DAX Index Future September 2017

Trading Metrics calculated at close of trading on 08-Aug-2017

Day Change Summary
	Previous	Current
	07-Aug-2017	08-Aug-2017	Change	Change %	Previous Week
Open	12,296.0	12,230.5	-65.5	-0.5%	12,139.0
High	12,331.0	12,325.5	-5.5	0.0%	12,318.5
Low	12,214.5	12,174.0	-40.5	-0.3%	12,076.5
Close	12,243.5	12,286.5	43.0	0.4%	12,291.5
Range	116.5	151.5	35.0	30.0%	242.0
ATR	142.6	143.2	0.6	0.4%	0.0
Volume	69,379	99,115	29,736	42.9%	383,709

Daily Pivots for day following 08-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,716.5	12,653.0	12,369.8
R3	12,565.0	12,501.5	12,328.2
R2	12,413.5	12,413.5	12,314.3
R1	12,350.0	12,350.0	12,300.4	12,381.8
PP	12,262.0	12,262.0	12,262.0	12,277.9
S1	12,198.5	12,198.5	12,272.6	12,230.3
S2	12,110.5	12,110.5	12,258.7
S3	11,959.0	12,047.0	12,244.8
S4	11,807.5	11,895.5	12,203.2

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,954.8	12,865.2	12,424.6
R3	12,712.8	12,623.2	12,358.1
R2	12,470.8	12,470.8	12,335.9
R1	12,381.2	12,381.2	12,313.7	12,426.0
PP	12,228.8	12,228.8	12,228.8	12,251.3
S1	12,139.2	12,139.2	12,269.3	12,184.0
S2	11,986.8	11,986.8	12,247.1
S3	11,744.8	11,897.2	12,225.0
S4	11,502.8	11,655.2	12,158.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,331.0	12,085.0	246.0	2.0%	139.0	1.1%	82%	False	False	76,280
10	12,339.5	12,076.5	263.0	2.1%	138.3	1.1%	80%	False	False	79,265
20	12,672.0	12,076.5	595.5	4.8%	141.2	1.1%	35%	False	False	79,502
40	12,948.5	12,076.5	872.0	7.1%	140.2	1.1%	24%	False	False	78,408
60	12,948.5	12,076.5	872.0	7.1%	125.8	1.0%	24%	False	False	54,884
80	12,948.5	11,965.0	983.5	8.0%	120.6	1.0%	33%	False	False	41,219
100	12,948.5	11,870.0	1,078.5	8.8%	116.8	1.0%	39%	False	False	33,012

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	31.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,969.4
2.618	12,722.1
1.618	12,570.6
1.000	12,477.0
0.618	12,419.1
HIGH	12,325.5
0.618	12,267.6
0.500	12,249.8
0.382	12,231.9
LOW	12,174.0
0.618	12,080.4
1.000	12,022.5
1.618	11,928.9
2.618	11,777.4
4.250	11,530.1

Fisher Pivots for day following 08-Aug-2017
Pivot	1 day	3 day
R1	12,274.3	12,265.7
PP	12,262.0	12,244.8
S1	12,249.8	12,224.0

Download as Excel Spreadsheet

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

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