DAX Index Future December 2012

Trading Metrics calculated at close of trading on 10-Aug-2012

Day Change Summary
	Previous	Current
	09-Aug-2012	10-Aug-2012	Change	Change %	Previous Week
Open	6,986.5	6,921.5	-65.0	-0.9%	6,869.0
High	7,000.5	6,986.0	-14.5	-0.2%	7,000.5
Low	6,908.0	6,895.0	-13.0	-0.2%	6,856.5
Close	6,961.5	6,952.0	-9.5	-0.1%	6,952.0
Range	92.5	91.0	-1.5	-1.6%	144.0
ATR	135.0	131.9	-3.1	-2.3%	0.0
Volume	731	341	-390	-53.4%	1,621

Daily Pivots for day following 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,217.3	7,175.7	7,002.1
R3	7,126.3	7,084.7	6,977.0
R2	7,035.3	7,035.3	6,968.7
R1	6,993.7	6,993.7	6,960.3	7,014.5
PP	6,944.3	6,944.3	6,944.3	6,954.8
S1	6,902.7	6,902.7	6,943.7	6,923.5
S2	6,853.3	6,853.3	6,935.3
S3	6,762.3	6,811.7	6,927.0
S4	6,671.3	6,720.7	6,902.0

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,368.3	7,304.2	7,031.2
R3	7,224.3	7,160.2	6,991.6
R2	7,080.3	7,080.3	6,978.4
R1	7,016.2	7,016.2	6,965.2	7,048.3
PP	6,936.3	6,936.3	6,936.3	6,952.4
S1	6,872.2	6,872.2	6,938.8	6,904.3
S2	6,792.3	6,792.3	6,925.6
S3	6,648.3	6,728.2	6,912.4
S4	6,504.3	6,584.2	6,872.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,000.5	6,856.5	144.0	2.1%	80.6	1.2%	66%	False	False	324
10	7,000.5	6,554.5	446.0	6.4%	121.2	1.7%	89%	False	False	401
20	7,000.5	6,320.0	680.5	9.8%	135.6	2.0%	93%	False	False	514
40	7,000.5	6,112.5	888.0	12.8%	122.3	1.8%	95%	False	False	500
60	7,000.5	5,924.0	1,076.5	15.5%	121.7	1.8%	95%	False	False	1,195
80	7,000.5	5,924.0	1,076.5	15.5%	118.0	1.7%	95%	False	False	909

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,372.8
2.618	7,224.2
1.618	7,133.2
1.000	7,077.0
0.618	7,042.2
HIGH	6,986.0
0.618	6,951.2
0.500	6,940.5
0.382	6,929.8
LOW	6,895.0
0.618	6,838.8
1.000	6,804.0
1.618	6,747.8
2.618	6,656.8
4.250	6,508.3

Fisher Pivots for day following 10-Aug-2012
Pivot	1 day	3 day
R1	6,948.2	6,950.6
PP	6,944.3	6,949.2
S1	6,940.5	6,947.8

Download as Excel Spreadsheet

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

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