DAX Index Future March 2017

Trading Metrics calculated at close of trading on 10-Jan-2017

Day Change Summary
	Previous	Current
	09-Jan-2017	10-Jan-2017	Change	Change %	Previous Week
Open	11,630.0	11,544.0	-86.0	-0.7%	11,425.0
High	11,631.5	11,603.0	-28.5	-0.2%	11,649.5
Low	11,519.0	11,541.0	22.0	0.2%	11,402.5
Close	11,565.0	11,585.0	20.0	0.2%	11,591.5
Range	112.5	62.0	-50.5	-44.9%	247.0
ATR	105.4	102.3	-3.1	-2.9%	0.0
Volume	61,731	108,386	46,655	75.6%	338,212

Daily Pivots for day following 10-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	11,762.3	11,735.7	11,619.1
R3	11,700.3	11,673.7	11,602.1
R2	11,638.3	11,638.3	11,596.4
R1	11,611.7	11,611.7	11,590.7	11,625.0
PP	11,576.3	11,576.3	11,576.3	11,583.0
S1	11,549.7	11,549.7	11,579.3	11,563.0
S2	11,514.3	11,514.3	11,573.6
S3	11,452.3	11,487.7	11,568.0
S4	11,390.3	11,425.7	11,550.9

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,288.8	12,187.2	11,727.4
R3	12,041.8	11,940.2	11,659.4
R2	11,794.8	11,794.8	11,636.8
R1	11,693.2	11,693.2	11,614.1	11,744.0
PP	11,547.8	11,547.8	11,547.8	11,573.3
S1	11,446.2	11,446.2	11,568.9	11,497.0
S2	11,300.8	11,300.8	11,546.2
S3	11,053.8	11,199.2	11,523.6
S4	10,806.8	10,952.2	11,455.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,631.5	11,519.0	112.5	1.0%	82.5	0.7%	59%	False	False	72,547
10	11,649.5	11,402.5	247.0	2.1%	91.5	0.8%	74%	False	False	62,604
20	11,649.5	11,173.0	476.5	4.1%	87.0	0.8%	86%	False	False	56,408
40	11,649.5	10,398.0	1,251.5	10.8%	109.2	0.9%	95%	False	False	31,360
60	11,649.5	10,021.5	1,628.0	14.1%	121.0	1.0%	96%	False	False	20,991
80	11,649.5	10,021.5	1,628.0	14.1%	125.6	1.1%	96%	False	False	15,784

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.0
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	11,866.5
2.618	11,765.3
1.618	11,703.3
1.000	11,665.0
0.618	11,641.3
HIGH	11,603.0
0.618	11,579.3
0.500	11,572.0
0.382	11,564.7
LOW	11,541.0
0.618	11,502.7
1.000	11,479.0
1.618	11,440.7
2.618	11,378.7
4.250	11,277.5

Fisher Pivots for day following 10-Jan-2017
Pivot	1 day	3 day
R1	11,580.7	11,581.8
PP	11,576.3	11,578.5
S1	11,572.0	11,575.3

Download as Excel Spreadsheet

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

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