DAX Index Future March 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	6,639.0	6,663.0	24.0	0.4%	6,492.0
High	6,677.0	6,795.0	118.0	1.8%	6,795.0
Low	6,610.0	6,639.5	29.5	0.4%	6,416.0
Close	6,670.0	6,794.0	124.0	1.9%	6,794.0
Range	67.0	155.5	88.5	132.1%	379.0
ATR	122.9	125.2	2.3	1.9%	0.0
Volume	138,124	144,273	6,149	4.5%	714,735

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,209.3	7,157.2	6,879.5
R3	7,053.8	7,001.7	6,836.8
R2	6,898.3	6,898.3	6,822.5
R1	6,846.2	6,846.2	6,808.3	6,872.3
PP	6,742.8	6,742.8	6,742.8	6,755.9
S1	6,690.7	6,690.7	6,779.7	6,716.8
S2	6,587.3	6,587.3	6,765.5
S3	6,431.8	6,535.2	6,751.2
S4	6,276.3	6,379.7	6,708.5

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,805.3	7,678.7	7,002.5
R3	7,426.3	7,299.7	6,898.2
R2	7,047.3	7,047.3	6,863.5
R1	6,920.7	6,920.7	6,828.7	6,984.0
PP	6,668.3	6,668.3	6,668.3	6,700.0
S1	6,541.7	6,541.7	6,759.3	6,605.0
S2	6,289.3	6,289.3	6,724.5
S3	5,910.3	6,162.7	6,689.8
S4	5,531.3	5,783.7	6,585.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,795.0	6,416.0	379.0	5.6%	111.6	1.6%	100%	True	False	142,947
10	6,795.0	6,338.0	457.0	6.7%	111.0	1.6%	100%	True	False	141,046
20	6,795.0	5,992.5	802.5	11.8%	110.4	1.6%	100%	True	False	145,003
40	6,795.0	5,614.5	1,180.5	17.4%	129.0	1.9%	100%	True	False	115,031
60	6,795.0	5,382.0	1,413.0	20.8%	143.4	2.1%	100%	True	False	77,088
80	6,795.0	5,382.0	1,413.0	20.8%	158.3	2.3%	100%	True	False	57,952
100	6,795.0	5,001.0	1,794.0	26.4%	165.8	2.4%	100%	True	False	46,758
120	6,795.0	4,988.0	1,807.0	26.6%	169.9	2.5%	100%	True	False	39,367

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	25.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,455.9
2.618	7,202.1
1.618	7,046.6
1.000	6,950.5
0.618	6,891.1
HIGH	6,795.0
0.618	6,735.6
0.500	6,717.3
0.382	6,698.9
LOW	6,639.5
0.618	6,543.4
1.000	6,484.0
1.618	6,387.9
2.618	6,232.4
4.250	5,978.6

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	6,768.4	6,739.4
PP	6,742.8	6,684.8
S1	6,717.3	6,630.3

Download as Excel Spreadsheet

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

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