DAX Index Future September 2017

Trading Metrics calculated at close of trading on 23-Aug-2017

Day Change Summary
	Previous	Current
	22-Aug-2017	23-Aug-2017	Change	Change %	Previous Week
Open	12,118.0	12,235.0	117.0	1.0%	12,054.0
High	12,249.5	12,267.0	17.5	0.1%	12,300.0
Low	12,104.5	12,149.0	44.5	0.4%	12,053.0
Close	12,222.0	12,179.5	-42.5	-0.3%	12,169.0
Range	145.0	118.0	-27.0	-18.6%	247.0
ATR	150.4	148.1	-2.3	-1.5%	0.0
Volume	71,070	74,675	3,605	5.1%	420,345

Daily Pivots for day following 23-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,552.5	12,484.0	12,244.4
R3	12,434.5	12,366.0	12,212.0
R2	12,316.5	12,316.5	12,201.1
R1	12,248.0	12,248.0	12,190.3	12,223.3
PP	12,198.5	12,198.5	12,198.5	12,186.1
S1	12,130.0	12,130.0	12,168.7	12,105.3
S2	12,080.5	12,080.5	12,157.9
S3	11,962.5	12,012.0	12,147.1
S4	11,844.5	11,894.0	12,114.6

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,915.0	12,789.0	12,304.9
R3	12,668.0	12,542.0	12,236.9
R2	12,421.0	12,421.0	12,214.3
R1	12,295.0	12,295.0	12,191.6	12,358.0
PP	12,174.0	12,174.0	12,174.0	12,205.5
S1	12,048.0	12,048.0	12,146.4	12,111.0
S2	11,927.0	11,927.0	12,123.7
S3	11,680.0	11,801.0	12,101.1
S4	11,433.0	11,554.0	12,033.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,287.0	12,013.0	274.0	2.2%	141.1	1.2%	61%	False	False	81,315
10	12,300.0	11,926.0	374.0	3.1%	137.1	1.1%	68%	False	False	81,914
20	12,331.0	11,926.0	405.0	3.3%	139.0	1.1%	63%	False	False	81,298
40	12,730.0	11,926.0	804.0	6.6%	142.5	1.2%	32%	False	False	81,410
60	12,948.5	11,926.0	1,022.5	8.4%	133.2	1.1%	25%	False	False	70,189
80	12,948.5	11,926.0	1,022.5	8.4%	126.4	1.0%	25%	False	False	52,740
100	12,948.5	11,926.0	1,022.5	8.4%	121.4	1.0%	25%	False	False	42,236

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	23.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	12,768.5
2.618	12,575.9
1.618	12,457.9
1.000	12,385.0
0.618	12,339.9
HIGH	12,267.0
0.618	12,221.9
0.500	12,208.0
0.382	12,194.1
LOW	12,149.0
0.618	12,076.1
1.000	12,031.0
1.618	11,958.1
2.618	11,840.1
4.250	11,647.5

Fisher Pivots for day following 23-Aug-2017
Pivot	1 day	3 day
R1	12,208.0	12,166.3
PP	12,198.5	12,153.2
S1	12,189.0	12,140.0

Download as Excel Spreadsheet

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

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