DAX Index Future September 2011

Trading Metrics calculated at close of trading on 24-May-2011

Day Change Summary
	Previous	Current
	23-May-2011	24-May-2011	Change	Change %	Previous Week
Open	7,242.0	7,158.5	-83.5	-1.2%	7,388.0
High	7,242.0	7,225.0	-17.0	-0.2%	7,450.0
Low	7,131.0	7,148.5	17.5	0.2%	7,267.5
Close	7,162.0	7,173.5	11.5	0.2%	7,296.0
Range	111.0	76.5	-34.5	-31.1%	182.5
ATR	119.9	116.8	-3.1	-2.6%	0.0
Volume	879	1,757	878	99.9%	4,134

Daily Pivots for day following 24-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,411.8	7,369.2	7,215.6
R3	7,335.3	7,292.7	7,194.5
R2	7,258.8	7,258.8	7,187.5
R1	7,216.2	7,216.2	7,180.5	7,237.5
PP	7,182.3	7,182.3	7,182.3	7,193.0
S1	7,139.7	7,139.7	7,166.5	7,161.0
S2	7,105.8	7,105.8	7,159.5
S3	7,029.3	7,063.2	7,152.5
S4	6,952.8	6,986.7	7,131.4

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,885.3	7,773.2	7,396.4
R3	7,702.8	7,590.7	7,346.2
R2	7,520.3	7,520.3	7,329.5
R1	7,408.2	7,408.2	7,312.7	7,373.0
PP	7,337.8	7,337.8	7,337.8	7,320.3
S1	7,225.7	7,225.7	7,279.3	7,190.5
S2	7,155.3	7,155.3	7,262.5
S3	6,972.8	7,043.2	7,245.8
S4	6,790.3	6,860.7	7,195.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,450.0	7,131.0	319.0	4.4%	105.8	1.5%	13%	False	False	1,032
10	7,604.0	7,131.0	473.0	6.6%	116.4	1.6%	9%	False	False	773
20	7,650.0	7,131.0	519.0	7.2%	109.6	1.5%	8%	False	False	577
40	7,650.0	6,919.5	730.5	10.2%	92.3	1.3%	35%	False	False	419
60	7,650.0	6,486.5	1,163.5	16.2%	101.0	1.4%	59%	False	False	1,272
80	7,650.0	6,486.5	1,163.5	16.2%	88.1	1.2%	59%	False	False	971
100	7,650.0	6,486.5	1,163.5	16.2%	81.0	1.1%	59%	False	False	789

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	21.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,550.1
2.618	7,425.3
1.618	7,348.8
1.000	7,301.5
0.618	7,272.3
HIGH	7,225.0
0.618	7,195.8
0.500	7,186.8
0.382	7,177.7
LOW	7,148.5
0.618	7,101.2
1.000	7,072.0
1.618	7,024.7
2.618	6,948.2
4.250	6,823.4

Fisher Pivots for day following 24-May-2011
Pivot	1 day	3 day
R1	7,186.8	7,285.5
PP	7,182.3	7,248.2
S1	7,177.9	7,210.8

Download as Excel Spreadsheet

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

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