DAX Index Future June 2010

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	5,796.0	5,840.0	44.0	0.8%	5,769.0
High	5,824.5	5,863.0	38.5	0.7%	5,840.0
Low	5,771.0	5,741.5	-29.5	-0.5%	5,524.5
Close	5,789.5	5,784.5	-5.0	-0.1%	5,706.5
Range	53.5	121.5	68.0	127.1%	315.5
ATR	98.9	100.5	1.6	1.6%	0.0
Volume	133	611	478	359.4%	1,273

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,160.8	6,094.2	5,851.3
R3	6,039.3	5,972.7	5,817.9
R2	5,917.8	5,917.8	5,806.8
R1	5,851.2	5,851.2	5,795.6	5,823.8
PP	5,796.3	5,796.3	5,796.3	5,782.6
S1	5,729.7	5,729.7	5,773.4	5,702.3
S2	5,674.8	5,674.8	5,762.2
S3	5,553.3	5,608.2	5,751.1
S4	5,431.8	5,486.7	5,717.7

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	6,636.8	6,487.2	5,880.0
R3	6,321.3	6,171.7	5,793.3
R2	6,005.8	6,005.8	5,764.3
R1	5,856.2	5,856.2	5,735.4	5,773.3
PP	5,690.3	5,690.3	5,690.3	5,648.9
S1	5,540.7	5,540.7	5,677.6	5,457.8
S2	5,374.8	5,374.8	5,648.7
S3	5,059.3	5,225.2	5,619.7
S4	4,743.8	4,909.7	5,533.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,863.0	5,524.5	338.5	5.9%	90.0	1.6%	77%	True	False	255
10	5,863.0	5,524.5	338.5	5.9%	83.7	1.4%	77%	True	False	253
20	5,863.0	5,423.0	440.0	7.6%	71.8	1.2%	82%	True	False	175
40	5,904.0	5,330.5	573.5	9.9%	79.1	1.4%	79%	False	False	157

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.3
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,379.4
2.618	6,181.1
1.618	6,059.6
1.000	5,984.5
0.618	5,938.1
HIGH	5,863.0
0.618	5,816.6
0.500	5,802.3
0.382	5,787.9
LOW	5,741.5
0.618	5,666.4
1.000	5,620.0
1.618	5,544.9
2.618	5,423.4
4.250	5,225.1

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	5,802.3	5,784.5
PP	5,796.3	5,784.5
S1	5,790.4	5,784.5

Download as Excel Spreadsheet

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

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