DAX Index Future September 2012

Trading Metrics calculated at close of trading on 24-May-2012

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	6,350.0	6,352.5	2.5	0.0%	6,522.0
High	6,378.5	6,356.0	-22.5	-0.4%	6,526.5
Low	6,266.0	6,250.0	-16.0	-0.3%	6,227.5
Close	6,289.5	6,327.5	38.0	0.6%	6,280.5
Range	112.5	106.0	-6.5	-5.8%	299.0
ATR	141.2	138.7	-2.5	-1.8%	0.0
Volume	657	4,074	3,417	520.1%	1,985

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,629.2	6,584.3	6,385.8
R3	6,523.2	6,478.3	6,356.7
R2	6,417.2	6,417.2	6,346.9
R1	6,372.3	6,372.3	6,337.2	6,341.8
PP	6,311.2	6,311.2	6,311.2	6,295.9
S1	6,266.3	6,266.3	6,317.8	6,235.8
S2	6,205.2	6,205.2	6,308.1
S3	6,099.2	6,160.3	6,298.4
S4	5,993.2	6,054.3	6,269.2

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,241.8	7,060.2	6,445.0
R3	6,942.8	6,761.2	6,362.7
R2	6,643.8	6,643.8	6,335.3
R1	6,462.2	6,462.2	6,307.9	6,403.5
PP	6,344.8	6,344.8	6,344.8	6,315.5
S1	6,163.2	6,163.2	6,253.1	6,104.5
S2	6,045.8	6,045.8	6,225.7
S3	5,746.8	5,864.2	6,198.3
S4	5,447.8	5,565.2	6,116.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,450.5	6,227.5	223.0	3.5%	107.1	1.7%	45%	False	False	1,541
10	6,599.0	6,227.5	371.5	5.9%	122.0	1.9%	27%	False	False	965
20	6,885.0	6,227.5	657.5	10.4%	135.5	2.1%	15%	False	False	636
40	7,175.0	6,227.5	947.5	15.0%	136.4	2.2%	11%	False	False	420
60	7,217.5	6,227.5	990.0	15.6%	121.2	1.9%	10%	False	False	976
80	7,217.5	6,227.5	990.0	15.6%	108.1	1.7%	10%	False	False	747
100	7,217.5	6,049.0	1,168.5	18.5%	97.7	1.5%	24%	False	False	603

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,806.5
2.618	6,633.5
1.618	6,527.5
1.000	6,462.0
0.618	6,421.5
HIGH	6,356.0
0.618	6,315.5
0.500	6,303.0
0.382	6,290.5
LOW	6,250.0
0.618	6,184.5
1.000	6,144.0
1.618	6,078.5
2.618	5,972.5
4.250	5,799.5

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	6,319.3	6,350.3
PP	6,311.2	6,342.7
S1	6,303.0	6,335.1

Download as Excel Spreadsheet

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

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