DAX Index Future June 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	9,763.5	9,666.0	-97.5	-1.0%	9,826.0
High	10,026.0	9,922.5	-103.5	-1.0%	10,026.0
Low	9,436.5	9,657.5	221.0	2.3%	9,436.5
Close	9,545.5	9,865.5	320.0	3.4%	9,865.5
Range	589.5	265.0	-324.5	-55.0%	589.5
ATR	238.4	248.3	9.9	4.2%	0.0
Volume	7,920	32,689	24,769	312.7%	52,978

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,610.2	10,502.8	10,011.3
R3	10,345.2	10,237.8	9,938.4
R2	10,080.2	10,080.2	9,914.1
R1	9,972.8	9,972.8	9,889.8	10,026.5
PP	9,815.2	9,815.2	9,815.2	9,842.0
S1	9,707.8	9,707.8	9,841.2	9,761.5
S2	9,550.2	9,550.2	9,816.9
S3	9,285.2	9,442.8	9,792.6
S4	9,020.2	9,177.8	9,719.8

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,544.5	11,294.5	10,189.7
R3	10,955.0	10,705.0	10,027.6
R2	10,365.5	10,365.5	9,973.6
R1	10,115.5	10,115.5	9,919.5	10,240.5
PP	9,776.0	9,776.0	9,776.0	9,838.5
S1	9,526.0	9,526.0	9,811.5	9,651.0
S2	9,186.5	9,186.5	9,757.4
S3	8,597.0	8,936.5	9,703.4
S4	8,007.5	8,347.0	9,541.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,026.0	9,436.5	589.5	6.0%	257.1	2.6%	73%	False	False	10,595
10	10,026.0	9,362.0	664.0	6.7%	218.1	2.2%	76%	False	False	6,015
20	10,026.0	9,087.0	939.0	9.5%	202.8	2.1%	83%	False	False	3,342
40	10,026.0	8,730.0	1,296.0	13.1%	217.0	2.2%	88%	False	False	2,154
60	10,920.5	8,730.0	2,190.5	22.2%	225.9	2.3%	52%	False	False	1,710
80	11,454.0	8,730.0	2,724.0	27.6%	208.8	2.1%	42%	False	False	1,315
100	11,454.0	8,730.0	2,724.0	27.6%	188.1	1.9%	42%	False	False	1,061

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	52.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,048.8
2.618	10,616.3
1.618	10,351.3
1.000	10,187.5
0.618	10,086.3
HIGH	9,922.5
0.618	9,821.3
0.500	9,790.0
0.382	9,758.7
LOW	9,657.5
0.618	9,493.7
1.000	9,392.5
1.618	9,228.7
2.618	8,963.7
4.250	8,531.3

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	9,840.3	9,820.8
PP	9,815.2	9,776.0
S1	9,790.0	9,731.3

Download as Excel Spreadsheet

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

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