DAX Index Future March 2010

Trading Metrics calculated at close of trading on 08-Feb-2010

Day Change Summary
	Previous	Current
	05-Feb-2010	08-Feb-2010	Change	Change %	Previous Week
Open	5,536.0	5,443.5	-92.5	-1.7%	5,565.0
High	5,537.0	5,508.0	-29.0	-0.5%	5,740.0
Low	5,383.0	5,424.0	41.0	0.8%	5,383.0
Close	5,457.0	5,488.5	31.5	0.6%	5,457.0
Range	154.0	84.0	-70.0	-45.5%	357.0
ATR	123.5	120.7	-2.8	-2.3%	0.0
Volume	290,430	166,366	-124,064	-42.7%	972,575

Daily Pivots for day following 08-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,725.5	5,691.0	5,534.7
R3	5,641.5	5,607.0	5,511.6
R2	5,557.5	5,557.5	5,503.9
R1	5,523.0	5,523.0	5,496.2	5,540.3
PP	5,473.5	5,473.5	5,473.5	5,482.1
S1	5,439.0	5,439.0	5,480.8	5,456.3
S2	5,389.5	5,389.5	5,473.1
S3	5,305.5	5,355.0	5,465.4
S4	5,221.5	5,271.0	5,442.3

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,597.7	6,384.3	5,653.4
R3	6,240.7	6,027.3	5,555.2
R2	5,883.7	5,883.7	5,522.5
R1	5,670.3	5,670.3	5,489.7	5,598.5
PP	5,526.7	5,526.7	5,526.7	5,490.8
S1	5,313.3	5,313.3	5,424.3	5,241.5
S2	5,169.7	5,169.7	5,391.6
S3	4,812.7	4,956.3	5,358.8
S4	4,455.7	4,599.3	5,260.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,740.0	5,383.0	357.0	6.5%	124.9	2.3%	30%	False	False	201,331
10	5,740.0	5,383.0	357.0	6.5%	128.5	2.3%	30%	False	False	194,564
20	6,100.5	5,383.0	717.5	13.1%	129.1	2.4%	15%	False	False	182,190
40	6,100.5	5,383.0	717.5	13.1%	102.7	1.9%	15%	False	False	121,289
60	6,100.5	5,383.0	717.5	13.1%	100.7	1.8%	15%	False	False	81,169
80	6,100.5	5,324.0	776.5	14.1%	104.1	1.9%	21%	False	False	61,026
100	6,100.5	5,324.0	776.5	14.1%	101.6	1.9%	21%	False	False	49,220
120	6,100.5	5,171.0	929.5	16.9%	99.1	1.8%	34%	False	False	41,115

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,865.0
2.618	5,727.9
1.618	5,643.9
1.000	5,592.0
0.618	5,559.9
HIGH	5,508.0
0.618	5,475.9
0.500	5,466.0
0.382	5,456.1
LOW	5,424.0
0.618	5,372.1
1.000	5,340.0
1.618	5,288.1
2.618	5,204.1
4.250	5,067.0

Fisher Pivots for day following 08-Feb-2010
Pivot	1 day	3 day
R1	5,481.0	5,540.5
PP	5,473.5	5,523.2
S1	5,466.0	5,505.8

Download as Excel Spreadsheet

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

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