DAX Index Future December 2009

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	5,319.5	5,359.0	39.5	0.7%	5,293.5
High	5,400.0	5,385.0	-15.0	-0.3%	5,400.0
Low	5,264.5	5,309.0	44.5	0.8%	5,152.5
Close	5,377.0	5,344.5	-32.5	-0.6%	5,344.5
Range	135.5	76.0	-59.5	-43.9%	247.5
ATR	116.8	113.9	-2.9	-2.5%	0.0
Volume	401	510	109	27.2%	5,789

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,574.2	5,535.3	5,386.3
R3	5,498.2	5,459.3	5,365.4
R2	5,422.2	5,422.2	5,358.4
R1	5,383.3	5,383.3	5,351.5	5,364.8
PP	5,346.2	5,346.2	5,346.2	5,336.9
S1	5,307.3	5,307.3	5,337.5	5,288.8
S2	5,270.2	5,270.2	5,330.6
S3	5,194.2	5,231.3	5,323.6
S4	5,118.2	5,155.3	5,302.7

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,041.5	5,940.5	5,480.6
R3	5,794.0	5,693.0	5,412.6
R2	5,546.5	5,546.5	5,389.9
R1	5,445.5	5,445.5	5,367.2	5,496.0
PP	5,299.0	5,299.0	5,299.0	5,324.3
S1	5,198.0	5,198.0	5,321.8	5,248.5
S2	5,051.5	5,051.5	5,299.1
S3	4,804.0	4,950.5	5,276.4
S4	4,556.5	4,703.0	5,208.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,400.0	5,152.5	247.5	4.6%	118.6	2.2%	78%	False	False	1,157
10	5,400.0	5,012.5	387.5	7.3%	109.6	2.1%	86%	False	False	915
20	5,400.0	4,540.0	860.0	16.1%	105.6	2.0%	94%	False	False	737
40	5,400.0	4,540.0	860.0	16.1%	108.0	2.0%	94%	False	False	1,251
60	5,400.0	4,540.0	860.0	16.1%	108.4	2.0%	94%	False	False	946
80	5,400.0	4,266.5	1,133.5	21.2%	107.8	2.0%	95%	False	False	731

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.4
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	5,708.0
2.618	5,584.0
1.618	5,508.0
1.000	5,461.0
0.618	5,432.0
HIGH	5,385.0
0.618	5,356.0
0.500	5,347.0
0.382	5,338.0
LOW	5,309.0
0.618	5,262.0
1.000	5,233.0
1.618	5,186.0
2.618	5,110.0
4.250	4,986.0

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	5,347.0	5,321.8
PP	5,346.2	5,299.0
S1	5,345.3	5,276.3

Download as Excel Spreadsheet

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

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