DAX Index Future December 2010

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

Day Change Summary
	Previous	Current
	30-Nov-2010	01-Dec-2010	Change	Change %	Previous Week
Open	6,728.0	6,727.0	-1.0	0.0%	6,887.5
High	6,766.5	6,889.5	123.0	1.8%	6,907.5
Low	6,660.5	6,725.0	64.5	1.0%	6,703.5
Close	6,702.0	6,863.5	161.5	2.4%	6,857.0
Range	106.0	164.5	58.5	55.2%	204.0
ATR	109.2	114.8	5.6	5.1%	0.0
Volume	216,868	197,091	-19,777	-9.1%	471,477

Daily Pivots for day following 01-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,319.5	7,256.0	6,954.0
R3	7,155.0	7,091.5	6,908.7
R2	6,990.5	6,990.5	6,893.7
R1	6,927.0	6,927.0	6,878.6	6,958.8
PP	6,826.0	6,826.0	6,826.0	6,841.9
S1	6,762.5	6,762.5	6,848.4	6,794.3
S2	6,661.5	6,661.5	6,833.3
S3	6,497.0	6,598.0	6,818.3
S4	6,332.5	6,433.5	6,773.0

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,434.7	7,349.8	6,969.2
R3	7,230.7	7,145.8	6,913.1
R2	7,026.7	7,026.7	6,894.4
R1	6,941.8	6,941.8	6,875.7	6,882.3
PP	6,822.7	6,822.7	6,822.7	6,792.9
S1	6,737.8	6,737.8	6,838.3	6,678.3
S2	6,618.7	6,618.7	6,819.6
S3	6,414.7	6,533.8	6,800.9
S4	6,210.7	6,329.8	6,744.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,910.5	6,660.5	250.0	3.6%	147.7	2.2%	81%	False	False	191,906
10	6,910.5	6,660.0	250.5	3.6%	118.5	1.7%	81%	False	False	140,007
20	6,910.5	6,608.5	302.0	4.4%	105.8	1.5%	84%	False	False	111,583
40	6,910.5	6,230.0	680.5	9.9%	91.9	1.3%	93%	False	False	102,837
60	6,910.5	6,074.5	836.0	12.2%	95.0	1.4%	94%	False	False	105,952
80	6,910.5	5,830.0	1,080.5	15.7%	95.2	1.4%	96%	False	False	79,714
100	6,910.5	5,830.0	1,080.5	15.7%	95.9	1.4%	96%	False	False	63,836
120	6,910.5	5,818.0	1,092.5	15.9%	96.6	1.4%	96%	False	False	53,520

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	25.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,588.6
2.618	7,320.2
1.618	7,155.7
1.000	7,054.0
0.618	6,991.2
HIGH	6,889.5
0.618	6,826.7
0.500	6,807.3
0.382	6,787.8
LOW	6,725.0
0.618	6,623.3
1.000	6,560.5
1.618	6,458.8
2.618	6,294.3
4.250	6,025.9

Fisher Pivots for day following 01-Dec-2010
Pivot	1 day	3 day
R1	6,844.8	6,837.5
PP	6,826.0	6,811.5
S1	6,807.3	6,785.5

Download as Excel Spreadsheet

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

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