6,376.3	6,803.4
S4	5,863.2	6,063.3	6,717.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,048.0	6,611.0	437.0	6.2%	108.0	1.5%	100%	True	False	171,101
10	7,048.0	6,602.0	446.0	6.3%	123.6	1.8%	100%	True	False	163,718
20	7,048.0	6,602.0	446.0	6.3%	118.3	1.7%	100%	True	False	153,012
40	7,048.0	6,267.5	780.5	11.1%	110.7	1.6%	100%	True	False	146,986
60	7,048.0	5,614.5	1,433.5	20.3%	116.1	1.6%	100%	True	False	135,640
80	7,048.0	5,382.0	1,666.0	23.6%	129.8	1.8%	100%	True	False	106,201
100	7,048.0	5,382.0	1,666.0	23.6%	145.6	2.1%	100%	True	False	85,067
120	7,048.0	5,001.0	2,047.0	29.0%	153.5	2.2%	100%	True	False	70,985

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	12.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,611.1
2.618	7,394.9
1.618	7,262.4
1.000	7,180.5
0.618	7,129.9
HIGH	7,048.0
0.618	6,997.4
0.500	6,981.8
0.382	6,966.1
LOW	6,915.5
0.618	6,833.6
1.000	6,783.0
1.618	6,701.1
2.618	6,568.6
4.250	6,352.4

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	7,024.9	7,010.9
PP	7,003.3	6,975.3
S1	6,981.8	6,939.8

Download as Excel Spreadsheet

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

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