DAX Index Future December 2016

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	10,587.0	10,575.0	-12.0	-0.1%	10,500.0
High	10,684.5	10,595.0	-89.5	-0.8%	10,637.5
Low	10,536.5	10,492.5	-44.0	-0.4%	10,442.0
Close	10,562.0	10,508.5	-53.5	-0.5%	10,488.5
Range	148.0	102.5	-45.5	-30.7%	195.5
ATR	176.1	170.8	-5.3	-3.0%	0.0
Volume	90,017	117,610	27,593	30.7%	387,224

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,839.5	10,776.5	10,564.9
R3	10,737.0	10,674.0	10,536.7
R2	10,634.5	10,634.5	10,527.3
R1	10,571.5	10,571.5	10,517.9	10,551.8
PP	10,532.0	10,532.0	10,532.0	10,522.1
S1	10,469.0	10,469.0	10,499.1	10,449.3
S2	10,429.5	10,429.5	10,489.7
S3	10,327.0	10,366.5	10,480.3
S4	10,224.5	10,264.0	10,452.1

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,109.2	10,994.3	10,596.0
R3	10,913.7	10,798.8	10,542.3
R2	10,718.2	10,718.2	10,524.3
R1	10,603.3	10,603.3	10,506.4	10,563.0
PP	10,522.7	10,522.7	10,522.7	10,502.5
S1	10,407.8	10,407.8	10,470.6	10,367.5
S2	10,327.2	10,327.2	10,452.7
S3	10,131.7	10,212.3	10,434.7
S4	9,936.2	10,016.8	10,381.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,684.5	10,442.0	242.5	2.3%	139.5	1.3%	27%	False	False	105,223
10	10,684.5	10,173.5	511.0	4.9%	184.4	1.8%	66%	False	False	107,864
20	10,698.0	10,173.5	524.5	5.0%	164.0	1.6%	64%	False	False	101,700
40	10,770.0	10,173.5	596.5	5.7%	156.0	1.5%	56%	False	False	55,493
60	10,783.5	9,903.0	880.5	8.4%	140.6	1.3%	69%	False	False	37,049
80	10,783.5	9,164.5	1,619.0	15.4%	151.6	1.4%	83%	False	False	27,831
100	10,783.5	9,164.5	1,619.0	15.4%	140.6	1.3%	83%	False	False	22,275
120	10,783.5	9,164.5	1,619.0	15.4%	126.3	1.2%	83%	False	False	18,563

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	34.1
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	11,030.6
2.618	10,863.3
1.618	10,760.8
1.000	10,697.5
0.618	10,658.3
HIGH	10,595.0
0.618	10,555.8
0.500	10,543.8
0.382	10,531.7
LOW	10,492.5
0.618	10,429.2
1.000	10,390.0
1.618	10,326.7
2.618	10,224.2
4.250	10,056.9

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	10,543.8	10,563.5
PP	10,532.0	10,545.2
S1	10,520.3	10,526.8

Download as Excel Spreadsheet

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

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