DAX Index Future December 2010

Trading Metrics calculated at close of trading on 21-Oct-2010

Day Change Summary
	Previous	Current
	20-Oct-2010	21-Oct-2010	Change	Change %	Previous Week
Open	6,499.5	6,525.0	25.5	0.4%	6,305.0
High	6,546.5	6,631.5	85.0	1.3%	6,523.5
Low	6,471.0	6,514.0	43.0	0.7%	6,230.0
Close	6,537.0	6,613.0	76.0	1.2%	6,490.5
Range	75.5	117.5	42.0	55.6%	293.5
ATR	94.8	96.4	1.6	1.7%	0.0
Volume	125,105	161,219	36,114	28.9%	354,393

Daily Pivots for day following 21-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,938.7	6,893.3	6,677.6
R3	6,821.2	6,775.8	6,645.3
R2	6,703.7	6,703.7	6,634.5
R1	6,658.3	6,658.3	6,623.8	6,681.0
PP	6,586.2	6,586.2	6,586.2	6,597.5
S1	6,540.8	6,540.8	6,602.2	6,563.5
S2	6,468.7	6,468.7	6,591.5
S3	6,351.2	6,423.3	6,580.7
S4	6,233.7	6,305.8	6,548.4

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,295.2	7,186.3	6,651.9
R3	7,001.7	6,892.8	6,571.2
R2	6,708.2	6,708.2	6,544.3
R1	6,599.3	6,599.3	6,517.4	6,653.8
PP	6,414.7	6,414.7	6,414.7	6,441.9
S1	6,305.8	6,305.8	6,463.6	6,360.3
S2	6,121.2	6,121.2	6,436.7
S3	5,827.7	6,012.3	6,409.8
S4	5,534.2	5,718.8	6,329.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,631.5	6,447.0	184.5	2.8%	91.4	1.4%	90%	True	False	81,120
10	6,631.5	6,230.0	401.5	6.1%	85.9	1.3%	95%	True	False	75,999
20	6,631.5	6,118.5	513.0	7.8%	98.8	1.5%	96%	True	False	102,209
40	6,631.5	5,830.0	801.5	12.1%	94.9	1.4%	98%	True	False	79,024
60	6,631.5	5,830.0	801.5	12.1%	93.8	1.4%	98%	True	False	52,790
80	6,631.5	5,818.0	813.5	12.3%	96.8	1.5%	98%	True	False	39,719
100	6,631.5	5,814.5	817.0	12.4%	99.6	1.5%	98%	True	False	32,307
120	6,631.5	5,625.0	1,006.5	15.2%	105.3	1.6%	98%	True	False	27,003

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.4
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	7,130.9
2.618	6,939.1
1.618	6,821.6
1.000	6,749.0
0.618	6,704.1
HIGH	6,631.5
0.618	6,586.6
0.500	6,572.8
0.382	6,558.9
LOW	6,514.0
0.618	6,441.4
1.000	6,396.5
1.618	6,323.9
2.618	6,206.4
4.250	6,014.6

Fisher Pivots for day following 21-Oct-2010
Pivot	1 day	3 day
R1	6,599.6	6,591.1
PP	6,586.2	6,569.2
S1	6,572.8	6,547.3

Download as Excel Spreadsheet

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

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