DAX Index Future March 2010

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	5,667.5	5,674.5	7.0	0.1%	5,527.0
High	5,725.5	5,705.0	-20.5	-0.4%	5,725.5
Low	5,644.5	5,624.5	-20.0	-0.4%	5,527.0
Close	5,677.5	5,694.5	17.0	0.3%	5,694.5
Range	81.0	80.5	-0.5	-0.6%	198.5
ATR	112.7	110.4	-2.3	-2.0%	0.0
Volume	1,253	3,244	1,991	158.9%	7,794

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5,916.2	5,885.8	5,738.8
R3	5,835.7	5,805.3	5,716.6
R2	5,755.2	5,755.2	5,709.3
R1	5,724.8	5,724.8	5,701.9	5,740.0
PP	5,674.7	5,674.7	5,674.7	5,682.3
S1	5,644.3	5,644.3	5,687.1	5,659.5
S2	5,594.2	5,594.2	5,679.7
S3	5,513.7	5,563.8	5,672.4
S4	5,433.2	5,483.3	5,650.2

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,244.5	6,168.0	5,803.7
R3	6,046.0	5,969.5	5,749.1
R2	5,847.5	5,847.5	5,730.9
R1	5,771.0	5,771.0	5,712.7	5,809.3
PP	5,649.0	5,649.0	5,649.0	5,668.1
S1	5,572.5	5,572.5	5,676.3	5,610.8
S2	5,450.5	5,450.5	5,658.1
S3	5,252.0	5,374.0	5,639.9
S4	5,053.5	5,175.5	5,585.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,725.5	5,527.0	198.5	3.5%	75.8	1.3%	84%	False	False	1,558
10	5,725.5	5,324.0	401.5	7.1%	92.5	1.6%	92%	False	False	953
20	5,895.0	5,324.0	571.0	10.0%	111.3	2.0%	65%	False	False	783
40	5,895.0	5,324.0	571.0	10.0%	103.4	1.8%	65%	False	False	766
60	5,895.0	5,275.0	620.0	10.9%	95.8	1.7%	68%	False	False	1,168
80	5,895.0	5,166.5	728.5	12.8%	98.0	1.7%	72%	False	False	928
100	5,895.0	4,558.0	1,337.0	23.5%	94.0	1.7%	85%	False	False	763

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,047.1
2.618	5,915.7
1.618	5,835.2
1.000	5,785.5
0.618	5,754.7
HIGH	5,705.0
0.618	5,674.2
0.500	5,664.8
0.382	5,655.3
LOW	5,624.5
0.618	5,574.8
1.000	5,544.0
1.618	5,494.3
2.618	5,413.8
4.250	5,282.4

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	5,684.6	5,688.0
PP	5,674.7	5,681.5
S1	5,664.8	5,675.0

Download as Excel Spreadsheet

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

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