DAX Index Future March 2017

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	11,645.0	11,845.0	200.0	1.7%	11,539.0
High	11,831.5	11,895.0	63.5	0.5%	11,644.5
Low	11,638.0	11,821.0	183.0	1.6%	11,423.0
Close	11,825.5	11,840.0	14.5	0.1%	11,616.0
Range	193.5	74.0	-119.5	-61.8%	221.5
ATR	120.2	116.9	-3.3	-2.7%	0.0
Volume	69,302	55,668	-13,634	-19.7%	302,538

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,074.0	12,031.0	11,880.7
R3	12,000.0	11,957.0	11,860.4
R2	11,926.0	11,926.0	11,853.6
R1	11,883.0	11,883.0	11,846.8	11,867.5
PP	11,852.0	11,852.0	11,852.0	11,844.3
S1	11,809.0	11,809.0	11,833.2	11,793.5
S2	11,778.0	11,778.0	11,826.4
S3	11,704.0	11,735.0	11,819.7
S4	11,630.0	11,661.0	11,799.3

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,225.7	12,142.3	11,737.8
R3	12,004.2	11,920.8	11,676.9
R2	11,782.7	11,782.7	11,656.6
R1	11,699.3	11,699.3	11,636.3	11,741.0
PP	11,561.2	11,561.2	11,561.2	11,582.0
S1	11,477.8	11,477.8	11,595.7	11,519.5
S2	11,339.7	11,339.7	11,575.4
S3	11,118.2	11,256.3	11,555.1
S4	10,896.7	11,034.8	11,494.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,895.0	11,506.5	388.5	3.3%	112.6	1.0%	86%	True	False	73,841
10	11,895.0	11,423.0	472.0	4.0%	112.9	1.0%	88%	True	False	68,697
20	11,895.0	11,402.5	492.5	4.2%	108.4	0.9%	89%	True	False	67,991
40	11,895.0	10,398.0	1,497.0	12.6%	112.9	1.0%	96%	True	False	50,647
60	11,895.0	10,021.5	1,873.5	15.8%	121.3	1.0%	97%	True	False	33,866
80	11,895.0	10,021.5	1,873.5	15.8%	120.1	1.0%	97%	True	False	25,437
100	11,895.0	10,021.5	1,873.5	15.8%	122.7	1.0%	97%	True	False	20,371

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	28.1
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	12,209.5
2.618	12,088.7
1.618	12,014.7
1.000	11,969.0
0.618	11,940.7
HIGH	11,895.0
0.618	11,866.7
0.500	11,858.0
0.382	11,849.3
LOW	11,821.0
0.618	11,775.3
1.000	11,747.0
1.618	11,701.3
2.618	11,627.3
4.250	11,506.5

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	11,858.0	11,799.0
PP	11,852.0	11,758.0
S1	11,846.0	11,717.0

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

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