DAX Index Future June 2016

Trading Metrics calculated at close of trading on 05-Apr-2016

Day Change Summary
	Previous	Current
	04-Apr-2016	05-Apr-2016	Change	Change %	Previous Week
Open	9,860.5	9,760.0	-100.5	-1.0%	9,945.0
High	9,946.0	9,760.0	-186.0	-1.9%	10,139.0
Low	9,767.0	9,556.0	-211.0	-2.2%	9,712.5
Close	9,842.0	9,614.5	-227.5	-2.3%	9,838.0
Range	179.0	204.0	25.0	14.0%	426.5
ATR	212.3	217.5	5.3	2.5%	0.0
Volume	118,372	113,466	-4,906	-4.1%	436,455

Daily Pivots for day following 05-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,255.5	10,139.0	9,726.7
R3	10,051.5	9,935.0	9,670.6
R2	9,847.5	9,847.5	9,651.9
R1	9,731.0	9,731.0	9,633.2	9,687.3
PP	9,643.5	9,643.5	9,643.5	9,621.6
S1	9,527.0	9,527.0	9,595.8	9,483.3
S2	9,439.5	9,439.5	9,577.1
S3	9,235.5	9,323.0	9,558.4
S4	9,031.5	9,119.0	9,502.3

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,176.0	10,933.5	10,072.6
R3	10,749.5	10,507.0	9,955.3
R2	10,323.0	10,323.0	9,916.2
R1	10,080.5	10,080.5	9,877.1	9,988.5
PP	9,896.5	9,896.5	9,896.5	9,850.5
S1	9,654.0	9,654.0	9,798.9	9,562.0
S2	9,470.0	9,470.0	9,759.8
S3	9,043.5	9,227.5	9,720.7
S4	8,617.0	8,801.0	9,603.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,139.0	9,556.0	583.0	6.1%	174.4	1.8%	10%	False	True	116,213
10	10,153.0	9,556.0	597.0	6.2%	180.7	1.9%	10%	False	True	97,507
20	10,153.0	9,436.5	716.5	7.5%	195.7	2.0%	25%	False	False	72,722
40	10,153.0	8,730.0	1,423.0	14.8%	199.5	2.1%	62%	False	False	36,800
60	10,201.5	8,730.0	1,471.5	15.3%	216.9	2.3%	60%	False	False	24,861
80	10,920.5	8,730.0	2,190.5	22.8%	213.4	2.2%	40%	False	False	18,823
100	11,454.0	8,730.0	2,724.0	28.3%	198.8	2.1%	32%	False	False	15,070
120	11,454.0	8,730.0	2,724.0	28.3%	182.6	1.9%	32%	False	False	12,571

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	32.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,627.0
2.618	10,294.1
1.618	10,090.1
1.000	9,964.0
0.618	9,886.1
HIGH	9,760.0
0.618	9,682.1
0.500	9,658.0
0.382	9,633.9
LOW	9,556.0
0.618	9,429.9
1.000	9,352.0
1.618	9,225.9
2.618	9,021.9
4.250	8,689.0

Fisher Pivots for day following 05-Apr-2016
Pivot	1 day	3 day
R1	9,658.0	9,751.0
PP	9,643.5	9,705.5
S1	9,629.0	9,660.0

Download as Excel Spreadsheet

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

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