DAX Index Future June 2016

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	11,317.5	11,223.0	-94.5	-0.8%	11,130.0
High	11,318.0	11,226.5	-91.5	-0.8%	11,400.0
Low	11,132.0	10,710.5	-421.5	-3.8%	10,938.0
Close	11,227.5	10,865.5	-362.0	-3.2%	11,330.0
Range	186.0	516.0	330.0	177.4%	462.0
ATR	158.5	184.1	25.6	16.2%	0.0
Volume	108	189	81	75.0%	163

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,482.2	12,189.8	11,149.3
R3	11,966.2	11,673.8	11,007.4
R2	11,450.2	11,450.2	10,960.1
R1	11,157.8	11,157.8	10,912.8	11,046.0
PP	10,934.2	10,934.2	10,934.2	10,878.3
S1	10,641.8	10,641.8	10,818.2	10,530.0
S2	10,418.2	10,418.2	10,770.9
S3	9,902.2	10,125.8	10,723.6
S4	9,386.2	9,609.8	10,581.7

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,608.7	12,431.3	11,584.1
R3	12,146.7	11,969.3	11,457.1
R2	11,684.7	11,684.7	11,414.7
R1	11,507.3	11,507.3	11,372.4	11,596.0
PP	11,222.7	11,222.7	11,222.7	11,267.0
S1	11,045.3	11,045.3	11,287.7	11,134.0
S2	10,760.7	10,760.7	11,245.3
S3	10,298.7	10,583.3	11,203.0
S4	9,836.7	10,121.3	11,075.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,454.0	10,710.5	743.5	6.8%	212.3	2.0%	21%	False	True	102
10	11,454.0	10,710.5	743.5	6.8%	165.0	1.5%	21%	False	True	64
20	11,454.0	10,538.5	915.5	8.4%	136.7	1.3%	36%	False	False	58
40	11,454.0	9,954.0	1,500.0	13.8%	114.9	1.1%	61%	False	False	65

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.6
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	13,419.5
2.618	12,577.4
1.618	12,061.4
1.000	11,742.5
0.618	11,545.4
HIGH	11,226.5
0.618	11,029.4
0.500	10,968.5
0.382	10,907.6
LOW	10,710.5
0.618	10,391.6
1.000	10,194.5
1.618	9,875.6
2.618	9,359.6
4.250	8,517.5

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	10,968.5	11,073.0
PP	10,934.2	11,003.8
S1	10,899.8	10,934.7

Download as Excel Spreadsheet

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

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