DAX Index Future September 2013

Trading Metrics calculated at close of trading on 12-Aug-2013

Day Change Summary
	Previous	Current
	09-Aug-2013	12-Aug-2013	Change	Change %	Previous Week
Open	8,339.0	8,356.0	17.0	0.2%	8,428.0
High	8,370.0	8,373.5	3.5	0.0%	8,438.5
Low	8,285.5	8,239.0	-46.5	-0.6%	8,232.5
Close	8,328.0	8,364.0	36.0	0.4%	8,328.0
Range	84.5	134.5	50.0	59.2%	206.0
ATR	111.4	113.1	1.6	1.5%	0.0
Volume	93,111	84,845	-8,266	-8.9%	412,293

Daily Pivots for day following 12-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,729.0	8,681.0	8,438.0
R3	8,594.5	8,546.5	8,401.0
R2	8,460.0	8,460.0	8,388.7
R1	8,412.0	8,412.0	8,376.3	8,436.0
PP	8,325.5	8,325.5	8,325.5	8,337.5
S1	8,277.5	8,277.5	8,351.7	8,301.5
S2	8,191.0	8,191.0	8,339.3
S3	8,056.5	8,143.0	8,327.0
S4	7,922.0	8,008.5	8,290.0

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,951.0	8,845.5	8,441.3
R3	8,745.0	8,639.5	8,384.7
R2	8,539.0	8,539.0	8,365.8
R1	8,433.5	8,433.5	8,346.9	8,383.3
PP	8,333.0	8,333.0	8,333.0	8,307.9
S1	8,227.5	8,227.5	8,309.1	8,177.3
S2	8,127.0	8,127.0	8,290.2
S3	7,921.0	8,021.5	8,271.4
S4	7,715.0	7,815.5	8,214.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,438.5	8,232.5	206.0	2.5%	108.5	1.3%	64%	False	False	82,255
10	8,462.0	8,214.0	248.0	3.0%	101.5	1.2%	60%	False	False	81,494
20	8,462.0	8,140.0	322.0	3.8%	98.5	1.2%	70%	False	False	84,121
40	8,462.0	7,660.0	802.0	9.6%	116.8	1.4%	88%	False	False	93,136
60	8,568.0	7,660.0	908.0	10.9%	121.3	1.5%	78%	False	False	64,032
80	8,568.0	7,437.5	1,130.5	13.5%	115.5	1.4%	82%	False	False	48,134
100	8,568.0	7,437.5	1,130.5	13.5%	115.5	1.4%	82%	False	False	38,559
120	8,568.0	7,437.5	1,130.5	13.5%	111.8	1.3%	82%	False	False	32,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	24.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,945.1
2.618	8,725.6
1.618	8,591.1
1.000	8,508.0
0.618	8,456.6
HIGH	8,373.5
0.618	8,322.1
0.500	8,306.3
0.382	8,290.4
LOW	8,239.0
0.618	8,155.9
1.000	8,104.5
1.618	8,021.4
2.618	7,886.9
4.250	7,667.4

Fisher Pivots for day following 12-Aug-2013
Pivot	1 day	3 day
R1	8,344.8	8,344.8
PP	8,325.5	8,325.5
S1	8,306.3	8,306.3

Download as Excel Spreadsheet

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

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