DAX Index Future December 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	5,425.5	5,395.0	-30.5	-0.6%	5,293.5
High	5,453.0	5,426.0	-27.0	-0.5%	5,400.0
Low	5,339.0	5,342.0	3.0	0.1%	5,152.5
Close	5,363.0	5,373.5	10.5	0.2%	5,344.5
Range	114.0	84.0	-30.0	-26.3%	247.5
ATR	112.4	110.3	-2.0	-1.8%	0.0
Volume	352	824	472	134.1%	5,789

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,632.5	5,587.0	5,419.7
R3	5,548.5	5,503.0	5,396.6
R2	5,464.5	5,464.5	5,388.9
R1	5,419.0	5,419.0	5,381.2	5,399.8
PP	5,380.5	5,380.5	5,380.5	5,370.9
S1	5,335.0	5,335.0	5,365.8	5,315.8
S2	5,296.5	5,296.5	5,358.1
S3	5,212.5	5,251.0	5,350.4
S4	5,128.5	5,167.0	5,327.3

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	5,467.0	5,309.0	158.0	2.9%	96.1	1.8%	41%	False	False	899
10	5,467.0	5,152.5	314.5	5.9%	109.3	2.0%	70%	False	False	994
20	5,467.0	4,540.0	927.0	17.3%	108.7	2.0%	90%	False	False	801
40	5,467.0	4,540.0	927.0	17.3%	109.0	2.0%	90%	False	False	1,222
60	5,467.0	4,540.0	927.0	17.3%	107.7	2.0%	90%	False	False	996
80	5,467.0	4,425.0	1,042.0	19.4%	107.3	2.0%	91%	False	False	776

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,783.0
2.618	5,645.9
1.618	5,561.9
1.000	5,510.0
0.618	5,477.9
HIGH	5,426.0
0.618	5,393.9
0.500	5,384.0
0.382	5,374.1
LOW	5,342.0
0.618	5,290.1
1.000	5,258.0
1.618	5,206.1
2.618	5,122.1
4.250	4,985.0

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	5,384.0	5,396.0
PP	5,380.5	5,388.5
S1	5,377.0	5,381.0

Download as Excel Spreadsheet

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

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