DAX Index Future September 2016

Trading Metrics calculated at close of trading on 20-May-2016

Day Change Summary
	Previous	Current
	19-May-2016	20-May-2016	Change	Change %	Previous Week
Open	9,881.0	9,872.5	-8.5	-0.1%	9,935.5
High	9,882.5	9,900.0	17.5	0.2%	10,061.0
Low	9,765.0	9,846.0	81.0	0.8%	9,765.0
Close	9,783.5	9,898.5	115.0	1.2%	9,898.5
Range	117.5	54.0	-63.5	-54.0%	296.0
ATR	162.8	159.5	-3.3	-2.0%	0.0
Volume	399	178	-221	-55.4%	797

Daily Pivots for day following 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,043.5	10,025.0	9,928.2
R3	9,989.5	9,971.0	9,913.4
R2	9,935.5	9,935.5	9,908.4
R1	9,917.0	9,917.0	9,903.5	9,926.3
PP	9,881.5	9,881.5	9,881.5	9,886.1
S1	9,863.0	9,863.0	9,893.6	9,872.3
S2	9,827.5	9,827.5	9,888.6
S3	9,773.5	9,809.0	9,883.7
S4	9,719.5	9,755.0	9,868.8

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,796.2	10,643.3	10,061.3
R3	10,500.2	10,347.3	9,979.9
R2	10,204.2	10,204.2	9,952.8
R1	10,051.3	10,051.3	9,925.6	9,979.8
PP	9,908.2	9,908.2	9,908.2	9,872.4
S1	9,755.3	9,755.3	9,871.4	9,683.8
S2	9,612.2	9,612.2	9,844.2
S3	9,316.2	9,459.3	9,817.1
S4	9,020.2	9,163.3	9,735.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,061.0	9,765.0	296.0	3.0%	113.4	1.1%	45%	False	False	159
10	10,100.0	9,757.5	342.5	3.5%	143.5	1.4%	41%	False	False	183
20	10,416.0	9,757.5	658.5	6.7%	146.1	1.5%	21%	False	False	169
40	10,508.0	9,485.5	1,022.5	10.3%	146.2	1.5%	40%	False	False	165
60	10,508.0	9,268.0	1,240.0	12.5%	135.0	1.4%	51%	False	False	144
80	10,508.0	8,732.0	1,776.0	17.9%	139.0	1.4%	66%	False	False	118
100	10,891.0	8,732.0	2,159.0	21.8%	139.7	1.4%	54%	False	False	102

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	38.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,129.5
2.618	10,041.4
1.618	9,987.4
1.000	9,954.0
0.618	9,933.4
HIGH	9,900.0
0.618	9,879.4
0.500	9,873.0
0.382	9,866.6
LOW	9,846.0
0.618	9,812.6
1.000	9,792.0
1.618	9,758.6
2.618	9,704.6
4.250	9,616.5

Fisher Pivots for day following 20-May-2016
Pivot	1 day	3 day
R1	9,890.0	9,884.1
PP	9,881.5	9,869.7
S1	9,873.0	9,855.3

Download as Excel Spreadsheet

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

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