DAX Index Future June 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	9,905.0	9,952.0	47.0	0.5%	9,904.0
High	9,996.0	10,133.0	137.0	1.4%	10,109.0
Low	9,855.0	9,893.0	38.0	0.4%	9,784.0
Close	9,992.5	9,978.5	-14.0	-0.1%	9,992.5
Range	141.0	240.0	99.0	70.2%	325.0
ATR	226.0	227.0	1.0	0.4%	0.0
Volume	93,651	116,268	22,617	24.2%	426,386

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,721.5	10,590.0	10,110.5
R3	10,481.5	10,350.0	10,044.5
R2	10,241.5	10,241.5	10,022.5
R1	10,110.0	10,110.0	10,000.5	10,175.8
PP	10,001.5	10,001.5	10,001.5	10,034.4
S1	9,870.0	9,870.0	9,956.5	9,935.8
S2	9,761.5	9,761.5	9,934.5
S3	9,521.5	9,630.0	9,912.5
S4	9,281.5	9,390.0	9,846.5

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,936.8	10,789.7	10,171.3
R3	10,611.8	10,464.7	10,081.9
R2	10,286.8	10,286.8	10,052.1
R1	10,139.7	10,139.7	10,022.3	10,213.3
PP	9,961.8	9,961.8	9,961.8	9,998.6
S1	9,814.7	9,814.7	9,962.7	9,888.3
S2	9,636.8	9,636.8	9,932.9
S3	9,311.8	9,489.7	9,903.1
S4	8,986.8	9,164.7	9,813.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,133.0	9,784.0	349.0	3.5%	178.0	1.8%	56%	True	False	94,370
10	10,133.0	9,436.5	696.5	7.0%	223.7	2.2%	78%	True	False	59,334
20	10,133.0	9,158.5	974.5	9.8%	199.9	2.0%	84%	True	False	30,263
40	10,133.0	8,730.0	1,403.0	14.1%	213.3	2.1%	89%	True	False	15,570
60	10,920.5	8,730.0	2,190.5	22.0%	220.7	2.2%	57%	False	False	10,685
80	11,454.0	8,730.0	2,724.0	27.3%	213.9	2.1%	46%	False	False	8,096
100	11,454.0	8,730.0	2,724.0	27.3%	192.3	1.9%	46%	False	False	6,485
120	11,454.0	8,730.0	2,724.0	27.3%	177.3	1.8%	46%	False	False	5,417

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	57.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,153.0
2.618	10,761.3
1.618	10,521.3
1.000	10,373.0
0.618	10,281.3
HIGH	10,133.0
0.618	10,041.3
0.500	10,013.0
0.382	9,984.7
LOW	9,893.0
0.618	9,744.7
1.000	9,653.0
1.618	9,504.7
2.618	9,264.7
4.250	8,873.0

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	10,013.0	9,971.8
PP	10,001.5	9,965.2
S1	9,990.0	9,958.5

Download as Excel Spreadsheet

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

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