DAX Index Future June 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	7,351.0	7,346.0	-5.0	-0.1%	7,255.0
High	7,380.5	7,422.0	41.5	0.6%	7,422.0
Low	7,300.0	7,310.0	10.0	0.1%	7,243.0
Close	7,363.0	7,408.5	45.5	0.6%	7,408.5
Range	80.5	112.0	31.5	39.1%	179.0
ATR	71.5	74.4	2.9	4.0%	0.0
Volume	770	2,236	1,466	190.4%	4,616

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,716.2	7,674.3	7,470.1
R3	7,604.2	7,562.3	7,439.3
R2	7,492.2	7,492.2	7,429.0
R1	7,450.3	7,450.3	7,418.8	7,471.3
PP	7,380.2	7,380.2	7,380.2	7,390.6
S1	7,338.3	7,338.3	7,398.2	7,359.3
S2	7,268.2	7,268.2	7,388.0
S3	7,156.2	7,226.3	7,377.7
S4	7,044.2	7,114.3	7,346.9

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,894.8	7,830.7	7,507.0
R3	7,715.8	7,651.7	7,457.7
R2	7,536.8	7,536.8	7,441.3
R1	7,472.7	7,472.7	7,424.9	7,504.8
PP	7,357.8	7,357.8	7,357.8	7,373.9
S1	7,293.7	7,293.7	7,392.1	7,325.8
S2	7,178.8	7,178.8	7,375.7
S3	6,999.8	7,114.7	7,359.3
S4	6,820.8	6,935.7	7,310.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,422.0	7,243.0	179.0	2.4%	71.6	1.0%	92%	True	False	923
10	7,422.0	7,070.0	352.0	4.8%	67.3	0.9%	96%	True	False	659
20	7,422.0	7,040.0	382.0	5.2%	68.3	0.9%	96%	True	False	544
40	7,422.0	6,867.5	554.5	7.5%	68.3	0.9%	98%	True	False	667
60	7,422.0	6,700.0	722.0	9.7%	73.0	1.0%	98%	True	False	904
80	7,422.0	6,602.5	819.5	11.1%	69.7	0.9%	98%	True	False	736
100	7,422.0	6,158.0	1,264.0	17.1%	70.0	0.9%	99%	True	False	644

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.9
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	7,898.0
2.618	7,715.2
1.618	7,603.2
1.000	7,534.0
0.618	7,491.2
HIGH	7,422.0
0.618	7,379.2
0.500	7,366.0
0.382	7,352.8
LOW	7,310.0
0.618	7,240.8
1.000	7,198.0
1.618	7,128.8
2.618	7,016.8
4.250	6,834.0

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	7,394.3	7,392.7
PP	7,380.2	7,376.8
S1	7,366.0	7,361.0

Download as Excel Spreadsheet

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

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