DAX Index Future March 2010

Trading Metrics calculated at close of trading on 10-Feb-2010

Day Change Summary
	Previous	Current
	09-Feb-2010	10-Feb-2010	Change	Change %	Previous Week
Open	5,465.0	5,535.0	70.0	1.3%	5,565.0
High	5,571.5	5,595.0	23.5	0.4%	5,740.0
Low	5,462.0	5,506.0	44.0	0.8%	5,383.0
Close	5,478.0	5,532.5	54.5	1.0%	5,457.0
Range	109.5	89.0	-20.5	-18.7%	357.0
ATR	119.9	119.7	-0.2	-0.2%	0.0
Volume	215,324	175,040	-40,284	-18.7%	972,575

Daily Pivots for day following 10-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,811.5	5,761.0	5,581.5
R3	5,722.5	5,672.0	5,557.0
R2	5,633.5	5,633.5	5,548.8
R1	5,583.0	5,583.0	5,540.7	5,563.8
PP	5,544.5	5,544.5	5,544.5	5,534.9
S1	5,494.0	5,494.0	5,524.3	5,474.8
S2	5,455.5	5,455.5	5,516.2
S3	5,366.5	5,405.0	5,508.0
S4	5,277.5	5,316.0	5,483.6

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	5,698.0	5,383.0	315.0	5.7%	125.5	2.3%	47%	False	False	215,044
10	5,740.0	5,383.0	357.0	6.5%	124.5	2.2%	42%	False	False	196,010
20	6,033.0	5,383.0	650.0	11.7%	128.9	2.3%	23%	False	False	187,347
40	6,100.5	5,383.0	717.5	13.0%	102.2	1.8%	21%	False	False	130,895
60	6,100.5	5,383.0	717.5	13.0%	101.1	1.8%	21%	False	False	87,658
80	6,100.5	5,324.0	776.5	14.0%	104.6	1.9%	27%	False	False	65,899
100	6,100.5	5,324.0	776.5	14.0%	101.9	1.8%	27%	False	False	53,066
120	6,100.5	5,171.0	929.5	16.8%	99.5	1.8%	39%	False	False	44,363

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,973.3
2.618	5,828.0
1.618	5,739.0
1.000	5,684.0
0.618	5,650.0
HIGH	5,595.0
0.618	5,561.0
0.500	5,550.5
0.382	5,540.0
LOW	5,506.0
0.618	5,451.0
1.000	5,417.0
1.618	5,362.0
2.618	5,273.0
4.250	5,127.8

Fisher Pivots for day following 10-Feb-2010
Pivot	1 day	3 day
R1	5,550.5	5,524.8
PP	5,544.5	5,517.2
S1	5,538.5	5,509.5

Download as Excel Spreadsheet

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

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