DAX Index Future March 2013

Trading Metrics calculated at close of trading on 04-Jan-2013

Day Change Summary
	Previous	Current
	03-Jan-2013	04-Jan-2013	Change	Change %	Previous Week
Open	7,769.0	7,747.5	-21.5	-0.3%	7,744.5
High	7,781.0	7,792.5	11.5	0.1%	7,805.5
Low	7,740.0	7,730.0	-10.0	-0.1%	7,727.0
Close	7,760.0	7,769.5	9.5	0.1%	7,769.5
Range	41.0	62.5	21.5	52.4%	78.5
ATR	76.6	75.6	-1.0	-1.3%	0.0
Volume	82,768	73,202	-9,566	-11.6%	232,955

Daily Pivots for day following 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,951.5	7,923.0	7,803.9
R3	7,889.0	7,860.5	7,786.7
R2	7,826.5	7,826.5	7,781.0
R1	7,798.0	7,798.0	7,775.2	7,812.3
PP	7,764.0	7,764.0	7,764.0	7,771.1
S1	7,735.5	7,735.5	7,763.8	7,749.8
S2	7,701.5	7,701.5	7,758.0
S3	7,639.0	7,673.0	7,752.3
S4	7,576.5	7,610.5	7,735.1

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,002.8	7,964.7	7,812.7
R3	7,924.3	7,886.2	7,791.1
R2	7,845.8	7,845.8	7,783.9
R1	7,807.7	7,807.7	7,776.7	7,826.8
PP	7,767.3	7,767.3	7,767.3	7,776.9
S1	7,729.2	7,729.2	7,762.3	7,748.3
S2	7,688.8	7,688.8	7,755.1
S3	7,610.3	7,650.7	7,747.9
S4	7,531.8	7,572.2	7,726.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,805.5	7,611.5	194.0	2.5%	60.3	0.8%	81%	False	False	77,764
10	7,805.5	7,571.5	234.0	3.0%	56.2	0.7%	85%	False	False	83,854
20	7,805.5	7,419.0	386.5	5.0%	61.5	0.8%	91%	False	False	48,456
40	7,805.5	6,953.0	852.5	11.0%	75.7	1.0%	96%	False	False	24,900
60	7,805.5	6,953.0	852.5	11.0%	77.6	1.0%	96%	False	False	16,866
80	7,805.5	6,953.0	852.5	11.0%	79.0	1.0%	96%	False	False	13,178
100	7,805.5	6,895.0	910.5	11.7%	77.9	1.0%	96%	False	False	10,583
120	7,805.5	6,339.5	1,466.0	18.9%	81.6	1.1%	98%	False	False	8,825

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,058.1
2.618	7,956.1
1.618	7,893.6
1.000	7,855.0
0.618	7,831.1
HIGH	7,792.5
0.618	7,768.6
0.500	7,761.3
0.382	7,753.9
LOW	7,730.0
0.618	7,691.4
1.000	7,667.5
1.618	7,628.9
2.618	7,566.4
4.250	7,464.4

Fisher Pivots for day following 04-Jan-2013
Pivot	1 day	3 day
R1	7,766.8	7,768.4
PP	7,764.0	7,767.3
S1	7,761.3	7,766.3

Download as Excel Spreadsheet

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

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