DAX Index Future December 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	6,705.0	6,743.0	38.0	0.6%	6,556.0
High	6,775.5	6,778.0	2.5	0.0%	6,778.0
Low	6,704.0	6,625.0	-79.0	-1.2%	6,518.0
Close	6,754.0	6,634.0	-120.0	-1.8%	6,634.0
Range	71.5	153.0	81.5	114.0%	260.0
ATR	111.9	114.9	2.9	2.6%	0.0
Volume	303	2,419	2,116	698.3%	3,532

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,138.0	7,039.0	6,718.2
R3	6,985.0	6,886.0	6,676.1
R2	6,832.0	6,832.0	6,662.1
R1	6,733.0	6,733.0	6,648.0	6,706.0
PP	6,679.0	6,679.0	6,679.0	6,665.5
S1	6,580.0	6,580.0	6,620.0	6,553.0
S2	6,526.0	6,526.0	6,606.0
S3	6,373.0	6,427.0	6,591.9
S4	6,220.0	6,274.0	6,549.9

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,423.3	7,288.7	6,777.0
R3	7,163.3	7,028.7	6,705.5
R2	6,903.3	6,903.3	6,681.7
R1	6,768.7	6,768.7	6,657.8	6,836.0
PP	6,643.3	6,643.3	6,643.3	6,677.0
S1	6,508.7	6,508.7	6,610.2	6,576.0
S2	6,383.3	6,383.3	6,586.3
S3	6,123.3	6,248.7	6,562.5
S4	5,863.3	5,988.7	6,491.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,778.0	6,518.0	260.0	3.9%	96.2	1.5%	45%	True	False	706
10	6,778.0	6,361.0	417.0	6.3%	94.3	1.4%	65%	True	False	532
20	6,778.0	6,112.5	665.5	10.0%	105.0	1.6%	78%	True	False	535
40	6,778.0	5,924.0	854.0	12.9%	114.4	1.7%	83%	True	False	1,579
60	6,865.5	5,924.0	941.5	14.2%	112.2	1.7%	75%	False	False	1,097
80	7,099.5	5,924.0	1,175.5	17.7%	109.9	1.7%	60%	False	False	833

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	20.1
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	7,428.3
2.618	7,178.6
1.618	7,025.6
1.000	6,931.0
0.618	6,872.6
HIGH	6,778.0
0.618	6,719.6
0.500	6,701.5
0.382	6,683.4
LOW	6,625.0
0.618	6,530.4
1.000	6,472.0
1.618	6,377.4
2.618	6,224.4
4.250	5,974.8

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	6,701.5	6,679.5
PP	6,679.0	6,664.3
S1	6,656.5	6,649.2

Download as Excel Spreadsheet

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

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