DAX Index Future March 2017

Trading Metrics calculated at close of trading on 28-Feb-2017

Day Change Summary
	Previous	Current
	27-Feb-2017	28-Feb-2017	Change	Change %	Previous Week
Open	11,835.0	11,848.0	13.0	0.1%	11,825.5
High	11,864.0	11,852.5	-11.5	-0.1%	12,030.0
Low	11,790.5	11,776.5	-14.0	-0.1%	11,719.0
Close	11,827.5	11,847.0	19.5	0.2%	11,811.5
Range	73.5	76.0	2.5	3.4%	311.0
ATR	123.1	119.8	-3.4	-2.7%	0.0
Volume	64,998	95,778	30,780	47.4%	307,191

Daily Pivots for day following 28-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,053.3	12,026.2	11,888.8
R3	11,977.3	11,950.2	11,867.9
R2	11,901.3	11,901.3	11,860.9
R1	11,874.2	11,874.2	11,854.0	11,849.8
PP	11,825.3	11,825.3	11,825.3	11,813.1
S1	11,798.2	11,798.2	11,840.0	11,773.8
S2	11,749.3	11,749.3	11,833.1
S3	11,673.3	11,722.2	11,826.1
S4	11,597.3	11,646.2	11,805.2

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,786.5	12,610.0	11,982.6
R3	12,475.5	12,299.0	11,897.0
R2	12,164.5	12,164.5	11,868.5
R1	11,988.0	11,988.0	11,840.0	11,920.8
PP	11,853.5	11,853.5	11,853.5	11,819.9
S1	11,677.0	11,677.0	11,783.0	11,609.8
S2	11,542.5	11,542.5	11,754.5
S3	11,231.5	11,366.0	11,726.0
S4	10,920.5	11,055.0	11,640.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,030.0	11,719.0	311.0	2.6%	104.3	0.9%	41%	False	False	78,810
10	12,030.0	11,688.0	342.0	2.9%	110.0	0.9%	46%	False	False	73,576
20	12,030.0	11,460.0	570.0	4.8%	118.6	1.0%	68%	False	False	75,792
40	12,030.0	11,402.5	627.5	5.3%	114.8	1.0%	71%	False	False	74,445
60	12,030.0	10,398.0	1,632.0	13.8%	114.4	1.0%	89%	False	False	62,004
80	12,030.0	10,021.5	2,008.5	17.0%	120.5	1.0%	91%	False	False	46,595
100	12,030.0	10,021.5	2,008.5	17.0%	119.9	1.0%	91%	False	False	37,307
120	12,030.0	10,021.5	2,008.5	17.0%	122.7	1.0%	91%	False	False	31,108

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,175.5
2.618	12,051.5
1.618	11,975.5
1.000	11,928.5
0.618	11,899.5
HIGH	11,852.5
0.618	11,823.5
0.500	11,814.5
0.382	11,805.5
LOW	11,776.5
0.618	11,729.5
1.000	11,700.5
1.618	11,653.5
2.618	11,577.5
4.250	11,453.5

Fisher Pivots for day following 28-Feb-2017
Pivot	1 day	3 day
R1	11,836.2	11,840.3
PP	11,825.3	11,833.7
S1	11,814.5	11,827.0

Download as Excel Spreadsheet

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

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