DAX Index Future September 2009

Trading Metrics calculated at close of trading on 25-Aug-2009

Day Change Summary
	Previous	Current
	24-Aug-2009	25-Aug-2009	Change	Change %	Previous Week
Open	5,493.0	5,469.0	-24.0	-0.4%	5,309.0
High	5,534.0	5,578.5	44.5	0.8%	5,481.5
Low	5,468.0	5,460.5	-7.5	-0.1%	5,160.0
Close	5,507.5	5,556.5	49.0	0.9%	5,448.5
Range	66.0	118.0	52.0	78.8%	321.5
ATR	123.0	122.6	-0.4	-0.3%	0.0
Volume	114,206	130,774	16,568	14.5%	660,599

Daily Pivots for day following 25-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,885.8	5,839.2	5,621.4
R3	5,767.8	5,721.2	5,589.0
R2	5,649.8	5,649.8	5,578.1
R1	5,603.2	5,603.2	5,567.3	5,626.5
PP	5,531.8	5,531.8	5,531.8	5,543.5
S1	5,485.2	5,485.2	5,545.7	5,508.5
S2	5,413.8	5,413.8	5,534.9
S3	5,295.8	5,367.2	5,524.1
S4	5,177.8	5,249.2	5,491.6

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,327.8	6,209.7	5,625.3
R3	6,006.3	5,888.2	5,536.9
R2	5,684.8	5,684.8	5,507.4
R1	5,566.7	5,566.7	5,478.0	5,625.8
PP	5,363.3	5,363.3	5,363.3	5,392.9
S1	5,245.2	5,245.2	5,419.0	5,304.3
S2	5,041.8	5,041.8	5,389.6
S3	4,720.3	4,923.7	5,360.1
S4	4,398.8	4,602.2	5,271.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,578.5	5,160.0	418.5	7.5%	114.8	2.1%	95%	True	False	129,939
10	5,578.5	5,160.0	418.5	7.5%	116.2	2.1%	95%	True	False	130,503
20	5,578.5	5,147.5	431.0	7.8%	120.5	2.2%	95%	True	False	127,631
40	5,578.5	4,521.0	1,057.5	19.0%	118.0	2.1%	98%	True	False	132,173
60	5,578.5	4,521.0	1,057.5	19.0%	115.3	2.1%	98%	True	False	107,657
80	5,578.5	4,521.0	1,057.5	19.0%	117.3	2.1%	98%	True	False	80,945
100	5,578.5	4,235.0	1,343.5	24.2%	118.5	2.1%	98%	True	False	64,838
120	5,578.5	3,613.5	1,965.0	35.4%	121.1	2.2%	99%	True	False	54,414

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,080.0
2.618	5,887.4
1.618	5,769.4
1.000	5,696.5
0.618	5,651.4
HIGH	5,578.5
0.618	5,533.4
0.500	5,519.5
0.382	5,505.6
LOW	5,460.5
0.618	5,387.6
1.000	5,342.5
1.618	5,269.6
2.618	5,151.6
4.250	4,959.0

Fisher Pivots for day following 25-Aug-2009
Pivot	1 day	3 day
R1	5,544.2	5,514.4
PP	5,531.8	5,472.3
S1	5,519.5	5,430.3

Download as Excel Spreadsheet

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

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