DAX Index Future December 2011

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	5,959.0	6,043.5	84.5	1.4%	5,743.5
High	6,048.0	6,091.0	43.0	0.7%	6,048.0
Low	5,895.0	5,821.0	-74.0	-1.3%	5,660.5
Close	6,009.5	5,834.5	-175.0	-2.9%	6,009.5
Range	153.0	270.0	117.0	76.5%	387.5
ATR	212.6	216.7	4.1	1.9%	0.0
Volume	161,632	184,060	22,428	13.9%	804,252

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,725.5	6,550.0	5,983.0
R3	6,455.5	6,280.0	5,908.8
R2	6,185.5	6,185.5	5,884.0
R1	6,010.0	6,010.0	5,859.3	5,962.8
PP	5,915.5	5,915.5	5,915.5	5,891.9
S1	5,740.0	5,740.0	5,809.8	5,692.8
S2	5,645.5	5,645.5	5,785.0
S3	5,375.5	5,470.0	5,760.3
S4	5,105.5	5,200.0	5,686.0

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,068.5	6,926.5	6,222.6
R3	6,681.0	6,539.0	6,116.1
R2	6,293.5	6,293.5	6,080.5
R1	6,151.5	6,151.5	6,045.0	6,222.5
PP	5,906.0	5,906.0	5,906.0	5,941.5
S1	5,764.0	5,764.0	5,974.0	5,835.0
S2	5,518.5	5,518.5	5,938.5
S3	5,131.0	5,376.5	5,902.9
S4	4,743.5	4,989.0	5,796.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,091.0	5,783.0	308.0	5.3%	185.3	3.2%	17%	True	False	168,322
10	6,091.0	5,132.0	959.0	16.4%	198.6	3.4%	73%	True	False	181,597
20	6,091.0	4,980.0	1,111.0	19.0%	212.0	3.6%	77%	True	False	190,716
40	6,091.0	4,971.0	1,120.0	19.2%	204.7	3.5%	77%	True	False	118,395
60	7,425.0	4,971.0	2,454.0	42.1%	232.0	4.0%	35%	False	False	79,249
80	7,575.5	4,971.0	2,604.5	44.6%	198.3	3.4%	33%	False	False	59,526
100	7,575.5	4,971.0	2,604.5	44.6%	178.4	3.1%	33%	False	False	48,201
120	7,680.0	4,971.0	2,709.0	46.4%	163.3	2.8%	32%	False	False	40,185

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	47.9
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	7,238.5
2.618	6,797.9
1.618	6,527.9
1.000	6,361.0
0.618	6,257.9
HIGH	6,091.0
0.618	5,987.9
0.500	5,956.0
0.382	5,924.1
LOW	5,821.0
0.618	5,654.1
1.000	5,551.0
1.618	5,384.1
2.618	5,114.1
4.250	4,673.5

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	5,956.0	5,956.0
PP	5,915.5	5,915.5
S1	5,875.0	5,875.0

Download as Excel Spreadsheet

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

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