DAX Index Future December 2016

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	9,400.0	9,523.5	123.5	1.3%	9,896.5
High	9,528.0	9,609.5	81.5	0.9%	10,318.0
Low	9,388.0	9,487.5	99.5	1.1%	9,164.5
Close	9,400.0	9,573.0	173.0	1.8%	9,543.0
Range	140.0	122.0	-18.0	-12.9%	1,153.5
ATR	237.5	235.5	-2.0	-0.8%	0.0
Volume	79	159	80	101.3%	1,224

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	9,922.7	9,869.8	9,640.1
R3	9,800.7	9,747.8	9,606.6
R2	9,678.7	9,678.7	9,595.4
R1	9,625.8	9,625.8	9,584.2	9,652.3
PP	9,556.7	9,556.7	9,556.7	9,569.9
S1	9,503.8	9,503.8	9,561.8	9,530.3
S2	9,434.7	9,434.7	9,550.6
S3	9,312.7	9,381.8	9,539.5
S4	9,190.7	9,259.8	9,505.9

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	13,135.7	12,492.8	10,177.4
R3	11,982.2	11,339.3	9,860.2
R2	10,828.7	10,828.7	9,754.5
R1	10,185.8	10,185.8	9,648.7	9,930.5
PP	9,675.2	9,675.2	9,675.2	9,547.5
S1	9,032.3	9,032.3	9,437.3	8,777.0
S2	8,521.7	8,521.7	9,331.5
S3	7,368.2	7,878.8	9,225.8
S4	6,214.7	6,725.3	8,908.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,318.0	9,164.5	1,153.5	12.0%	268.3	2.8%	35%	False	False	225
10	10,318.0	9,164.5	1,153.5	12.0%	206.9	2.2%	35%	False	False	168
20	10,318.0	9,164.5	1,153.5	12.0%	148.4	1.6%	35%	False	False	117
40	10,350.5	9,164.5	1,186.0	12.4%	110.9	1.2%	34%	False	False	62
60	10,465.0	9,164.5	1,300.5	13.6%	80.6	0.8%	31%	False	False	44

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	57.6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	10,128.0
2.618	9,928.9
1.618	9,806.9
1.000	9,731.5
0.618	9,684.9
HIGH	9,609.5
0.618	9,562.9
0.500	9,548.5
0.382	9,534.1
LOW	9,487.5
0.618	9,412.1
1.000	9,365.5
1.618	9,290.1
2.618	9,168.1
4.250	8,969.0

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	9,564.8	9,515.3
PP	9,556.7	9,457.5
S1	9,548.5	9,399.8

Download as Excel Spreadsheet

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

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