DAX Index Future December 2009

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	5,809.5	5,800.0	-9.5	-0.2%	5,528.5
High	5,847.5	5,800.0	-47.5	-0.8%	5,730.5
Low	5,772.0	5,690.0	-82.0	-1.4%	5,528.5
Close	5,798.5	5,713.5	-85.0	-1.5%	5,690.0
Range	75.5	110.0	34.5	45.7%	202.0
ATR	111.4	111.3	-0.1	-0.1%	0.0
Volume	119,504	151,177	31,673	26.5%	702,850

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,064.5	5,999.0	5,774.0
R3	5,954.5	5,889.0	5,743.8
R2	5,844.5	5,844.5	5,733.7
R1	5,779.0	5,779.0	5,723.6	5,756.8
PP	5,734.5	5,734.5	5,734.5	5,723.4
S1	5,669.0	5,669.0	5,703.4	5,646.8
S2	5,624.5	5,624.5	5,693.3
S3	5,514.5	5,559.0	5,683.3
S4	5,404.5	5,449.0	5,653.0

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,255.7	6,174.8	5,801.1
R3	6,053.7	5,972.8	5,745.6
R2	5,851.7	5,851.7	5,727.0
R1	5,770.8	5,770.8	5,708.5	5,811.3
PP	5,649.7	5,649.7	5,649.7	5,669.9
S1	5,568.8	5,568.8	5,671.5	5,609.3
S2	5,447.7	5,447.7	5,653.0
S3	5,245.7	5,366.8	5,634.5
S4	5,043.7	5,164.8	5,578.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,847.5	5,616.5	231.0	4.0%	81.9	1.4%	42%	False	False	131,322
10	5,847.5	5,411.0	436.5	7.6%	87.5	1.5%	69%	False	False	140,727
20	5,852.0	5,316.0	536.0	9.4%	113.9	2.0%	74%	False	False	163,449
40	5,894.0	5,316.0	578.0	10.1%	110.6	1.9%	69%	False	False	160,172
60	5,894.0	5,268.5	625.5	10.9%	103.4	1.8%	71%	False	False	124,255
80	5,894.0	5,165.0	729.0	12.8%	103.9	1.8%	75%	False	False	93,448
100	5,894.0	4,540.0	1,354.0	23.7%	104.4	1.8%	87%	False	False	74,912
120	5,894.0	4,540.0	1,354.0	23.7%	105.0	1.8%	87%	False	False	62,723

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.0
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,267.5
2.618	6,088.0
1.618	5,978.0
1.000	5,910.0
0.618	5,868.0
HIGH	5,800.0
0.618	5,758.0
0.500	5,745.0
0.382	5,732.0
LOW	5,690.0
0.618	5,622.0
1.000	5,580.0
1.618	5,512.0
2.618	5,402.0
4.250	5,222.5

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	5,745.0	5,768.8
PP	5,734.5	5,750.3
S1	5,724.0	5,731.9

Download as Excel Spreadsheet

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

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