DAX Index Future March 2010

Trading Metrics calculated at close of trading on 19-Feb-2010

Day Change Summary
	Previous	Current
	18-Feb-2010	19-Feb-2010	Change	Change %	Previous Week
Open	5,654.0	5,640.0	-14.0	-0.2%	5,532.0
High	5,712.0	5,732.0	20.0	0.4%	5,732.0
Low	5,626.0	5,627.0	1.0	0.0%	5,496.5
Close	5,688.0	5,727.5	39.5	0.7%	5,727.5
Range	86.0	105.0	19.0	22.1%	235.5
ATR	115.4	114.7	-0.7	-0.6%	0.0
Volume	152,536	155,937	3,401	2.2%	627,302

Daily Pivots for day following 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,010.5	5,974.0	5,785.3
R3	5,905.5	5,869.0	5,756.4
R2	5,800.5	5,800.5	5,746.8
R1	5,764.0	5,764.0	5,737.1	5,782.3
PP	5,695.5	5,695.5	5,695.5	5,704.6
S1	5,659.0	5,659.0	5,717.9	5,677.3
S2	5,590.5	5,590.5	5,708.3
S3	5,485.5	5,554.0	5,698.6
S4	5,380.5	5,449.0	5,669.8

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,358.5	6,278.5	5,857.0
R3	6,123.0	6,043.0	5,792.3
R2	5,887.5	5,887.5	5,770.7
R1	5,807.5	5,807.5	5,749.1	5,847.5
PP	5,652.0	5,652.0	5,652.0	5,672.0
S1	5,572.0	5,572.0	5,705.9	5,612.0
S2	5,416.5	5,416.5	5,684.3
S3	5,181.0	5,336.5	5,662.7
S4	4,945.5	5,101.0	5,598.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,732.0	5,460.5	271.5	4.7%	98.3	1.7%	98%	True	False	161,938
10	5,732.0	5,383.0	349.0	6.1%	105.7	1.8%	99%	True	False	187,189
20	5,744.5	5,383.0	361.5	6.3%	118.4	2.1%	95%	False	False	188,361
40	6,100.5	5,383.0	717.5	12.5%	103.9	1.8%	48%	False	False	152,648
60	6,100.5	5,383.0	717.5	12.5%	104.7	1.8%	48%	False	False	104,610
80	6,100.5	5,324.0	776.5	13.6%	104.9	1.8%	52%	False	False	78,649
100	6,100.5	5,324.0	776.5	13.6%	103.9	1.8%	52%	False	False	63,053
120	6,100.5	5,275.0	825.5	14.4%	100.0	1.7%	55%	False	False	52,892

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,178.3
2.618	6,006.9
1.618	5,901.9
1.000	5,837.0
0.618	5,796.9
HIGH	5,732.0
0.618	5,691.9
0.500	5,679.5
0.382	5,667.1
LOW	5,627.0
0.618	5,562.1
1.000	5,522.0
1.618	5,457.1
2.618	5,352.1
4.250	5,180.8

Fisher Pivots for day following 19-Feb-2010
Pivot	1 day	3 day
R1	5,711.5	5,709.2
PP	5,695.5	5,690.8
S1	5,679.5	5,672.5

Download as Excel Spreadsheet

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

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