DAX Index Future June 2010

Trading Metrics calculated at close of trading on 24-Feb-2010

Day Change Summary
	Previous	Current
	23-Feb-2010	24-Feb-2010	Change	Change %	Previous Week
Open	5,712.0	5,643.5	-68.5	-1.2%	5,525.5
High	5,738.5	5,650.0	-88.5	-1.5%	5,740.0
Low	5,595.5	5,587.0	-8.5	-0.2%	5,514.0
Close	5,604.5	5,625.0	20.5	0.4%	5,735.5
Range	143.0	63.0	-80.0	-55.9%	226.0
ATR	103.3	100.4	-2.9	-2.8%	0.0
Volume	589	1,310	721	122.4%	1,920

Daily Pivots for day following 24-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,809.7	5,780.3	5,659.7
R3	5,746.7	5,717.3	5,642.3
R2	5,683.7	5,683.7	5,636.6
R1	5,654.3	5,654.3	5,630.8	5,637.5
PP	5,620.7	5,620.7	5,620.7	5,612.3
S1	5,591.3	5,591.3	5,619.2	5,574.5
S2	5,557.7	5,557.7	5,613.5
S3	5,494.7	5,528.3	5,607.7
S4	5,431.7	5,465.3	5,590.4

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,341.2	6,264.3	5,859.8
R3	6,115.2	6,038.3	5,797.7
R2	5,889.2	5,889.2	5,776.9
R1	5,812.3	5,812.3	5,756.2	5,850.8
PP	5,663.2	5,663.2	5,663.2	5,682.4
S1	5,586.3	5,586.3	5,714.8	5,624.8
S2	5,437.2	5,437.2	5,694.1
S3	5,211.2	5,360.3	5,673.4
S4	4,985.2	5,134.3	5,611.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,759.0	5,587.0	172.0	3.1%	92.2	1.6%	22%	False	True	609
10	5,759.0	5,469.0	290.0	5.2%	88.9	1.6%	54%	False	False	470
20	5,759.0	5,400.0	359.0	6.4%	102.0	1.8%	63%	False	False	547
40	6,107.5	5,400.0	707.5	12.6%	96.7	1.7%	32%	False	False	446
60	6,107.5	5,400.0	707.5	12.6%	90.5	1.6%	32%	False	False	711
80	6,107.5	5,330.5	777.0	13.8%	86.4	1.5%	38%	False	False	567
100	6,107.5	5,330.5	777.0	13.8%	82.9	1.5%	38%	False	False	487

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	18.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,917.8
2.618	5,814.9
1.618	5,751.9
1.000	5,713.0
0.618	5,688.9
HIGH	5,650.0
0.618	5,625.9
0.500	5,618.5
0.382	5,611.1
LOW	5,587.0
0.618	5,548.1
1.000	5,524.0
1.618	5,485.1
2.618	5,422.1
4.250	5,319.3

Fisher Pivots for day following 24-Feb-2010
Pivot	1 day	3 day
R1	5,622.8	5,673.0
PP	5,620.7	5,657.0
S1	5,618.5	5,641.0

Download as Excel Spreadsheet

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

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