DAX Index Future September 2011

Trading Metrics calculated at close of trading on 18-May-2011

Day Change Summary
	Previous	Current
	17-May-2011	18-May-2011	Change	Change %	Previous Week
Open	7,385.0	7,360.5	-24.5	-0.3%	7,490.5
High	7,390.0	7,370.0	-20.0	-0.3%	7,604.0
Low	7,279.5	7,300.0	20.5	0.3%	7,385.5
Close	7,304.5	7,338.0	33.5	0.5%	7,436.0
Range	110.5	70.0	-40.5	-36.7%	218.5
ATR	115.3	112.1	-3.2	-2.8%	0.0
Volume	946	690	-256	-27.1%	1,604

Daily Pivots for day following 18-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,546.0	7,512.0	7,376.5
R3	7,476.0	7,442.0	7,357.3
R2	7,406.0	7,406.0	7,350.8
R1	7,372.0	7,372.0	7,344.4	7,354.0
PP	7,336.0	7,336.0	7,336.0	7,327.0
S1	7,302.0	7,302.0	7,331.6	7,284.0
S2	7,266.0	7,266.0	7,325.2
S3	7,196.0	7,232.0	7,318.8
S4	7,126.0	7,162.0	7,299.5

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,130.7	8,001.8	7,556.2
R3	7,912.2	7,783.3	7,496.1
R2	7,693.7	7,693.7	7,476.1
R1	7,564.8	7,564.8	7,456.0	7,520.0
PP	7,475.2	7,475.2	7,475.2	7,452.8
S1	7,346.3	7,346.3	7,416.0	7,301.5
S2	7,256.7	7,256.7	7,395.9
S3	7,038.2	7,127.8	7,375.9
S4	6,819.7	6,909.3	7,315.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,540.0	7,279.5	260.5	3.6%	115.4	1.6%	22%	False	False	626
10	7,604.0	7,279.5	324.5	4.4%	117.1	1.6%	18%	False	False	469
20	7,650.0	7,070.0	580.0	7.9%	103.5	1.4%	46%	False	False	451
40	7,650.0	6,765.5	884.5	12.1%	90.4	1.2%	65%	False	False	336
60	7,650.0	6,486.5	1,163.5	15.9%	98.4	1.3%	73%	False	False	1,203
80	7,650.0	6,486.5	1,163.5	15.9%	84.9	1.2%	73%	False	False	921

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.9
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7,667.5
2.618	7,553.3
1.618	7,483.3
1.000	7,440.0
0.618	7,413.3
HIGH	7,370.0
0.618	7,343.3
0.500	7,335.0
0.382	7,326.7
LOW	7,300.0
0.618	7,256.7
1.000	7,230.0
1.618	7,186.7
2.618	7,116.7
4.250	7,002.5

Fisher Pivots for day following 18-May-2011
Pivot	1 day	3 day
R1	7,337.0	7,357.3
PP	7,336.0	7,350.8
S1	7,335.0	7,344.4

Download as Excel Spreadsheet

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

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