DAX Index Future June 2010

Trading Metrics calculated at close of trading on 15-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	15-Feb-2010	Change	Change %	Previous Week
Open	5,566.0	5,525.5	-40.5	-0.7%	5,466.5
High	5,570.0	5,555.0	-15.0	-0.3%	5,600.0
Low	5,470.0	5,515.0	45.0	0.8%	5,433.0
Close	5,512.0	5,521.5	9.5	0.2%	5,512.0
Range	100.0	40.0	-60.0	-60.0%	167.0
ATR	110.4	105.6	-4.8	-4.4%	0.0
Volume	277	585	308	111.2%	3,315

Daily Pivots for day following 15-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,650.5	5,626.0	5,543.5
R3	5,610.5	5,586.0	5,532.5
R2	5,570.5	5,570.5	5,528.8
R1	5,546.0	5,546.0	5,525.2	5,538.3
PP	5,530.5	5,530.5	5,530.5	5,526.6
S1	5,506.0	5,506.0	5,517.8	5,498.3
S2	5,490.5	5,490.5	5,514.2
S3	5,450.5	5,466.0	5,510.5
S4	5,410.5	5,426.0	5,499.5

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,016.0	5,931.0	5,603.9
R3	5,849.0	5,764.0	5,557.9
R2	5,682.0	5,682.0	5,542.6
R1	5,597.0	5,597.0	5,527.3	5,639.5
PP	5,515.0	5,515.0	5,515.0	5,536.3
S1	5,430.0	5,430.0	5,496.7	5,472.5
S2	5,348.0	5,348.0	5,481.4
S3	5,181.0	5,263.0	5,466.1
S4	5,014.0	5,096.0	5,420.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,600.0	5,469.0	131.0	2.4%	89.6	1.6%	40%	False	False	338
10	5,745.0	5,400.0	345.0	6.2%	101.7	1.8%	35%	False	False	576
20	6,009.5	5,400.0	609.5	11.0%	118.9	2.2%	20%	False	False	473
40	6,107.5	5,400.0	707.5	12.8%	92.1	1.7%	17%	False	False	590
60	6,107.5	5,400.0	707.5	12.8%	88.6	1.6%	17%	False	False	675
80	6,107.5	5,330.5	777.0	14.1%	88.0	1.6%	25%	False	False	545
100	6,107.5	5,330.5	777.0	14.1%	81.6	1.5%	25%	False	False	464

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.5
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	5,725.0
2.618	5,659.7
1.618	5,619.7
1.000	5,595.0
0.618	5,579.7
HIGH	5,555.0
0.618	5,539.7
0.500	5,535.0
0.382	5,530.3
LOW	5,515.0
0.618	5,490.3
1.000	5,475.0
1.618	5,450.3
2.618	5,410.3
4.250	5,345.0

Fisher Pivots for day following 15-Feb-2010
Pivot	1 day	3 day
R1	5,535.0	5,529.5
PP	5,530.5	5,526.8
S1	5,526.0	5,524.2

Download as Excel Spreadsheet

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

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