DAX Index Future September 2010

Trading Metrics calculated at close of trading on 01-Jun-2010

Day Change Summary
	Previous	Current
	31-May-2010	01-Jun-2010	Change	Change %	Previous Week
Open	5,967.5	5,955.0	-12.5	-0.2%	5,842.0
High	6,000.0	6,015.0	15.0	0.3%	5,985.5
Low	5,938.5	5,839.0	-99.5	-1.7%	5,615.0
Close	5,967.5	5,978.5	11.0	0.2%	5,947.5
Range	61.5	176.0	114.5	186.2%	370.5
ATR	152.9	154.5	1.7	1.1%	0.0
Volume	246	880	634	257.7%	5,524

Daily Pivots for day following 01-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,472.2	6,401.3	6,075.3
R3	6,296.2	6,225.3	6,026.9
R2	6,120.2	6,120.2	6,010.8
R1	6,049.3	6,049.3	5,994.6	6,084.8
PP	5,944.2	5,944.2	5,944.2	5,961.9
S1	5,873.3	5,873.3	5,962.4	5,908.8
S2	5,768.2	5,768.2	5,946.2
S3	5,592.2	5,697.3	5,930.1
S4	5,416.2	5,521.3	5,881.7

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,960.8	6,824.7	6,151.3
R3	6,590.3	6,454.2	6,049.4
R2	6,219.8	6,219.8	6,015.4
R1	6,083.7	6,083.7	5,981.5	6,151.8
PP	5,849.3	5,849.3	5,849.3	5,883.4
S1	5,713.2	5,713.2	5,913.5	5,781.3
S2	5,478.8	5,478.8	5,879.6
S3	5,108.3	5,342.7	5,845.6
S4	4,737.8	4,972.2	5,743.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,015.0	5,710.0	305.0	5.1%	130.0	2.2%	88%	True	False	820
10	6,126.5	5,615.0	511.5	8.6%	150.6	2.5%	71%	False	False	1,057
20	6,285.0	5,593.5	691.5	11.6%	166.4	2.8%	56%	False	False	755
40	6,348.5	5,593.5	755.0	12.6%	131.2	2.2%	51%	False	False	569
60	6,348.5	5,593.5	755.0	12.6%	107.0	1.8%	51%	False	False	897
80	6,348.5	5,442.0	906.5	15.2%	97.8	1.6%	59%	False	False	717
100	6,348.5	5,419.0	929.5	15.5%	93.0	1.6%	60%	False	False	590

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,763.0
2.618	6,475.8
1.618	6,299.8
1.000	6,191.0
0.618	6,123.8
HIGH	6,015.0
0.618	5,947.8
0.500	5,927.0
0.382	5,906.2
LOW	5,839.0
0.618	5,730.2
1.000	5,663.0
1.618	5,554.2
2.618	5,378.2
4.250	5,091.0

Fisher Pivots for day following 01-Jun-2010
Pivot	1 day	3 day
R1	5,961.3	5,961.3
PP	5,944.2	5,944.2
S1	5,927.0	5,927.0

Download as Excel Spreadsheet

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

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