DAX Index Future December 2012

Trading Metrics calculated at close of trading on 30-Jul-2012

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	6,609.0	6,757.5	148.5	2.2%	6,592.0
High	6,814.0	6,796.0	-18.0	-0.3%	6,814.0
Low	6,520.0	6,703.0	183.0	2.8%	6,320.0
Close	6,682.0	6,782.0	100.0	1.5%	6,682.0
Range	294.0	93.0	-201.0	-68.4%	494.0
ATR	145.9	143.7	-2.3	-1.6%	0.0
Volume	309	383	74	23.9%	2,743

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,039.3	7,003.7	6,833.2
R3	6,946.3	6,910.7	6,807.6
R2	6,853.3	6,853.3	6,799.1
R1	6,817.7	6,817.7	6,790.5	6,835.5
PP	6,760.3	6,760.3	6,760.3	6,769.3
S1	6,724.7	6,724.7	6,773.5	6,742.5
S2	6,667.3	6,667.3	6,765.0
S3	6,574.3	6,631.7	6,756.4
S4	6,481.3	6,538.7	6,730.9

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,087.3	7,878.7	6,953.7
R3	7,593.3	7,384.7	6,817.9
R2	7,099.3	7,099.3	6,772.6
R1	6,890.7	6,890.7	6,727.3	6,995.0
PP	6,605.3	6,605.3	6,605.3	6,657.5
S1	6,396.7	6,396.7	6,636.7	6,501.0
S2	6,111.3	6,111.3	6,591.4
S3	5,617.3	5,902.7	6,546.2
S4	5,123.3	5,408.7	6,410.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,814.0	6,320.0	494.0	7.3%	179.4	2.6%	94%	False	False	535
10	6,814.0	6,320.0	494.0	7.3%	153.1	2.3%	94%	False	False	650
20	6,814.0	6,320.0	494.0	7.3%	123.5	1.8%	94%	False	False	585
40	6,814.0	5,924.0	890.0	13.1%	123.0	1.8%	96%	False	False	1,602
60	6,814.0	5,924.0	890.0	13.1%	120.0	1.8%	96%	False	False	1,147
80	6,865.5	5,924.0	941.5	13.9%	116.2	1.7%	91%	False	False	870

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.8
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	7,191.3
2.618	7,039.5
1.618	6,946.5
1.000	6,889.0
0.618	6,853.5
HIGH	6,796.0
0.618	6,760.5
0.500	6,749.5
0.382	6,738.5
LOW	6,703.0
0.618	6,645.5
1.000	6,610.0
1.618	6,552.5
2.618	6,459.5
4.250	6,307.8

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	6,771.2	6,713.3
PP	6,760.3	6,644.5
S1	6,749.5	6,575.8

Download as Excel Spreadsheet

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

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