DAX Index Future December 2016

Trading Metrics calculated at close of trading on 20-Oct-2016

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	10,615.5	10,676.5	61.0	0.6%	10,496.0
High	10,668.5	10,744.5	76.0	0.7%	10,684.5
Low	10,581.0	10,585.0	4.0	0.0%	10,337.0
Close	10,647.5	10,695.0	47.5	0.4%	10,577.0
Range	87.5	159.5	72.0	82.3%	347.5
ATR	162.4	162.2	-0.2	-0.1%	0.0
Volume	88,350	64,385	-23,965	-27.1%	493,963

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,153.3	11,083.7	10,782.7
R3	10,993.8	10,924.2	10,738.9
R2	10,834.3	10,834.3	10,724.2
R1	10,764.7	10,764.7	10,709.6	10,799.5
PP	10,674.8	10,674.8	10,674.8	10,692.3
S1	10,605.2	10,605.2	10,680.4	10,640.0
S2	10,515.3	10,515.3	10,665.8
S3	10,355.8	10,445.7	10,651.1
S4	10,196.3	10,286.2	10,607.3

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,575.3	11,423.7	10,768.1
R3	11,227.8	11,076.2	10,672.6
R2	10,880.3	10,880.3	10,640.7
R1	10,728.7	10,728.7	10,608.9	10,804.5
PP	10,532.8	10,532.8	10,532.8	10,570.8
S1	10,381.2	10,381.2	10,545.1	10,457.0
S2	10,185.3	10,185.3	10,513.3
S3	9,837.8	10,033.7	10,481.4
S4	9,490.3	9,686.2	10,385.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,744.5	10,432.5	312.0	2.9%	128.5	1.2%	84%	True	False	76,925
10	10,744.5	10,337.0	407.5	3.8%	135.7	1.3%	88%	True	False	88,522
20	10,744.5	10,173.5	571.0	5.3%	165.7	1.5%	91%	True	False	97,835
40	10,770.0	10,173.5	596.5	5.6%	154.4	1.4%	87%	False	False	67,618
60	10,783.5	10,089.0	694.5	6.5%	142.5	1.3%	87%	False	False	45,131
80	10,783.5	9,281.0	1,502.5	14.0%	142.5	1.3%	94%	False	False	33,891
100	10,783.5	9,164.5	1,619.0	15.1%	142.4	1.3%	95%	False	False	27,134
120	10,783.5	9,164.5	1,619.0	15.1%	130.9	1.2%	95%	False	False	22,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,422.4
2.618	11,162.1
1.618	11,002.6
1.000	10,904.0
0.618	10,843.1
HIGH	10,744.5
0.618	10,683.6
0.500	10,664.8
0.382	10,645.9
LOW	10,585.0
0.618	10,486.4
1.000	10,425.5
1.618	10,326.9
2.618	10,167.4
4.250	9,907.1

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	10,684.9	10,676.0
PP	10,674.8	10,657.0
S1	10,664.8	10,638.0

Download as Excel Spreadsheet

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

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