DAX Index Future December 2016

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	9,960.0	10,025.0	65.0	0.7%	9,708.5
High	10,083.0	10,068.0	-15.0	-0.1%	10,083.0
Low	9,959.5	9,966.0	6.5	0.1%	9,677.0
Close	10,057.0	10,035.0	-22.0	-0.2%	10,035.0
Range	123.5	102.0	-21.5	-17.4%	406.0
ATR	202.2	195.1	-7.2	-3.5%	0.0
Volume	46	109	63	137.0%	380

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,329.0	10,284.0	10,091.1
R3	10,227.0	10,182.0	10,063.1
R2	10,125.0	10,125.0	10,053.7
R1	10,080.0	10,080.0	10,044.4	10,102.5
PP	10,023.0	10,023.0	10,023.0	10,034.3
S1	9,978.0	9,978.0	10,025.7	10,000.5
S2	9,921.0	9,921.0	10,016.3
S3	9,819.0	9,876.0	10,007.0
S4	9,717.0	9,774.0	9,978.9

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,149.7	10,998.3	10,258.3
R3	10,743.7	10,592.3	10,146.7
R2	10,337.7	10,337.7	10,109.4
R1	10,186.3	10,186.3	10,072.2	10,262.0
PP	9,931.7	9,931.7	9,931.7	9,969.5
S1	9,780.3	9,780.3	9,997.8	9,856.0
S2	9,525.7	9,525.7	9,960.6
S3	9,119.7	9,374.3	9,923.4
S4	8,713.7	8,968.3	9,811.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,083.0	9,677.0	406.0	4.0%	127.7	1.3%	88%	False	False	76
10	10,083.0	9,281.0	802.0	8.0%	155.3	1.5%	94%	False	False	148
20	10,318.0	9,164.5	1,153.5	11.5%	184.5	1.8%	75%	False	False	181
40	10,350.5	9,164.5	1,186.0	11.8%	139.1	1.4%	73%	False	False	111
60	10,353.0	9,164.5	1,188.5	11.8%	109.8	1.1%	73%	False	False	76
80	10,465.0	9,164.5	1,300.5	13.0%	88.2	0.9%	67%	False	False	78

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,501.5
2.618	10,335.0
1.618	10,233.0
1.000	10,170.0
0.618	10,131.0
HIGH	10,068.0
0.618	10,029.0
0.500	10,017.0
0.382	10,005.0
LOW	9,966.0
0.618	9,903.0
1.000	9,864.0
1.618	9,801.0
2.618	9,699.0
4.250	9,532.5

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	10,029.0	10,019.0
PP	10,023.0	10,003.0
S1	10,017.0	9,987.0

Download as Excel Spreadsheet

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

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