DAX Index Future December 2010

Trading Metrics calculated at close of trading on 22-Nov-2010

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	6,845.0	6,887.5	42.5	0.6%	6,710.0
High	6,873.0	6,907.5	34.5	0.5%	6,873.0
Low	6,798.5	6,797.0	-1.5	0.0%	6,654.5
Close	6,844.0	6,829.0	-15.0	-0.2%	6,844.0
Range	74.5	110.5	36.0	48.3%	218.5
ATR	94.4	95.5	1.2	1.2%	0.0
Volume	0	159,143	159,143		427,648

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,176.0	7,113.0	6,889.8
R3	7,065.5	7,002.5	6,859.4
R2	6,955.0	6,955.0	6,849.3
R1	6,892.0	6,892.0	6,839.1	6,868.3
PP	6,844.5	6,844.5	6,844.5	6,832.6
S1	6,781.5	6,781.5	6,818.9	6,757.8
S2	6,734.0	6,734.0	6,808.7
S3	6,623.5	6,671.0	6,798.6
S4	6,513.0	6,560.5	6,768.2

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,446.0	7,363.5	6,964.2
R3	7,227.5	7,145.0	6,904.1
R2	7,009.0	7,009.0	6,884.1
R1	6,926.5	6,926.5	6,864.0	6,967.8
PP	6,790.5	6,790.5	6,790.5	6,811.1
S1	6,708.0	6,708.0	6,824.0	6,749.3
S2	6,572.0	6,572.0	6,803.9
S3	6,353.5	6,489.5	6,783.9
S4	6,135.0	6,271.0	6,723.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,907.5	6,654.5	253.0	3.7%	89.3	1.3%	69%	True	False	88,108
10	6,907.5	6,625.5	282.0	4.1%	96.4	1.4%	72%	True	False	100,224
20	6,907.5	6,562.5	345.0	5.1%	86.6	1.3%	77%	True	False	102,581
40	6,907.5	6,118.5	789.0	11.6%	89.1	1.3%	90%	True	False	100,674
60	6,907.5	5,830.0	1,077.5	15.8%	89.8	1.3%	93%	True	False	90,167
80	6,907.5	5,830.0	1,077.5	15.8%	90.2	1.3%	93%	True	False	67,738
100	6,907.5	5,830.0	1,077.5	15.8%	93.8	1.4%	93%	True	False	54,289
120	6,907.5	5,814.5	1,093.0	16.0%	95.7	1.4%	93%	True	False	45,674

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,377.1
2.618	7,196.8
1.618	7,086.3
1.000	7,018.0
0.618	6,975.8
HIGH	6,907.5
0.618	6,865.3
0.500	6,852.3
0.382	6,839.2
LOW	6,797.0
0.618	6,728.7
1.000	6,686.5
1.618	6,618.2
2.618	6,507.7
4.250	6,327.4

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	6,852.3	6,833.5
PP	6,844.5	6,832.0
S1	6,836.8	6,830.5

Download as Excel Spreadsheet

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

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