DAX Index Future December 2011

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

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	5,966.0	5,858.0	-108.0	-1.8%	5,941.0
High	6,025.0	5,913.5	-111.5	-1.9%	6,290.0
Low	5,900.0	5,575.0	-325.0	-5.5%	5,517.5
Close	5,974.5	5,612.5	-362.0	-6.1%	6,012.0
Range	125.0	338.5	213.5	170.8%	772.5
ATR	254.9	265.2	10.3	4.1%	0.0
Volume	512	1,428	916	178.9%	7,597

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,715.8	6,502.7	5,798.7
R3	6,377.3	6,164.2	5,705.6
R2	6,038.8	6,038.8	5,674.6
R1	5,825.7	5,825.7	5,643.5	5,763.0
PP	5,700.3	5,700.3	5,700.3	5,669.0
S1	5,487.2	5,487.2	5,581.5	5,424.5
S2	5,361.8	5,361.8	5,550.4
S3	5,023.3	5,148.7	5,519.4
S4	4,684.8	4,810.2	5,426.3

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,257.3	7,907.2	6,436.9
R3	7,484.8	7,134.7	6,224.4
R2	6,712.3	6,712.3	6,153.6
R1	6,362.2	6,362.2	6,082.8	6,537.3
PP	5,939.8	5,939.8	5,939.8	6,027.4
S1	5,589.7	5,589.7	5,941.2	5,764.8
S2	5,167.3	5,167.3	5,870.4
S3	4,394.8	4,817.2	5,799.6
S4	3,622.3	4,044.7	5,587.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,126.5	5,575.0	551.5	9.8%	224.7	4.0%	7%	False	True	757
10	6,470.0	5,517.5	952.5	17.0%	352.3	6.3%	10%	False	False	1,298
20	7,425.0	5,517.5	1,907.5	34.0%	278.4	5.0%	5%	False	False	918
40	7,575.5	5,517.5	2,058.0	36.7%	190.4	3.4%	5%	False	False	636
60	7,575.5	5,517.5	2,058.0	36.7%	157.2	2.8%	5%	False	False	1,387
80	7,680.0	5,517.5	2,162.5	38.5%	140.3	2.5%	4%	False	False	1,066
100	7,680.0	5,517.5	2,162.5	38.5%	121.3	2.2%	4%	False	False	865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	122.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7,352.1
2.618	6,799.7
1.618	6,461.2
1.000	6,252.0
0.618	6,122.7
HIGH	5,913.5
0.618	5,784.2
0.500	5,744.3
0.382	5,704.3
LOW	5,575.0
0.618	5,365.8
1.000	5,236.5
1.618	5,027.3
2.618	4,688.8
4.250	4,136.4

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	5,744.3	5,817.3
PP	5,700.3	5,749.0
S1	5,656.4	5,680.8

Download as Excel Spreadsheet

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

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