DAX Index Future December 2011

Trading Metrics calculated at close of trading on 28-Sep-2011

Day Change Summary
	Previous	Current
	27-Sep-2011	28-Sep-2011	Change	Change %	Previous Week
Open	5,478.5	5,560.5	82.0	1.5%	5,487.0
High	5,682.0	5,711.5	29.5	0.5%	5,589.0
Low	5,478.0	5,496.0	18.0	0.3%	4,980.0
Close	5,588.0	5,510.0	-78.0	-1.4%	5,218.5
Range	204.0	215.5	11.5	5.6%	609.0
ATR	248.2	245.9	-2.3	-0.9%	0.0
Volume	212,666	191,644	-21,022	-9.9%	963,488

Daily Pivots for day following 28-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,219.0	6,080.0	5,628.5
R3	6,003.5	5,864.5	5,569.3
R2	5,788.0	5,788.0	5,549.5
R1	5,649.0	5,649.0	5,529.8	5,610.8
PP	5,572.5	5,572.5	5,572.5	5,553.4
S1	5,433.5	5,433.5	5,490.2	5,395.3
S2	5,357.0	5,357.0	5,470.5
S3	5,141.5	5,218.0	5,450.7
S4	4,926.0	5,002.5	5,391.5

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,089.5	6,763.0	5,553.5
R3	6,480.5	6,154.0	5,386.0
R2	5,871.5	5,871.5	5,330.2
R1	5,545.0	5,545.0	5,274.3	5,403.8
PP	5,262.5	5,262.5	5,262.5	5,191.9
S1	4,936.0	4,936.0	5,162.7	4,794.8
S2	4,653.5	4,653.5	5,106.9
S3	4,044.5	4,327.0	5,051.0
S4	3,435.5	3,718.0	4,883.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,711.5	4,980.0	731.5	13.3%	245.4	4.5%	72%	True	False	220,874
10	5,711.5	4,980.0	731.5	13.3%	217.9	4.0%	72%	True	False	197,652
20	5,885.0	4,971.0	914.0	16.6%	214.1	3.9%	59%	False	False	118,181
40	6,820.0	4,971.0	1,849.0	33.6%	253.0	4.6%	29%	False	False	59,667
60	7,575.5	4,971.0	2,604.5	47.3%	212.6	3.9%	21%	False	False	39,900
80	7,575.5	4,971.0	2,604.5	47.3%	184.8	3.4%	21%	False	False	30,642
100	7,593.5	4,971.0	2,622.5	47.6%	164.2	3.0%	21%	False	False	24,559
120	7,680.0	4,971.0	2,709.0	49.2%	148.4	2.7%	20%	False	False	20,477

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	37.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,627.4
2.618	6,275.7
1.618	6,060.2
1.000	5,927.0
0.618	5,844.7
HIGH	5,711.5
0.618	5,629.2
0.500	5,603.8
0.382	5,578.3
LOW	5,496.0
0.618	5,362.8
1.000	5,280.5
1.618	5,147.3
2.618	4,931.8
4.250	4,580.1

Fisher Pivots for day following 28-Sep-2011
Pivot	1 day	3 day
R1	5,603.8	5,472.8
PP	5,572.5	5,435.5
S1	5,541.3	5,398.3

Download as Excel Spreadsheet

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

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