DAX Index Future September 2013

Trading Metrics calculated at close of trading on 27-May-2013

Day Change Summary
	Previous	Current
	24-May-2013	27-May-2013	Change	Change %	Previous Week
Open	8,390.0	8,352.0	-38.0	-0.5%	8,459.0
High	8,402.0	8,400.0	-2.0	0.0%	8,568.0
Low	8,271.0	8,347.5	76.5	0.9%	8,271.0
Close	8,318.5	8,390.0	71.5	0.9%	8,318.5
Range	131.0	52.5	-78.5	-59.9%	297.0
ATR	112.0	109.9	-2.2	-1.9%	0.0
Volume	432	175	-257	-59.5%	1,720

Daily Pivots for day following 27-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,536.7	8,515.8	8,418.9
R3	8,484.2	8,463.3	8,404.4
R2	8,431.7	8,431.7	8,399.6
R1	8,410.8	8,410.8	8,394.8	8,421.3
PP	8,379.2	8,379.2	8,379.2	8,384.4
S1	8,358.3	8,358.3	8,385.2	8,368.8
S2	8,326.7	8,326.7	8,380.4
S3	8,274.2	8,305.8	8,375.6
S4	8,221.7	8,253.3	8,361.1

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	9,276.8	9,094.7	8,481.9
R3	8,979.8	8,797.7	8,400.2
R2	8,682.8	8,682.8	8,373.0
R1	8,500.7	8,500.7	8,345.7	8,443.3
PP	8,385.8	8,385.8	8,385.8	8,357.1
S1	8,203.7	8,203.7	8,291.3	8,146.3
S2	8,088.8	8,088.8	8,264.1
S3	7,791.8	7,906.7	8,236.8
S4	7,494.8	7,609.7	8,155.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,568.0	8,271.0	297.0	3.5%	104.0	1.2%	40%	False	False	344
10	8,568.0	8,260.0	308.0	3.7%	95.3	1.1%	42%	False	False	270
20	8,568.0	7,836.0	732.0	8.7%	91.3	1.1%	76%	False	False	323
40	8,568.0	7,437.5	1,130.5	13.5%	105.9	1.3%	84%	False	False	358
60	8,568.0	7,437.5	1,130.5	13.5%	101.2	1.2%	84%	False	False	818
80	8,568.0	7,437.5	1,130.5	13.5%	98.8	1.2%	84%	False	False	642
100	8,568.0	7,437.5	1,130.5	13.5%	88.2	1.1%	84%	False	False	519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	8,623.1
2.618	8,537.4
1.618	8,484.9
1.000	8,452.5
0.618	8,432.4
HIGH	8,400.0
0.618	8,379.9
0.500	8,373.8
0.382	8,367.6
LOW	8,347.5
0.618	8,315.1
1.000	8,295.0
1.618	8,262.6
2.618	8,210.1
4.250	8,124.4

Fisher Pivots for day following 27-May-2013
Pivot	1 day	3 day
R1	8,384.6	8,375.1
PP	8,379.2	8,360.2
S1	8,373.8	8,345.3

Download as Excel Spreadsheet

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

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