DAX Index Future December 2011

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	5,653.0	5,743.5	90.5	1.6%	5,356.0
High	5,759.0	5,884.5	125.5	2.2%	5,759.0
Low	5,613.5	5,660.5	47.0	0.8%	5,132.0
Close	5,681.5	5,877.5	196.0	3.4%	5,681.5
Range	145.5	224.0	78.5	54.0%	627.0
ATR	229.6	229.2	-0.4	-0.2%	0.0
Volume	171,759	146,700	-25,059	-14.6%	1,005,409

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,479.5	6,402.5	6,000.7
R3	6,255.5	6,178.5	5,939.1
R2	6,031.5	6,031.5	5,918.6
R1	5,954.5	5,954.5	5,898.0	5,993.0
PP	5,807.5	5,807.5	5,807.5	5,826.8
S1	5,730.5	5,730.5	5,857.0	5,769.0
S2	5,583.5	5,583.5	5,836.4
S3	5,359.5	5,506.5	5,815.9
S4	5,135.5	5,282.5	5,754.3

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,405.2	7,170.3	6,026.4
R3	6,778.2	6,543.3	5,853.9
R2	6,151.2	6,151.2	5,796.5
R1	5,916.3	5,916.3	5,739.0	6,033.8
PP	5,524.2	5,524.2	5,524.2	5,582.9
S1	5,289.3	5,289.3	5,624.0	5,406.8
S2	4,897.2	4,897.2	5,566.6
S3	4,270.2	4,662.3	5,509.1
S4	3,643.2	4,035.3	5,336.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,884.5	5,132.0	752.5	12.8%	211.9	3.6%	99%	True	False	194,873
10	5,884.5	5,132.0	752.5	12.8%	204.6	3.5%	99%	True	False	192,830
20	5,884.5	4,972.5	912.0	15.5%	222.2	3.8%	99%	True	False	189,355
40	6,126.5	4,971.0	1,155.5	19.7%	206.0	3.5%	78%	False	False	97,458
60	7,425.0	4,971.0	2,454.0	41.8%	224.5	3.8%	37%	False	False	65,247
80	7,575.5	4,971.0	2,604.5	44.3%	193.8	3.3%	35%	False	False	49,023
100	7,575.5	4,971.0	2,604.5	44.3%	172.8	2.9%	35%	False	False	39,789
120	7,680.0	4,971.0	2,709.0	46.1%	158.3	2.7%	33%	False	False	33,174

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	42.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,836.5
2.618	6,470.9
1.618	6,246.9
1.000	6,108.5
0.618	6,022.9
HIGH	5,884.5
0.618	5,798.9
0.500	5,772.5
0.382	5,746.1
LOW	5,660.5
0.618	5,522.1
1.000	5,436.5
1.618	5,298.1
2.618	5,074.1
4.250	4,708.5

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	5,842.5	5,809.8
PP	5,807.5	5,742.0
S1	5,772.5	5,674.3

Download as Excel Spreadsheet

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

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