DAX Index Future December 2009

Trading Metrics calculated at close of trading on 01-Oct-2009

Day Change Summary
	Previous	Current
	30-Sep-2009	01-Oct-2009	Change	Change %	Previous Week
Open	5,719.5	5,679.0	-40.5	-0.7%	5,709.5
High	5,746.5	5,729.0	-17.5	-0.3%	5,756.5
Low	5,619.0	5,531.0	-88.0	-1.6%	5,560.0
Close	5,674.5	5,559.5	-115.0	-2.0%	5,589.5
Range	127.5	198.0	70.5	55.3%	196.5
ATR	104.8	111.5	6.7	6.4%	0.0
Volume	179,827	203,795	23,968	13.3%	751,601

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,200.5	6,078.0	5,668.4
R3	6,002.5	5,880.0	5,614.0
R2	5,804.5	5,804.5	5,595.8
R1	5,682.0	5,682.0	5,577.7	5,644.3
PP	5,606.5	5,606.5	5,606.5	5,587.6
S1	5,484.0	5,484.0	5,541.4	5,446.3
S2	5,408.5	5,408.5	5,523.2
S3	5,210.5	5,286.0	5,505.1
S4	5,012.5	5,088.0	5,450.6

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,224.8	6,103.7	5,697.6
R3	6,028.3	5,907.2	5,643.5
R2	5,831.8	5,831.8	5,625.5
R1	5,710.7	5,710.7	5,607.5	5,673.0
PP	5,635.3	5,635.3	5,635.3	5,616.5
S1	5,514.2	5,514.2	5,571.5	5,476.5
S2	5,438.8	5,438.8	5,553.5
S3	5,242.3	5,317.7	5,535.5
S4	5,045.8	5,121.2	5,481.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,759.0	5,531.0	228.0	4.1%	133.0	2.4%	13%	False	True	170,839
10	5,764.0	5,531.0	233.0	4.2%	112.8	2.0%	12%	False	True	161,594
20	5,764.0	5,283.0	481.0	8.7%	96.7	1.7%	57%	False	False	94,970
40	5,764.0	5,165.0	599.0	10.8%	100.6	1.8%	66%	False	False	47,976
60	5,764.0	4,540.0	1,224.0	22.0%	102.9	1.9%	83%	False	False	32,257
80	5,764.0	4,540.0	1,224.0	22.0%	104.8	1.9%	83%	False	False	24,597
100	5,764.0	4,540.0	1,224.0	22.0%	105.1	1.9%	83%	False	False	19,783
120	5,764.0	4,425.0	1,339.0	24.1%	105.1	1.9%	85%	False	False	16,504

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	25.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,570.5
2.618	6,247.4
1.618	6,049.4
1.000	5,927.0
0.618	5,851.4
HIGH	5,729.0
0.618	5,653.4
0.500	5,630.0
0.382	5,606.6
LOW	5,531.0
0.618	5,408.6
1.000	5,333.0
1.618	5,210.6
2.618	5,012.6
4.250	4,689.5

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	5,630.0	5,645.0
PP	5,606.5	5,616.5
S1	5,583.0	5,588.0

Download as Excel Spreadsheet

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

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