DAX Index Future June 2012

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	6,201.0	5,939.0	-262.0	-4.2%	6,345.0
High	6,201.0	6,010.0	-191.0	-3.1%	6,345.0
Low	5,985.0	5,897.0	-88.0	-1.5%	5,825.5
Close	6,017.5	5,959.0	-58.5	-1.0%	6,017.5
Range	216.0	113.0	-103.0	-47.7%	519.5
ATR	199.2	193.6	-5.6	-2.8%	0.0
Volume	27	45	18	66.7%	513

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,294.3	6,239.7	6,021.2
R3	6,181.3	6,126.7	5,990.1
R2	6,068.3	6,068.3	5,979.7
R1	6,013.7	6,013.7	5,969.4	6,041.0
PP	5,955.3	5,955.3	5,955.3	5,969.0
S1	5,900.7	5,900.7	5,948.6	5,928.0
S2	5,842.3	5,842.3	5,938.3
S3	5,729.3	5,787.7	5,927.9
S4	5,616.3	5,674.7	5,896.9

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	7,621.2	7,338.8	6,303.2
R3	7,101.7	6,819.3	6,160.4
R2	6,582.2	6,582.2	6,112.7
R1	6,299.8	6,299.8	6,065.1	6,181.3
PP	6,062.7	6,062.7	6,062.7	6,003.4
S1	5,780.3	5,780.3	5,969.9	5,661.8
S2	5,543.2	5,543.2	5,922.3
S3	5,023.7	5,260.8	5,874.6
S4	4,504.2	4,741.3	5,731.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,204.0	5,825.5	378.5	6.4%	199.8	3.4%	35%	False	False	104
10	6,471.0	5,825.5	645.5	10.8%	180.4	3.0%	21%	False	False	101
20	6,471.0	5,796.0	675.0	11.3%	158.4	2.7%	24%	False	False	103

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	18.8
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,490.3
2.618	6,305.8
1.618	6,192.8
1.000	6,123.0
0.618	6,079.8
HIGH	6,010.0
0.618	5,966.8
0.500	5,953.5
0.382	5,940.2
LOW	5,897.0
0.618	5,827.2
1.000	5,784.0
1.618	5,714.2
2.618	5,601.2
4.250	5,416.8

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	5,957.2	6,036.0
PP	5,955.3	6,010.3
S1	5,953.5	5,984.7

Download as Excel Spreadsheet

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

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