DAX Index Future September 2010

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

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	6,114.0	6,114.0	0.0	0.0%	5,870.0
High	6,142.0	6,228.0	86.0	1.4%	6,095.0
Low	6,079.0	6,083.0	4.0	0.1%	5,807.0
Close	6,123.0	6,179.5	56.5	0.9%	6,047.5
Range	63.0	145.0	82.0	130.2%	288.0
ATR	147.4	147.3	-0.2	-0.1%	0.0
Volume	34,450	58,533	24,083	69.9%	36,193

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,598.5	6,534.0	6,259.3
R3	6,453.5	6,389.0	6,219.4
R2	6,308.5	6,308.5	6,206.1
R1	6,244.0	6,244.0	6,192.8	6,276.3
PP	6,163.5	6,163.5	6,163.5	6,179.6
S1	6,099.0	6,099.0	6,166.2	6,131.3
S2	6,018.5	6,018.5	6,152.9
S3	5,873.5	5,954.0	6,139.6
S4	5,728.5	5,809.0	6,099.8

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,847.2	6,735.3	6,205.9
R3	6,559.2	6,447.3	6,126.7
R2	6,271.2	6,271.2	6,100.3
R1	6,159.3	6,159.3	6,073.9	6,215.3
PP	5,983.2	5,983.2	5,983.2	6,011.1
S1	5,871.3	5,871.3	6,021.1	5,927.3
S2	5,695.2	5,695.2	5,994.7
S3	5,407.2	5,583.3	5,968.3
S4	5,119.2	5,295.3	5,889.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,228.0	5,840.5	387.5	6.3%	126.6	2.0%	87%	True	False	24,537
10	6,228.0	5,807.0	421.0	6.8%	135.6	2.2%	88%	True	False	13,175
20	6,228.0	5,615.0	613.0	9.9%	143.1	2.3%	92%	True	False	7,116
40	6,348.5	5,593.5	755.0	12.2%	148.2	2.4%	78%	False	False	3,766
60	6,348.5	5,593.5	755.0	12.2%	120.4	1.9%	78%	False	False	2,672
80	6,348.5	5,536.5	812.0	13.1%	106.5	1.7%	79%	False	False	2,351
100	6,348.5	5,419.0	929.5	15.0%	100.0	1.6%	82%	False	False	1,900

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,844.3
2.618	6,607.6
1.618	6,462.6
1.000	6,373.0
0.618	6,317.6
HIGH	6,228.0
0.618	6,172.6
0.500	6,155.5
0.382	6,138.4
LOW	6,083.0
0.618	5,993.4
1.000	5,938.0
1.618	5,848.4
2.618	5,703.4
4.250	5,466.8

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	6,171.5	6,156.2
PP	6,163.5	6,132.8
S1	6,155.5	6,109.5

Download as Excel Spreadsheet

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

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