DAX Index Future December 2012

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

Day Change Summary
	Previous	Current
	19-Dec-2012	20-Dec-2012	Change	Change %	Previous Week
Open	7,673.0	7,645.0	-28.0	-0.4%	7,522.5
High	7,683.0	7,694.5	11.5	0.1%	7,644.0
Low	7,654.0	7,636.5	-17.5	-0.2%	7,457.5
Close	7,673.0	7,671.5	-1.5	0.0%	7,595.0
Range	29.0	58.0	29.0	100.0%	186.5
ATR	78.1	76.7	-1.4	-1.8%	0.0
Volume	121,948	121,948	0	0.0%	576,954

Daily Pivots for day following 20-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,841.5	7,814.5	7,703.4
R3	7,783.5	7,756.5	7,687.5
R2	7,725.5	7,725.5	7,682.1
R1	7,698.5	7,698.5	7,676.8	7,712.0
PP	7,667.5	7,667.5	7,667.5	7,674.3
S1	7,640.5	7,640.5	7,666.2	7,654.0
S2	7,609.5	7,609.5	7,660.9
S3	7,551.5	7,582.5	7,655.6
S4	7,493.5	7,524.5	7,639.6

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,125.0	8,046.5	7,697.6
R3	7,938.5	7,860.0	7,646.3
R2	7,752.0	7,752.0	7,629.2
R1	7,673.5	7,673.5	7,612.1	7,712.8
PP	7,565.5	7,565.5	7,565.5	7,585.1
S1	7,487.0	7,487.0	7,577.9	7,526.3
S2	7,379.0	7,379.0	7,560.8
S3	7,192.5	7,300.5	7,543.7
S4	7,006.0	7,114.0	7,492.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,694.5	7,565.5	129.0	1.7%	50.1	0.7%	82%	True	False	146,574
10	7,694.5	7,457.5	237.0	3.1%	59.7	0.8%	90%	True	False	127,657
20	7,694.5	7,220.5	474.0	6.2%	66.9	0.9%	95%	True	False	123,185
40	7,694.5	6,948.0	746.5	9.7%	85.1	1.1%	97%	True	False	117,202
60	7,694.5	6,948.0	746.5	9.7%	88.5	1.2%	97%	True	False	118,968
80	7,694.5	6,875.0	819.5	10.7%	90.1	1.2%	97%	True	False	100,732
100	7,694.5	6,554.5	1,140.0	14.9%	91.7	1.2%	98%	True	False	80,670
120	7,694.5	6,320.0	1,374.5	17.9%	96.9	1.3%	98%	True	False	67,325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	14.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	7,941.0
2.618	7,846.3
1.618	7,788.3
1.000	7,752.5
0.618	7,730.3
HIGH	7,694.5
0.618	7,672.3
0.500	7,665.5
0.382	7,658.7
LOW	7,636.5
0.618	7,600.7
1.000	7,578.5
1.618	7,542.7
2.618	7,484.7
4.250	7,390.0

Fisher Pivots for day following 20-Dec-2012
Pivot	1 day	3 day
R1	7,669.5	7,667.6
PP	7,667.5	7,663.7
S1	7,665.5	7,659.8

Download as Excel Spreadsheet

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

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