DAX Index Future June 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	9,747.0	9,526.5	-220.5	-2.3%	9,862.0
High	9,747.0	9,612.0	-135.0	-1.4%	9,959.0
Low	9,522.0	9,400.0	-122.0	-1.3%	9,615.0
Close	9,601.5	9,474.0	-127.5	-1.3%	9,795.5
Range	225.0	212.0	-13.0	-5.8%	344.0
ATR	256.7	253.5	-3.2	-1.2%	0.0
Volume	1,694	2,635	941	55.5%	4,077

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,131.3	10,014.7	9,590.6
R3	9,919.3	9,802.7	9,532.3
R2	9,707.3	9,707.3	9,512.9
R1	9,590.7	9,590.7	9,493.4	9,543.0
PP	9,495.3	9,495.3	9,495.3	9,471.5
S1	9,378.7	9,378.7	9,454.6	9,331.0
S2	9,283.3	9,283.3	9,435.1
S3	9,071.3	9,166.7	9,415.7
S4	8,859.3	8,954.7	9,357.4

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,821.8	10,652.7	9,984.7
R3	10,477.8	10,308.7	9,890.1
R2	10,133.8	10,133.8	9,858.6
R1	9,964.7	9,964.7	9,827.0	9,877.3
PP	9,789.8	9,789.8	9,789.8	9,746.1
S1	9,620.7	9,620.7	9,764.0	9,533.3
S2	9,445.8	9,445.8	9,732.4
S3	9,101.8	9,276.7	9,700.9
S4	8,757.8	8,932.7	9,606.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,931.5	9,400.0	531.5	5.6%	214.0	2.3%	14%	False	True	1,267
10	9,959.0	9,375.0	584.0	6.2%	211.4	2.2%	17%	False	False	942
20	10,201.5	9,299.0	902.5	9.5%	252.0	2.7%	19%	False	False	968
40	11,026.0	9,299.0	1,727.0	18.2%	219.7	2.3%	10%	False	False	802
60	11,454.0	9,299.0	2,155.0	22.7%	192.0	2.0%	8%	False	False	554
80	11,454.0	9,299.0	2,155.0	22.7%	167.3	1.8%	8%	False	False	434

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	37.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,513.0
2.618	10,167.0
1.618	9,955.0
1.000	9,824.0
0.618	9,743.0
HIGH	9,612.0
0.618	9,531.0
0.500	9,506.0
0.382	9,481.0
LOW	9,400.0
0.618	9,269.0
1.000	9,188.0
1.618	9,057.0
2.618	8,845.0
4.250	8,499.0

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	9,506.0	9,636.3
PP	9,495.3	9,582.2
S1	9,484.7	9,528.1

Download as Excel Spreadsheet

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

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