DAX Index Future September 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	9,812.0	9,834.0	22.0	0.2%	9,671.0
High	9,890.0	9,834.0	-56.0	-0.6%	9,827.5
Low	9,798.0	9,651.0	-147.0	-1.5%	9,310.0
Close	9,890.0	9,656.5	-233.5	-2.4%	9,827.5
Range	92.0	183.0	91.0	98.9%	517.5
ATR	203.3	205.9	2.5	1.3%	0.0
Volume	64	75	11	17.2%	288

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,262.8	10,142.7	9,757.2
R3	10,079.8	9,959.7	9,706.8
R2	9,896.8	9,896.8	9,690.1
R1	9,776.7	9,776.7	9,673.3	9,745.3
PP	9,713.8	9,713.8	9,713.8	9,698.1
S1	9,593.7	9,593.7	9,639.7	9,562.3
S2	9,530.8	9,530.8	9,623.0
S3	9,347.8	9,410.7	9,606.2
S4	9,164.8	9,227.7	9,555.9

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,207.5	11,035.0	10,112.1
R3	10,690.0	10,517.5	9,969.8
R2	10,172.5	10,172.5	9,922.4
R1	10,000.0	10,000.0	9,874.9	10,086.3
PP	9,655.0	9,655.0	9,655.0	9,698.1
S1	9,482.5	9,482.5	9,780.1	9,568.8
S2	9,137.5	9,137.5	9,732.6
S3	8,620.0	8,965.0	9,685.2
S4	8,102.5	8,447.5	9,542.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,890.0	9,651.0	239.0	2.5%	88.0	0.9%	2%	False	True	65
10	9,890.0	9,310.0	580.0	6.0%	138.0	1.4%	60%	False	False	44
20	10,817.0	9,310.0	1,507.0	15.6%	151.6	1.6%	23%	False	False	39

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	10,611.8
2.618	10,313.1
1.618	10,130.1
1.000	10,017.0
0.618	9,947.1
HIGH	9,834.0
0.618	9,764.1
0.500	9,742.5
0.382	9,720.9
LOW	9,651.0
0.618	9,537.9
1.000	9,468.0
1.618	9,354.9
2.618	9,171.9
4.250	8,873.3

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	9,742.5	9,770.5
PP	9,713.8	9,732.5
S1	9,685.2	9,694.5

Download as Excel Spreadsheet

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

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