DAX Index Future March 2011

Trading Metrics calculated at close of trading on 08-Nov-2010

Day Change Summary
	Previous	Current
	05-Nov-2010	08-Nov-2010	Change	Change %	Previous Week
Open	6,764.0	6,770.0	6.0	0.1%	6,680.5
High	6,801.5	6,803.5	2.0	0.0%	6,801.5
Low	6,737.0	6,756.0	19.0	0.3%	6,597.0
Close	6,772.0	6,776.5	4.5	0.1%	6,772.0
Range	64.5	47.5	-17.0	-26.4%	204.5
ATR	82.0	79.5	-2.5	-3.0%	0.0
Volume	271	345	74	27.3%	1,349

Daily Pivots for day following 08-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,921.2	6,896.3	6,802.6
R3	6,873.7	6,848.8	6,789.6
R2	6,826.2	6,826.2	6,785.2
R1	6,801.3	6,801.3	6,780.9	6,813.8
PP	6,778.7	6,778.7	6,778.7	6,784.9
S1	6,753.8	6,753.8	6,772.1	6,766.3
S2	6,731.2	6,731.2	6,767.8
S3	6,683.7	6,706.3	6,763.4
S4	6,636.2	6,658.8	6,750.4

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,337.0	7,259.0	6,884.5
R3	7,132.5	7,054.5	6,828.2
R2	6,928.0	6,928.0	6,809.5
R1	6,850.0	6,850.0	6,790.7	6,889.0
PP	6,723.5	6,723.5	6,723.5	6,743.0
S1	6,645.5	6,645.5	6,753.3	6,684.5
S2	6,519.0	6,519.0	6,734.5
S3	6,314.5	6,441.0	6,715.8
S4	6,110.0	6,236.5	6,659.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,803.5	6,622.0	181.5	2.7%	69.4	1.0%	85%	True	False	295
10	6,803.5	6,581.5	222.0	3.3%	68.7	1.0%	88%	True	False	584
20	6,803.5	6,250.0	553.5	8.2%	72.6	1.1%	95%	True	False	645
40	6,803.5	6,137.5	666.0	9.8%	81.9	1.2%	96%	True	False	1,347
60	6,803.5	5,863.5	940.0	13.9%	79.8	1.2%	97%	True	False	1,095
80	6,803.5	5,863.5	940.0	13.9%	78.2	1.2%	97%	True	False	842

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.5
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7,005.4
2.618	6,927.9
1.618	6,880.4
1.000	6,851.0
0.618	6,832.9
HIGH	6,803.5
0.618	6,785.4
0.500	6,779.8
0.382	6,774.1
LOW	6,756.0
0.618	6,726.6
1.000	6,708.5
1.618	6,679.1
2.618	6,631.6
4.250	6,554.1

Fisher Pivots for day following 08-Nov-2010
Pivot	1 day	3 day
R1	6,779.8	6,765.3
PP	6,778.7	6,754.0
S1	6,777.6	6,742.8

Download as Excel Spreadsheet

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

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