DAX Index Future September 2016

Trading Metrics calculated at close of trading on 30-Mar-2016

Day Change Summary
	Previous	Current
	29-Mar-2016	30-Mar-2016	Change	Change %	Previous Week
Open	9,944.0	9,970.0	26.0	0.3%	9,915.5
High	9,976.0	10,126.0	150.0	1.5%	10,133.5
Low	9,849.0	9,970.0	121.0	1.2%	9,800.0
Close	9,917.5	10,083.0	165.5	1.7%	9,897.5
Range	127.0	156.0	29.0	22.8%	333.5
ATR	167.1	170.1	3.0	1.8%	0.0
Volume	53	132	79	149.1%	934

Daily Pivots for day following 30-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,527.7	10,461.3	10,168.8
R3	10,371.7	10,305.3	10,125.9
R2	10,215.7	10,215.7	10,111.6
R1	10,149.3	10,149.3	10,097.3	10,182.5
PP	10,059.7	10,059.7	10,059.7	10,076.3
S1	9,993.3	9,993.3	10,068.7	10,026.5
S2	9,903.7	9,903.7	10,054.4
S3	9,747.7	9,837.3	10,040.1
S4	9,591.7	9,681.3	9,997.2

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,944.2	10,754.3	10,080.9
R3	10,610.7	10,420.8	9,989.2
R2	10,277.2	10,277.2	9,958.6
R1	10,087.3	10,087.3	9,928.1	10,015.5
PP	9,943.7	9,943.7	9,943.7	9,907.8
S1	9,753.8	9,753.8	9,866.9	9,682.0
S2	9,610.2	9,610.2	9,836.4
S3	9,276.7	9,420.3	9,805.8
S4	8,943.2	9,086.8	9,714.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,133.5	9,800.0	333.5	3.3%	148.4	1.5%	85%	False	False	186
10	10,133.5	9,800.0	333.5	3.3%	138.0	1.4%	85%	False	False	144
20	10,133.5	9,536.0	597.5	5.9%	113.4	1.1%	92%	False	False	113
40	10,133.5	8,732.0	1,401.5	13.9%	132.7	1.3%	96%	False	False	75
60	10,420.5	8,732.0	1,688.5	16.7%	139.5	1.4%	80%	False	False	62

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	16.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,789.0
2.618	10,534.4
1.618	10,378.4
1.000	10,282.0
0.618	10,222.4
HIGH	10,126.0
0.618	10,066.4
0.500	10,048.0
0.382	10,029.6
LOW	9,970.0
0.618	9,873.6
1.000	9,814.0
1.618	9,717.6
2.618	9,561.6
4.250	9,307.0

Fisher Pivots for day following 30-Mar-2016
Pivot	1 day	3 day
R1	10,071.3	10,051.2
PP	10,059.7	10,019.3
S1	10,048.0	9,987.5

Download as Excel Spreadsheet

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

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