DAX Index Future December 2009

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	5,657.0	5,654.5	-2.5	0.0%	5,413.0
High	5,708.5	5,730.5	22.0	0.4%	5,533.0
Low	5,646.0	5,635.5	-10.5	-0.2%	5,316.0
Close	5,669.5	5,673.0	3.5	0.1%	5,489.0
Range	62.5	95.0	32.5	52.0%	217.0
ATR	122.8	120.8	-2.0	-1.6%	0.0
Volume	145,556	161,692	16,136	11.1%	884,321

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,964.7	5,913.8	5,725.3
R3	5,869.7	5,818.8	5,699.1
R2	5,774.7	5,774.7	5,690.4
R1	5,723.8	5,723.8	5,681.7	5,749.3
PP	5,679.7	5,679.7	5,679.7	5,692.4
S1	5,628.8	5,628.8	5,664.3	5,654.3
S2	5,584.7	5,584.7	5,655.6
S3	5,489.7	5,533.8	5,646.9
S4	5,394.7	5,438.8	5,620.8

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,097.0	6,010.0	5,608.4
R3	5,880.0	5,793.0	5,548.7
R2	5,663.0	5,663.0	5,528.8
R1	5,576.0	5,576.0	5,508.9	5,619.5
PP	5,446.0	5,446.0	5,446.0	5,467.8
S1	5,359.0	5,359.0	5,469.1	5,402.5
S2	5,229.0	5,229.0	5,449.2
S3	5,012.0	5,142.0	5,429.3
S4	4,795.0	4,925.0	5,369.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,730.5	5,411.0	319.5	5.6%	93.1	1.6%	82%	True	False	150,131
10	5,730.5	5,316.0	414.5	7.3%	116.5	2.1%	86%	True	False	167,240
20	5,894.0	5,316.0	578.0	10.2%	123.3	2.2%	62%	False	False	172,561
40	5,894.0	5,316.0	578.0	10.2%	111.9	2.0%	62%	False	False	162,801
60	5,894.0	5,268.5	625.5	11.0%	104.7	1.8%	65%	False	False	113,428
80	5,894.0	5,111.0	783.0	13.8%	106.8	1.9%	72%	False	False	85,335
100	5,894.0	4,540.0	1,354.0	23.9%	106.6	1.9%	84%	False	False	68,365
120	5,894.0	4,540.0	1,354.0	23.9%	105.5	1.9%	84%	False	False	57,262

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,134.3
2.618	5,979.2
1.618	5,884.2
1.000	5,825.5
0.618	5,789.2
HIGH	5,730.5
0.618	5,694.2
0.500	5,683.0
0.382	5,671.8
LOW	5,635.5
0.618	5,576.8
1.000	5,540.5
1.618	5,481.8
2.618	5,386.8
4.250	5,231.8

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	5,683.0	5,669.9
PP	5,679.7	5,666.8
S1	5,676.3	5,663.8

Download as Excel Spreadsheet

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

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