DAX Index Future December 2009

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	5,742.0	5,718.5	-23.5	-0.4%	5,569.0
High	5,750.0	5,764.0	14.0	0.2%	5,764.0
Low	5,697.5	5,703.0	5.5	0.1%	5,535.0
Close	5,739.0	5,718.0	-21.0	-0.4%	5,718.0
Range	52.5	61.0	8.5	16.2%	229.0
ATR	101.0	98.1	-2.9	-2.8%	0.0
Volume	87,256	159,545	72,289	82.8%	375,678

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,911.3	5,875.7	5,751.6
R3	5,850.3	5,814.7	5,734.8
R2	5,789.3	5,789.3	5,729.2
R1	5,753.7	5,753.7	5,723.6	5,741.0
PP	5,728.3	5,728.3	5,728.3	5,722.0
S1	5,692.7	5,692.7	5,712.4	5,680.0
S2	5,667.3	5,667.3	5,706.8
S3	5,606.3	5,631.7	5,701.2
S4	5,545.3	5,570.7	5,684.5

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,359.3	6,267.7	5,844.0
R3	6,130.3	6,038.7	5,781.0
R2	5,901.3	5,901.3	5,760.0
R1	5,809.7	5,809.7	5,739.0	5,855.5
PP	5,672.3	5,672.3	5,672.3	5,695.3
S1	5,580.7	5,580.7	5,697.0	5,626.5
S2	5,443.3	5,443.3	5,676.0
S3	5,214.3	5,351.7	5,655.0
S4	4,985.3	5,122.7	5,592.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,764.0	5,535.0	229.0	4.0%	74.6	1.3%	80%	True	False	75,135
10	5,764.0	5,325.0	439.0	7.7%	78.8	1.4%	90%	True	False	43,672
20	5,764.0	5,268.5	495.5	8.7%	90.3	1.6%	91%	True	False	22,601
40	5,764.0	5,152.5	611.5	10.7%	99.1	1.7%	92%	True	False	11,794
60	5,764.0	4,540.0	1,224.0	21.4%	102.0	1.8%	96%	True	False	8,059
80	5,764.0	4,540.0	1,224.0	21.4%	102.3	1.8%	96%	True	False	6,487
100	5,764.0	4,540.0	1,224.0	21.4%	104.2	1.8%	96%	True	False	5,231
120	5,764.0	4,025.5	1,738.5	30.4%	105.4	1.8%	97%	True	False	4,375

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,023.3
2.618	5,923.7
1.618	5,862.7
1.000	5,825.0
0.618	5,801.7
HIGH	5,764.0
0.618	5,740.7
0.500	5,733.5
0.382	5,726.3
LOW	5,703.0
0.618	5,665.3
1.000	5,642.0
1.618	5,604.3
2.618	5,543.3
4.250	5,443.8

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	5,733.5	5,713.3
PP	5,728.3	5,708.5
S1	5,723.2	5,703.8

Download as Excel Spreadsheet

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

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