DAX Index Future December 2012

Trading Metrics calculated at close of trading on 06-Nov-2012

Day Change Summary
	Previous	Current
	05-Nov-2012	06-Nov-2012	Change	Change %	Previous Week
Open	7,322.5	7,356.5	34.0	0.5%	7,227.0
High	7,355.0	7,420.0	65.0	0.9%	7,392.5
Low	7,306.0	7,320.0	14.0	0.2%	7,172.5
Close	7,328.0	7,375.5	47.5	0.6%	7,360.5
Range	49.0	100.0	51.0	104.1%	220.0
ATR	93.9	94.4	0.4	0.5%	0.0
Volume	99,091	99,091	0	0.0%	515,465

Daily Pivots for day following 06-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,671.8	7,623.7	7,430.5
R3	7,571.8	7,523.7	7,403.0
R2	7,471.8	7,471.8	7,393.8
R1	7,423.7	7,423.7	7,384.7	7,447.8
PP	7,371.8	7,371.8	7,371.8	7,383.9
S1	7,323.7	7,323.7	7,366.3	7,347.8
S2	7,271.8	7,271.8	7,357.2
S3	7,171.8	7,223.7	7,348.0
S4	7,071.8	7,123.7	7,320.5

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,968.5	7,884.5	7,481.5
R3	7,748.5	7,664.5	7,421.0
R2	7,528.5	7,528.5	7,400.8
R1	7,444.5	7,444.5	7,380.7	7,486.5
PP	7,308.5	7,308.5	7,308.5	7,329.5
S1	7,224.5	7,224.5	7,340.3	7,266.5
S2	7,088.5	7,088.5	7,320.2
S3	6,868.5	7,004.5	7,300.0
S4	6,648.5	6,784.5	7,239.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,420.0	7,246.0	174.0	2.4%	87.1	1.2%	74%	True	False	107,156
10	7,420.0	7,120.0	300.0	4.1%	87.6	1.2%	85%	True	False	101,636
20	7,449.5	7,120.0	329.5	4.5%	89.4	1.2%	78%	False	False	113,529
40	7,483.5	7,120.0	363.5	4.9%	90.7	1.2%	70%	False	False	105,169
60	7,483.5	6,875.0	608.5	8.3%	90.3	1.2%	82%	False	False	71,296
80	7,483.5	6,320.0	1,163.5	15.8%	101.9	1.4%	91%	False	False	53,600
100	7,483.5	6,112.5	1,371.0	18.6%	102.9	1.4%	92%	False	False	42,976
120	7,483.5	5,924.0	1,559.5	21.1%	105.7	1.4%	93%	False	False	36,242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,845.0
2.618	7,681.8
1.618	7,581.8
1.000	7,520.0
0.618	7,481.8
HIGH	7,420.0
0.618	7,381.8
0.500	7,370.0
0.382	7,358.2
LOW	7,320.0
0.618	7,258.2
1.000	7,220.0
1.618	7,158.2
2.618	7,058.2
4.250	6,895.0

Fisher Pivots for day following 06-Nov-2012
Pivot	1 day	3 day
R1	7,373.7	7,371.3
PP	7,371.8	7,367.2
S1	7,370.0	7,363.0

Download as Excel Spreadsheet

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

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