DAX Index Future March 2017

Trading Metrics calculated at close of trading on 28-Dec-2016

Day Change Summary
	Previous	Current
	27-Dec-2016	28-Dec-2016	Change	Change %	Previous Week
Open	11,426.0	11,473.0	47.0	0.4%	11,419.0
High	11,483.5	11,481.0	-2.5	0.0%	11,487.0
Low	11,425.5	11,433.0	7.5	0.1%	11,377.0
Close	11,475.5	11,471.5	-4.0	0.0%	11,447.5
Range	58.0	48.0	-10.0	-17.2%	110.0
ATR	113.9	109.2	-4.7	-4.1%	0.0
Volume	32,438	39,805	7,367	22.7%	207,996

Daily Pivots for day following 28-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,605.8	11,586.7	11,497.9
R3	11,557.8	11,538.7	11,484.7
R2	11,509.8	11,509.8	11,480.3
R1	11,490.7	11,490.7	11,475.9	11,476.3
PP	11,461.8	11,461.8	11,461.8	11,454.6
S1	11,442.7	11,442.7	11,467.1	11,428.3
S2	11,413.8	11,413.8	11,462.7
S3	11,365.8	11,394.7	11,458.3
S4	11,317.8	11,346.7	11,445.1

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,767.2	11,717.3	11,508.0
R3	11,657.2	11,607.3	11,477.8
R2	11,547.2	11,547.2	11,467.7
R1	11,497.3	11,497.3	11,457.6	11,522.3
PP	11,437.2	11,437.2	11,437.2	11,449.6
S1	11,387.3	11,387.3	11,437.4	11,412.3
S2	11,327.2	11,327.2	11,427.3
S3	11,217.2	11,277.3	11,417.3
S4	11,107.2	11,167.3	11,387.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,487.0	11,406.0	81.0	0.7%	55.3	0.5%	81%	False	False	35,362
10	11,487.0	11,221.0	266.0	2.3%	74.0	0.6%	94%	False	False	48,380
20	11,487.0	10,398.0	1,089.0	9.5%	117.4	1.0%	99%	False	False	33,302
40	11,487.0	10,021.5	1,465.5	12.8%	127.7	1.1%	99%	False	False	16,803
60	11,487.0	10,021.5	1,465.5	12.8%	124.0	1.1%	99%	False	False	11,253
80	11,487.0	10,021.5	1,465.5	12.8%	126.2	1.1%	99%	False	False	8,466

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	14.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,685.0
2.618	11,606.7
1.618	11,558.7
1.000	11,529.0
0.618	11,510.7
HIGH	11,481.0
0.618	11,462.7
0.500	11,457.0
0.382	11,451.3
LOW	11,433.0
0.618	11,403.3
1.000	11,385.0
1.618	11,355.3
2.618	11,307.3
4.250	11,229.0

Fisher Pivots for day following 28-Dec-2016
Pivot	1 day	3 day
R1	11,466.7	11,463.2
PP	11,461.8	11,454.8
S1	11,457.0	11,446.5

Download as Excel Spreadsheet

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

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