DAX Index Future September 2016

Trading Metrics calculated at close of trading on 24-May-2016

Day Change Summary
	Previous	Current
	23-May-2016	24-May-2016	Change	Change %	Previous Week
Open	9,903.0	9,774.5	-128.5	-1.3%	9,935.5
High	9,955.5	10,105.0	149.5	1.5%	10,061.0
Low	9,804.5	9,767.0	-37.5	-0.4%	9,765.0
Close	9,847.0	10,061.0	214.0	2.2%	9,898.5
Range	151.0	338.0	187.0	123.8%	296.0
ATR	158.9	171.7	12.8	8.0%	0.0
Volume	186	318	132	71.0%	797

Daily Pivots for day following 24-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,991.7	10,864.3	10,246.9
R3	10,653.7	10,526.3	10,154.0
R2	10,315.7	10,315.7	10,123.0
R1	10,188.3	10,188.3	10,092.0	10,252.0
PP	9,977.7	9,977.7	9,977.7	10,009.5
S1	9,850.3	9,850.3	10,030.0	9,914.0
S2	9,639.7	9,639.7	9,999.0
S3	9,301.7	9,512.3	9,968.1
S4	8,963.7	9,174.3	9,875.1

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	10,105.0	9,765.0	340.0	3.4%	162.0	1.6%	87%	True	False	238
10	10,105.0	9,757.5	347.5	3.5%	163.3	1.6%	87%	True	False	199
20	10,368.0	9,757.5	610.5	6.1%	154.3	1.5%	50%	False	False	183
40	10,508.0	9,485.5	1,022.5	10.2%	152.2	1.5%	56%	False	False	174
60	10,508.0	9,365.0	1,143.0	11.4%	138.7	1.4%	61%	False	False	152
80	10,508.0	8,732.0	1,776.0	17.7%	142.2	1.4%	75%	False	False	123
100	10,508.0	8,732.0	1,776.0	17.7%	144.5	1.4%	75%	False	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33.2
Widest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	11,541.5
2.618	10,989.9
1.618	10,651.9
1.000	10,443.0
0.618	10,313.9
HIGH	10,105.0
0.618	9,975.9
0.500	9,936.0
0.382	9,896.1
LOW	9,767.0
0.618	9,558.1
1.000	9,429.0
1.618	9,220.1
2.618	8,882.1
4.250	8,330.5

Fisher Pivots for day following 24-May-2016
Pivot	1 day	3 day
R1	10,019.3	10,019.3
PP	9,977.7	9,977.7
S1	9,936.0	9,936.0

Download as Excel Spreadsheet

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

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