DAX Index Future December 2016

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	10,315.0	10,439.0	124.0	1.2%	10,680.0
High	10,320.0	10,469.5	149.5	1.4%	10,739.0
Low	10,196.5	10,375.5	179.0	1.8%	10,196.5
Close	10,258.0	10,433.5	175.5	1.7%	10,258.0
Range	123.5	94.0	-29.5	-23.9%	542.5
ATR	148.8	153.3	4.5	3.0%	0.0
Volume	94,809	83,805	-11,004	-11.6%	538,463

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,708.2	10,664.8	10,485.2
R3	10,614.2	10,570.8	10,459.4
R2	10,520.2	10,520.2	10,450.7
R1	10,476.8	10,476.8	10,442.1	10,451.5
PP	10,426.2	10,426.2	10,426.2	10,413.5
S1	10,382.8	10,382.8	10,424.9	10,357.5
S2	10,332.2	10,332.2	10,416.3
S3	10,238.2	10,288.8	10,407.7
S4	10,144.2	10,194.8	10,381.8

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	5.2%	152.3	1.5%	44%	False	False	100,128
10	10,826.0	10,196.5	629.5	6.0%	133.0	1.3%	38%	False	False	101,065
20	10,826.0	10,196.5	629.5	6.0%	127.0	1.2%	38%	False	False	92,048
40	10,826.0	10,173.5	652.5	6.3%	149.0	1.4%	40%	False	False	94,797
60	10,826.0	10,173.5	652.5	6.3%	144.2	1.4%	40%	False	False	64,225
80	10,826.0	9,903.0	923.0	8.8%	137.0	1.3%	57%	False	False	48,206
100	10,826.0	9,164.5	1,661.5	15.9%	146.8	1.4%	76%	False	False	38,600
120	10,826.0	9,164.5	1,661.5	15.9%	137.0	1.3%	76%	False	False	32,173

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	18.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	10,869.0
2.618	10,715.6
1.618	10,621.6
1.000	10,563.5
0.618	10,527.6
HIGH	10,469.5
0.618	10,433.6
0.500	10,422.5
0.382	10,411.4
LOW	10,375.5
0.618	10,317.4
1.000	10,281.5
1.618	10,223.4
2.618	10,129.4
4.250	9,976.0

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	10,429.8	10,400.0
PP	10,426.2	10,366.5
S1	10,422.5	10,333.0

Download as Excel Spreadsheet

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

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