DAX Index Future June 2017

Trading Metrics calculated at close of trading on 01-Jun-2017

Day Change Summary
	Previous	Current
	31-May-2017	01-Jun-2017	Change	Change %	Previous Week
Open	12,575.5	12,642.5	67.0	0.5%	12,665.0
High	12,708.5	12,696.5	-12.0	-0.1%	12,709.0
Low	12,575.5	12,616.5	41.0	0.3%	12,526.0
Close	12,638.0	12,665.0	27.0	0.2%	12,593.0
Range	133.0	80.0	-53.0	-39.8%	183.0
ATR	116.9	114.2	-2.6	-2.3%	0.0
Volume	71,391	100,812	29,421	41.2%	320,644

Daily Pivots for day following 01-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,899.3	12,862.2	12,709.0
R3	12,819.3	12,782.2	12,687.0
R2	12,739.3	12,739.3	12,679.7
R1	12,702.2	12,702.2	12,672.3	12,720.8
PP	12,659.3	12,659.3	12,659.3	12,668.6
S1	12,622.2	12,622.2	12,657.7	12,640.8
S2	12,579.3	12,579.3	12,650.3
S3	12,499.3	12,542.2	12,643.0
S4	12,419.3	12,462.2	12,621.0

Weekly Pivots for week ending 26-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,158.3	13,058.7	12,693.7
R3	12,975.3	12,875.7	12,643.3
R2	12,792.3	12,792.3	12,626.6
R1	12,692.7	12,692.7	12,609.8	12,651.0
PP	12,609.3	12,609.3	12,609.3	12,588.5
S1	12,509.7	12,509.7	12,576.2	12,468.0
S2	12,426.3	12,426.3	12,559.5
S3	12,243.3	12,326.7	12,542.7
S4	12,060.3	12,143.7	12,492.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,709.0	12,526.0	183.0	1.4%	110.7	0.9%	76%	False	False	75,621
10	12,709.0	12,491.5	217.5	1.7%	105.7	0.8%	80%	False	False	74,692
20	12,843.5	12,491.5	352.0	2.8%	117.6	0.9%	49%	False	False	76,584
40	12,843.5	11,962.5	881.0	7.0%	115.0	0.9%	80%	False	False	78,212
60	12,843.5	11,878.5	965.0	7.6%	111.8	0.9%	82%	False	False	72,462
80	12,843.5	11,496.0	1,347.5	10.6%	110.1	0.9%	87%	False	False	54,525
100	12,843.5	11,456.0	1,387.5	11.0%	106.5	0.8%	87%	False	False	43,760
120	12,843.5	11,178.0	1,665.5	13.2%	99.9	0.8%	89%	False	False	36,491

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	27.8
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,036.5
2.618	12,905.9
1.618	12,825.9
1.000	12,776.5
0.618	12,745.9
HIGH	12,696.5
0.618	12,665.9
0.500	12,656.5
0.382	12,647.1
LOW	12,616.5
0.618	12,567.1
1.000	12,536.5
1.618	12,487.1
2.618	12,407.1
4.250	12,276.5

Fisher Pivots for day following 01-Jun-2017
Pivot	1 day	3 day
R1	12,662.2	12,655.2
PP	12,659.3	12,645.3
S1	12,656.5	12,635.5

Download as Excel Spreadsheet

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

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