DAX Index Future September 2016

Trading Metrics calculated at close of trading on 23-May-2016

Day Change Summary
	Previous	Current
	20-May-2016	23-May-2016	Change	Change %	Previous Week
Open	9,872.5	9,903.0	30.5	0.3%	9,935.5
High	9,900.0	9,955.5	55.5	0.6%	10,061.0
Low	9,846.0	9,804.5	-41.5	-0.4%	9,765.0
Close	9,898.5	9,847.0	-51.5	-0.5%	9,898.5
Range	54.0	151.0	97.0	179.6%	296.0
ATR	159.5	158.9	-0.6	-0.4%	0.0
Volume	178	186	8	4.5%	797

Daily Pivots for day following 23-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,322.0	10,235.5	9,930.1
R3	10,171.0	10,084.5	9,888.5
R2	10,020.0	10,020.0	9,874.7
R1	9,933.5	9,933.5	9,860.8	9,901.3
PP	9,869.0	9,869.0	9,869.0	9,852.9
S1	9,782.5	9,782.5	9,833.2	9,750.3
S2	9,718.0	9,718.0	9,819.3
S3	9,567.0	9,631.5	9,805.5
S4	9,416.0	9,480.5	9,764.0

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%	143.6	1.5%	28%	False	False	196
10	10,100.0	9,757.5	342.5	3.5%	141.0	1.4%	26%	False	False	180
20	10,409.0	9,757.5	651.5	6.6%	145.9	1.5%	14%	False	False	173
40	10,508.0	9,485.5	1,022.5	10.4%	146.9	1.5%	35%	False	False	168
60	10,508.0	9,365.0	1,143.0	11.6%	135.3	1.4%	42%	False	False	147
80	10,508.0	8,732.0	1,776.0	18.0%	138.6	1.4%	63%	False	False	120
100	10,817.0	8,732.0	2,085.0	21.2%	141.2	1.4%	53%	False	False	104

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	35.7
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,597.3
2.618	10,350.8
1.618	10,199.8
1.000	10,106.5
0.618	10,048.8
HIGH	9,955.5
0.618	9,897.8
0.500	9,880.0
0.382	9,862.2
LOW	9,804.5
0.618	9,711.2
1.000	9,653.5
1.618	9,560.2
2.618	9,409.2
4.250	9,162.8

Fisher Pivots for day following 23-May-2016
Pivot	1 day	3 day
R1	9,880.0	9,860.3
PP	9,869.0	9,855.8
S1	9,858.0	9,851.4

Download as Excel Spreadsheet

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

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