DAX Index Future March 2017

Trading Metrics calculated at close of trading on 30-Nov-2016

Day Change Summary
	Previous	Current
	29-Nov-2016	30-Nov-2016	Change	Change %	Previous Week
Open	10,568.5	10,617.5	49.0	0.5%	10,684.0
High	10,627.0	10,685.0	58.0	0.5%	10,774.0
Low	10,534.5	10,613.0	78.5	0.7%	10,586.5
Close	10,604.0	10,635.0	31.0	0.3%	10,688.5
Range	92.5	72.0	-20.5	-22.2%	187.5
ATR	134.2	130.4	-3.8	-2.8%	0.0
Volume	101	1,057	956	946.5%	977

Daily Pivots for day following 30-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,860.3	10,819.7	10,674.6
R3	10,788.3	10,747.7	10,654.8
R2	10,716.3	10,716.3	10,648.2
R1	10,675.7	10,675.7	10,641.6	10,696.0
PP	10,644.3	10,644.3	10,644.3	10,654.5
S1	10,603.7	10,603.7	10,628.4	10,624.0
S2	10,572.3	10,572.3	10,621.8
S3	10,500.3	10,531.7	10,615.2
S4	10,428.3	10,459.7	10,595.4

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,245.5	11,154.5	10,791.6
R3	11,058.0	10,967.0	10,740.1
R2	10,870.5	10,870.5	10,722.9
R1	10,779.5	10,779.5	10,705.7	10,825.0
PP	10,683.0	10,683.0	10,683.0	10,705.8
S1	10,592.0	10,592.0	10,671.3	10,637.5
S2	10,495.5	10,495.5	10,654.1
S3	10,308.0	10,404.5	10,636.9
S4	10,120.5	10,217.0	10,585.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,710.5	10,534.5	176.0	1.7%	83.4	0.8%	57%	False	False	378
10	10,774.0	10,534.5	239.5	2.3%	96.8	0.9%	42%	False	False	282
20	10,793.0	10,021.5	771.5	7.3%	136.7	1.3%	80%	False	False	351
40	10,823.0	10,021.5	801.5	7.5%	126.8	1.2%	77%	False	False	253
60	10,823.0	10,021.5	801.5	7.5%	129.9	1.2%	77%	False	False	205

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,991.0
2.618	10,873.5
1.618	10,801.5
1.000	10,757.0
0.618	10,729.5
HIGH	10,685.0
0.618	10,657.5
0.500	10,649.0
0.382	10,640.5
LOW	10,613.0
0.618	10,568.5
1.000	10,541.0
1.618	10,496.5
2.618	10,424.5
4.250	10,307.0

Fisher Pivots for day following 30-Nov-2016
Pivot	1 day	3 day
R1	10,649.0	10,626.6
PP	10,644.3	10,618.2
S1	10,639.7	10,609.8

Download as Excel Spreadsheet

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

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