DAX Index Future June 2012

Trading Metrics calculated at close of trading on 26-Jan-2012

Day Change Summary
	Previous	Current
	25-Jan-2012	26-Jan-2012	Change	Change %	Previous Week
Open	6,472.0	6,475.0	3.0	0.0%	6,117.5
High	6,487.0	6,575.0	88.0	1.4%	6,443.0
Low	6,384.0	6,447.0	63.0	1.0%	6,117.5
Close	6,432.5	6,555.0	122.5	1.9%	6,426.0
Range	103.0	128.0	25.0	24.3%	325.5
ATR	113.3	115.4	2.1	1.8%	0.0
Volume	204	292	88	43.1%	1,714

Daily Pivots for day following 26-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,909.7	6,860.3	6,625.4
R3	6,781.7	6,732.3	6,590.2
R2	6,653.7	6,653.7	6,578.5
R1	6,604.3	6,604.3	6,566.7	6,629.0
PP	6,525.7	6,525.7	6,525.7	6,538.0
S1	6,476.3	6,476.3	6,543.3	6,501.0
S2	6,397.7	6,397.7	6,531.5
S3	6,269.7	6,348.3	6,519.8
S4	6,141.7	6,220.3	6,484.6

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,305.3	7,191.2	6,605.0
R3	6,979.8	6,865.7	6,515.5
R2	6,654.3	6,654.3	6,485.7
R1	6,540.2	6,540.2	6,455.8	6,597.3
PP	6,328.8	6,328.8	6,328.8	6,357.4
S1	6,214.7	6,214.7	6,396.2	6,271.8
S2	6,003.3	6,003.3	6,366.3
S3	5,677.8	5,889.2	6,336.5
S4	5,352.3	5,563.7	6,247.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,575.0	6,358.0	217.0	3.3%	94.0	1.4%	91%	True	False	326
10	6,575.0	6,096.5	478.5	7.3%	100.1	1.5%	96%	True	False	309
20	6,575.0	5,852.5	722.5	11.0%	97.9	1.5%	97%	True	False	381
40	6,575.0	5,641.5	933.5	14.2%	119.1	1.8%	98%	True	False	1,378
60	6,575.0	5,409.0	1,166.0	17.8%	138.0	2.1%	98%	True	False	973
80	6,575.0	5,409.0	1,166.0	17.8%	140.4	2.1%	98%	True	False	753

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.4
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7,119.0
2.618	6,910.1
1.618	6,782.1
1.000	6,703.0
0.618	6,654.1
HIGH	6,575.0
0.618	6,526.1
0.500	6,511.0
0.382	6,495.9
LOW	6,447.0
0.618	6,367.9
1.000	6,319.0
1.618	6,239.9
2.618	6,111.9
4.250	5,903.0

Fisher Pivots for day following 26-Jan-2012
Pivot	1 day	3 day
R1	6,540.3	6,525.5
PP	6,525.7	6,496.0
S1	6,511.0	6,466.5

Download as Excel Spreadsheet

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

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