DAX Index Future March 2017

Trading Metrics calculated at close of trading on 31-Jan-2017

Day Change Summary
	Previous	Current
	30-Jan-2017	31-Jan-2017	Change	Change %	Previous Week
Open	11,778.0	11,677.0	-101.0	-0.9%	11,564.0
High	11,796.5	11,735.0	-61.5	-0.5%	11,895.0
Low	11,662.5	11,535.0	-127.5	-1.1%	11,506.5
Close	11,674.0	11,565.0	-109.0	-0.9%	11,813.5
Range	134.0	200.0	66.0	49.3%	388.5
ATR	115.2	121.2	6.1	5.3%	0.0
Volume	101,382	101,382	0	0.0%	355,878

Daily Pivots for day following 31-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,211.7	12,088.3	11,675.0
R3	12,011.7	11,888.3	11,620.0
R2	11,811.7	11,811.7	11,601.7
R1	11,688.3	11,688.3	11,583.3	11,650.0
PP	11,611.7	11,611.7	11,611.7	11,592.5
S1	11,488.3	11,488.3	11,546.7	11,450.0
S2	11,411.7	11,411.7	11,528.3
S3	11,211.7	11,288.3	11,510.0
S4	11,011.7	11,088.3	11,455.0

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,903.8	12,747.2	12,027.2
R3	12,515.3	12,358.7	11,920.3
R2	12,126.8	12,126.8	11,884.7
R1	11,970.2	11,970.2	11,849.1	12,048.5
PP	11,738.3	11,738.3	11,738.3	11,777.5
S1	11,581.7	11,581.7	11,777.9	11,660.0
S2	11,349.8	11,349.8	11,742.3
S3	10,961.3	11,193.2	11,706.7
S4	10,572.8	10,804.7	11,599.8

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	11,535.0	360.0	3.1%	131.1	1.1%	8%	False	True	81,282
10	11,895.0	11,506.5	388.5	3.4%	113.4	1.0%	15%	False	False	79,832
20	11,895.0	11,423.0	472.0	4.1%	110.0	1.0%	30%	False	False	74,149
40	11,895.0	10,424.5	1,470.5	12.7%	113.8	1.0%	78%	False	False	57,627
60	11,895.0	10,021.5	1,873.5	16.2%	122.7	1.1%	82%	False	False	38,552
80	11,895.0	10,021.5	1,873.5	16.2%	121.3	1.0%	82%	False	False	28,952
100	11,895.0	10,021.5	1,873.5	16.2%	123.8	1.1%	82%	False	False	23,183

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.5
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	12,585.0
2.618	12,258.6
1.618	12,058.6
1.000	11,935.0
0.618	11,858.6
HIGH	11,735.0
0.618	11,658.6
0.500	11,635.0
0.382	11,611.4
LOW	11,535.0
0.618	11,411.4
1.000	11,335.0
1.618	11,211.4
2.618	11,011.4
4.250	10,685.0

Fisher Pivots for day following 31-Jan-2017
Pivot	1 day	3 day
R1	11,635.0	11,694.8
PP	11,611.7	11,651.5
S1	11,588.3	11,608.3

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

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