DAX Index Future March 2013

Trading Metrics calculated at close of trading on 29-Jan-2013

Day Change Summary
	Previous	Current
	28-Jan-2013	29-Jan-2013	Change	Change %	Previous Week
Open	7,883.0	7,850.0	-33.0	-0.4%	7,741.5
High	7,888.0	7,859.5	-28.5	-0.4%	7,878.0
Low	7,833.0	7,801.5	-31.5	-0.4%	7,633.0
Close	7,837.0	7,855.5	18.5	0.2%	7,852.5
Range	55.0	58.0	3.0	5.5%	245.0
ATR	79.1	77.6	-1.5	-1.9%	0.0
Volume	88,875	99,893	11,018	12.4%	408,649

Daily Pivots for day following 29-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,012.8	7,992.2	7,887.4
R3	7,954.8	7,934.2	7,871.5
R2	7,896.8	7,896.8	7,866.1
R1	7,876.2	7,876.2	7,860.8	7,886.5
PP	7,838.8	7,838.8	7,838.8	7,844.0
S1	7,818.2	7,818.2	7,850.2	7,828.5
S2	7,780.8	7,780.8	7,844.9
S3	7,722.8	7,760.2	7,839.6
S4	7,664.8	7,702.2	7,823.6

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,522.8	8,432.7	7,987.3
R3	8,277.8	8,187.7	7,919.9
R2	8,032.8	8,032.8	7,897.4
R1	7,942.7	7,942.7	7,875.0	7,987.8
PP	7,787.8	7,787.8	7,787.8	7,810.4
S1	7,697.7	7,697.7	7,830.0	7,742.8
S2	7,542.8	7,542.8	7,807.6
S3	7,297.8	7,452.7	7,785.1
S4	7,052.8	7,207.7	7,717.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,888.0	7,661.5	226.5	2.9%	79.3	1.0%	86%	False	False	101,095
10	7,888.0	7,633.0	255.0	3.2%	82.4	1.0%	87%	False	False	96,459
20	7,888.0	7,611.5	276.5	3.5%	73.9	0.9%	88%	False	False	96,131
40	7,888.0	7,271.5	616.5	7.8%	68.1	0.9%	95%	False	False	63,629
60	7,888.0	6,953.0	935.0	11.9%	76.6	1.0%	97%	False	False	42,872
80	7,888.0	6,953.0	935.0	11.9%	77.7	1.0%	97%	False	False	32,315
100	7,888.0	6,905.0	983.0	12.5%	80.1	1.0%	97%	False	False	26,293
120	7,888.0	6,895.0	993.0	12.6%	77.3	1.0%	97%	False	False	21,919

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8,106.0
2.618	8,011.3
1.618	7,953.3
1.000	7,917.5
0.618	7,895.3
HIGH	7,859.5
0.618	7,837.3
0.500	7,830.5
0.382	7,823.7
LOW	7,801.5
0.618	7,765.7
1.000	7,743.5
1.618	7,707.7
2.618	7,649.7
4.250	7,555.0

Fisher Pivots for day following 29-Jan-2013
Pivot	1 day	3 day
R1	7,847.2	7,841.8
PP	7,838.8	7,828.0
S1	7,830.5	7,814.3

Download as Excel Spreadsheet

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

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