DAX Index Future September 2016

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	01-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	9,718.5	9,692.5	-26.0	-0.3%	9,402.5
High	9,795.0	9,692.5	-102.5	-1.0%	9,795.0
Low	9,645.5	9,453.5	-192.0	-2.0%	9,201.5
Close	9,757.0	9,519.0	-238.0	-2.4%	9,757.0
Range	149.5	239.0	89.5	59.9%	593.5
ATR	251.5	255.2	3.7	1.5%	0.0
Volume	41,911	121,989	80,078	191.1%	445,644

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,272.0	10,134.5	9,650.5
R3	10,033.0	9,895.5	9,584.7
R2	9,794.0	9,794.0	9,562.8
R1	9,656.5	9,656.5	9,540.9	9,605.8
PP	9,555.0	9,555.0	9,555.0	9,529.6
S1	9,417.5	9,417.5	9,497.1	9,366.8
S2	9,316.0	9,316.0	9,475.2
S3	9,077.0	9,178.5	9,453.3
S4	8,838.0	8,939.5	9,387.6

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,365.0	11,154.5	10,083.4
R3	10,771.5	10,561.0	9,920.2
R2	10,178.0	10,178.0	9,865.8
R1	9,967.5	9,967.5	9,811.4	10,072.8
PP	9,584.5	9,584.5	9,584.5	9,637.1
S1	9,374.0	9,374.0	9,702.6	9,479.3
S2	8,991.0	8,991.0	9,648.2
S3	8,397.5	8,780.5	9,593.8
S4	7,804.0	8,187.0	9,430.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,795.0	9,397.0	398.0	4.2%	191.6	2.0%	31%	False	False	91,815
10	10,340.0	9,152.5	1,187.5	12.5%	244.6	2.6%	31%	False	False	112,069
20	10,340.0	9,152.5	1,187.5	12.5%	204.0	2.1%	31%	False	False	83,622
40	10,357.0	9,152.5	1,204.5	12.7%	171.7	1.8%	30%	False	False	41,945
60	10,508.0	9,152.5	1,355.5	14.2%	164.0	1.7%	27%	False	False	28,026
80	10,508.0	9,152.5	1,355.5	14.2%	160.3	1.7%	27%	False	False	21,052
100	10,508.0	8,732.0	1,776.0	18.7%	148.0	1.6%	44%	False	False	16,850
120	10,508.0	8,732.0	1,776.0	18.7%	149.9	1.6%	44%	False	False	14,049

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	76.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,708.3
2.618	10,318.2
1.618	10,079.2
1.000	9,931.5
0.618	9,840.2
HIGH	9,692.5
0.618	9,601.2
0.500	9,573.0
0.382	9,544.8
LOW	9,453.5
0.618	9,305.8
1.000	9,214.5
1.618	9,066.8
2.618	8,827.8
4.250	8,437.8

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	9,573.0	9,624.3
PP	9,555.0	9,589.2
S1	9,537.0	9,554.1

Download as Excel Spreadsheet

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

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