DAX Index Future June 2016

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	15-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	9,087.0	9,293.0	206.0	2.3%	9,337.5
High	9,280.0	9,294.5	14.5	0.2%	9,369.0
Low	9,087.0	9,123.0	36.0	0.4%	8,730.0
Close	9,245.0	9,141.5	-103.5	-1.1%	8,978.5
Range	193.0	171.5	-21.5	-11.1%	639.0
ATR	268.6	261.7	-6.9	-2.6%	0.0
Volume	296	1,798	1,502	507.4%	3,719

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	9,700.8	9,592.7	9,235.8
R3	9,529.3	9,421.2	9,188.7
R2	9,357.8	9,357.8	9,172.9
R1	9,249.7	9,249.7	9,157.2	9,218.0
PP	9,186.3	9,186.3	9,186.3	9,170.5
S1	9,078.2	9,078.2	9,125.8	9,046.5
S2	9,014.8	9,014.8	9,110.1
S3	8,843.3	8,906.7	9,094.3
S4	8,671.8	8,735.2	9,047.2

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,942.8	10,599.7	9,330.0
R3	10,303.8	9,960.7	9,154.2
R2	9,664.8	9,664.8	9,095.7
R1	9,321.7	9,321.7	9,037.1	9,173.8
PP	9,025.8	9,025.8	9,025.8	8,951.9
S1	8,682.7	8,682.7	8,919.9	8,534.8
S2	8,386.8	8,386.8	8,861.4
S3	7,747.8	8,043.7	8,802.8
S4	7,108.8	7,404.7	8,627.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,294.5	8,730.0	564.5	6.2%	200.1	2.2%	73%	True	False	959
10	9,647.5	8,730.0	917.5	10.0%	244.4	2.7%	45%	False	False	1,025
20	9,959.0	8,730.0	1,229.0	13.4%	229.9	2.5%	33%	False	False	908
40	10,920.5	8,730.0	2,190.5	24.0%	236.0	2.6%	19%	False	False	929
60	11,454.0	8,730.0	2,724.0	29.8%	212.6	2.3%	15%	False	False	673
80	11,454.0	8,730.0	2,724.0	29.8%	187.3	2.0%	15%	False	False	514
100	11,454.0	8,730.0	2,724.0	29.8%	170.0	1.9%	15%	False	False	432

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	37.9
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	10,023.4
2.618	9,743.5
1.618	9,572.0
1.000	9,466.0
0.618	9,400.5
HIGH	9,294.5
0.618	9,229.0
0.500	9,208.8
0.382	9,188.5
LOW	9,123.0
0.618	9,017.0
1.000	8,951.5
1.618	8,845.5
2.618	8,674.0
4.250	8,394.1

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	9,208.8	9,118.4
PP	9,186.3	9,095.3
S1	9,163.9	9,072.3

Download as Excel Spreadsheet

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

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