DAX Index Future December 2012

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

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	7,175.0	7,211.5	36.5	0.5%	6,996.0
High	7,251.0	7,236.5	-14.5	-0.2%	7,251.0
Low	7,175.0	7,189.5	14.5	0.2%	6,898.0
Close	7,225.0	7,218.5	-6.5	-0.1%	7,225.0
Range	76.0	47.0	-29.0	-38.2%	353.0
ATR	110.6	106.0	-4.5	-4.1%	0.0
Volume	2,644	20,807	18,163	687.0%	22,914

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,355.8	7,334.2	7,244.4
R3	7,308.8	7,287.2	7,231.4
R2	7,261.8	7,261.8	7,227.1
R1	7,240.2	7,240.2	7,222.8	7,251.0
PP	7,214.8	7,214.8	7,214.8	7,220.3
S1	7,193.2	7,193.2	7,214.2	7,204.0
S2	7,167.8	7,167.8	7,209.9
S3	7,120.8	7,146.2	7,205.6
S4	7,073.8	7,099.2	7,192.7

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,183.7	8,057.3	7,419.2
R3	7,830.7	7,704.3	7,322.1
R2	7,477.7	7,477.7	7,289.7
R1	7,351.3	7,351.3	7,257.4	7,414.5
PP	7,124.7	7,124.7	7,124.7	7,156.3
S1	6,998.3	6,998.3	7,192.6	7,061.5
S2	6,771.7	6,771.7	7,160.3
S3	6,418.7	6,645.3	7,127.9
S4	6,065.7	6,292.3	7,030.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,251.0	6,898.0	353.0	4.9%	102.5	1.4%	91%	False	False	8,744
10	7,251.0	6,875.0	376.0	5.2%	96.3	1.3%	91%	False	False	4,766
20	7,251.0	6,875.0	376.0	5.2%	86.7	1.2%	91%	False	False	2,518
40	7,251.0	6,320.0	931.0	12.9%	111.1	1.5%	97%	False	False	1,516
60	7,251.0	6,112.5	1,138.5	15.8%	110.4	1.5%	97%	False	False	1,172
80	7,251.0	5,924.0	1,327.0	18.4%	113.0	1.6%	98%	False	False	1,526
100	7,251.0	5,924.0	1,327.0	18.4%	111.8	1.5%	98%	False	False	1,230

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.9
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	7,436.3
2.618	7,359.5
1.618	7,312.5
1.000	7,283.5
0.618	7,265.5
HIGH	7,236.5
0.618	7,218.5
0.500	7,213.0
0.382	7,207.5
LOW	7,189.5
0.618	7,160.5
1.000	7,142.5
1.618	7,113.5
2.618	7,066.5
4.250	6,989.8

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	7,216.7	7,184.7
PP	7,214.8	7,150.8
S1	7,213.0	7,117.0

Download as Excel Spreadsheet

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

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