DAX Index Future June 2011

Trading Metrics calculated at close of trading on 20-Dec-2010

Day Change Summary
	Previous	Current
	17-Dec-2010	20-Dec-2010	Change	Change %	Previous Week
Open	7,074.5	7,028.5	-46.0	-0.7%	7,065.0
High	7,083.5	7,109.0	25.5	0.4%	7,083.5
Low	7,030.0	7,028.5	-1.5	0.0%	7,004.0
Close	7,033.0	7,060.5	27.5	0.4%	7,033.0
Range	53.5	80.5	27.0	50.5%	79.5
ATR	74.6	75.0	0.4	0.6%	0.0
Volume	3,513	135	-3,378	-96.2%	27,825

Daily Pivots for day following 20-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,307.5	7,264.5	7,104.8
R3	7,227.0	7,184.0	7,082.6
R2	7,146.5	7,146.5	7,075.3
R1	7,103.5	7,103.5	7,067.9	7,125.0
PP	7,066.0	7,066.0	7,066.0	7,076.8
S1	7,023.0	7,023.0	7,053.1	7,044.5
S2	6,985.5	6,985.5	7,045.7
S3	6,905.0	6,942.5	7,038.4
S4	6,824.5	6,862.0	7,016.2

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	7,278.7	7,235.3	7,076.7
R3	7,199.2	7,155.8	7,054.9
R2	7,119.7	7,119.7	7,047.6
R1	7,076.3	7,076.3	7,040.3	7,058.3
PP	7,040.2	7,040.2	7,040.2	7,031.1
S1	6,996.8	6,996.8	7,025.7	6,978.8
S2	6,960.7	6,960.7	7,018.4
S3	6,881.2	6,917.3	7,011.1
S4	6,801.7	6,837.8	6,989.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,109.0	7,004.0	105.0	1.5%	53.4	0.8%	54%	True	False	5,203
10	7,109.0	6,984.0	125.0	1.8%	53.5	0.8%	61%	True	False	3,366
20	7,109.0	6,700.0	409.0	5.8%	79.3	1.1%	88%	True	False	1,842
40	7,109.0	6,606.0	503.0	7.1%	72.4	1.0%	90%	True	False	1,039
60	7,109.0	6,158.0	951.0	13.5%	69.7	1.0%	95%	True	False	779

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.8
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	7,451.1
2.618	7,319.7
1.618	7,239.2
1.000	7,189.5
0.618	7,158.7
HIGH	7,109.0
0.618	7,078.2
0.500	7,068.8
0.382	7,059.3
LOW	7,028.5
0.618	6,978.8
1.000	6,948.0
1.618	6,898.3
2.618	6,817.8
4.250	6,686.4

Fisher Pivots for day following 20-Dec-2010
Pivot	1 day	3 day
R1	7,068.8	7,068.8
PP	7,066.0	7,066.0
S1	7,063.3	7,063.3

Download as Excel Spreadsheet

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

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