DAX Index Future December 2016

Trading Metrics calculated at close of trading on 04-Nov-2016

Day Change Summary
	Previous	Current
	03-Nov-2016	04-Nov-2016	Change	Change %	Previous Week
Open	10,379.5	10,315.0	-64.5	-0.6%	10,680.0
High	10,404.0	10,320.0	-84.0	-0.8%	10,739.0
Low	10,290.5	10,196.5	-94.0	-0.9%	10,196.5
Close	10,326.5	10,258.0	-68.5	-0.7%	10,258.0
Range	113.5	123.5	10.0	8.8%	542.5
ATR	150.2	148.8	-1.4	-1.0%	0.0
Volume	112,017	94,809	-17,208	-15.4%	538,463

Daily Pivots for day following 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,628.7	10,566.8	10,325.9
R3	10,505.2	10,443.3	10,292.0
R2	10,381.7	10,381.7	10,280.6
R1	10,319.8	10,319.8	10,269.3	10,289.0
PP	10,258.2	10,258.2	10,258.2	10,242.8
S1	10,196.3	10,196.3	10,246.7	10,165.5
S2	10,134.7	10,134.7	10,235.4
S3	10,011.2	10,072.8	10,224.0
S4	9,887.7	9,949.3	10,190.1

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	12,025.3	11,684.2	10,556.4
R3	11,482.8	11,141.7	10,407.2
R2	10,940.3	10,940.3	10,357.5
R1	10,599.2	10,599.2	10,307.7	10,498.5
PP	10,397.8	10,397.8	10,397.8	10,347.5
S1	10,056.7	10,056.7	10,208.3	9,956.0
S2	9,855.3	9,855.3	10,158.5
S3	9,312.8	9,514.2	10,108.8
S4	8,770.3	8,971.7	9,959.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,739.0	10,196.5	542.5	5.3%	145.8	1.4%	11%	False	True	107,692
10	10,826.0	10,196.5	629.5	6.1%	135.5	1.3%	10%	False	True	99,910
20	10,826.0	10,196.5	629.5	6.1%	132.4	1.3%	10%	False	True	92,820
40	10,826.0	10,173.5	652.5	6.4%	151.5	1.5%	13%	False	False	93,717
60	10,826.0	10,173.5	652.5	6.4%	144.5	1.4%	13%	False	False	62,833
80	10,826.0	9,903.0	923.0	9.0%	137.4	1.3%	38%	False	False	47,159
100	10,826.0	9,164.5	1,661.5	16.2%	147.7	1.4%	66%	False	False	37,763
120	10,826.0	9,164.5	1,661.5	16.2%	136.8	1.3%	66%	False	False	31,475

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	15.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,844.9
2.618	10,643.3
1.618	10,519.8
1.000	10,443.5
0.618	10,396.3
HIGH	10,320.0
0.618	10,272.8
0.500	10,258.3
0.382	10,243.7
LOW	10,196.5
0.618	10,120.2
1.000	10,073.0
1.618	9,996.7
2.618	9,873.2
4.250	9,671.6

Fisher Pivots for day following 04-Nov-2016
Pivot	1 day	3 day
R1	10,258.3	10,331.0
PP	10,258.2	10,306.7
S1	10,258.1	10,282.3

Download as Excel Spreadsheet

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

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