DAX Index Future December 2016

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	9,556.5	9,699.5	143.0	1.5%	9,420.0
High	9,766.0	9,778.0	12.0	0.1%	9,778.0
Low	9,505.5	9,656.0	150.5	1.6%	9,190.0
Close	9,654.0	9,742.0	88.0	0.9%	9,742.0
Range	260.5	122.0	-138.5	-53.2%	588.0
ATR	237.3	229.2	-8.1	-3.4%	0.0
Volume	103	464	361	350.5%	926

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,091.3	10,038.7	9,809.1
R3	9,969.3	9,916.7	9,775.6
R2	9,847.3	9,847.3	9,764.4
R1	9,794.7	9,794.7	9,753.2	9,821.0
PP	9,725.3	9,725.3	9,725.3	9,738.5
S1	9,672.7	9,672.7	9,730.8	9,699.0
S2	9,603.3	9,603.3	9,719.6
S3	9,481.3	9,550.7	9,708.5
S4	9,359.3	9,428.7	9,674.9

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,334.0	11,126.0	10,065.4
R3	10,746.0	10,538.0	9,903.7
R2	10,158.0	10,158.0	9,849.8
R1	9,950.0	9,950.0	9,795.9	10,054.0
PP	9,570.0	9,570.0	9,570.0	9,622.0
S1	9,362.0	9,362.0	9,688.1	9,466.0
S2	8,982.0	8,982.0	9,634.2
S3	8,394.0	8,774.0	9,580.3
S4	7,806.0	8,186.0	9,418.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,778.0	9,190.0	588.0	6.0%	202.2	2.1%	94%	True	False	185
10	10,318.0	9,164.5	1,153.5	11.8%	213.8	2.2%	50%	False	False	215
20	10,318.0	9,164.5	1,153.5	11.8%	152.8	1.6%	50%	False	False	144
40	10,350.5	9,164.5	1,186.0	12.2%	119.6	1.2%	49%	False	False	76
60	10,465.0	9,164.5	1,300.5	13.3%	85.7	0.9%	44%	False	False	53

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	60.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,296.5
2.618	10,097.4
1.618	9,975.4
1.000	9,900.0
0.618	9,853.4
HIGH	9,778.0
0.618	9,731.4
0.500	9,717.0
0.382	9,702.6
LOW	9,656.0
0.618	9,580.6
1.000	9,534.0
1.618	9,458.6
2.618	9,336.6
4.250	9,137.5

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	9,733.7	9,705.6
PP	9,725.3	9,669.2
S1	9,717.0	9,632.8

Download as Excel Spreadsheet

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

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