DAX Index Future June 2017

Trading Metrics calculated at close of trading on 07-Jun-2017

Day Change Summary
	Previous	Current
	06-Jun-2017	07-Jun-2017	Change	Change %	Previous Week
Open	12,775.0	12,678.5	-96.5	-0.8%	12,610.0
High	12,791.5	12,745.5	-46.0	-0.4%	12,879.5
Low	12,651.5	12,633.5	-18.0	-0.1%	12,562.5
Close	12,686.0	12,660.5	-25.5	-0.2%	12,817.0
Range	140.0	112.0	-28.0	-20.0%	317.0
ATR	116.5	116.2	-0.3	-0.3%	0.0
Volume	80,554	82,272	1,718	2.1%	370,218

Daily Pivots for day following 07-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,015.8	12,950.2	12,722.1
R3	12,903.8	12,838.2	12,691.3
R2	12,791.8	12,791.8	12,681.0
R1	12,726.2	12,726.2	12,670.8	12,703.0
PP	12,679.8	12,679.8	12,679.8	12,668.3
S1	12,614.2	12,614.2	12,650.2	12,591.0
S2	12,567.8	12,567.8	12,640.0
S3	12,455.8	12,502.2	12,629.7
S4	12,343.8	12,390.2	12,598.9

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,704.0	13,577.5	12,991.4
R3	13,387.0	13,260.5	12,904.2
R2	13,070.0	13,070.0	12,875.1
R1	12,943.5	12,943.5	12,846.1	13,006.8
PP	12,753.0	12,753.0	12,753.0	12,784.6
S1	12,626.5	12,626.5	12,787.9	12,689.8
S2	12,436.0	12,436.0	12,758.9
S3	12,119.0	12,309.5	12,729.8
S4	11,802.0	11,992.5	12,642.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,879.5	12,616.5	263.0	2.1%	96.8	0.8%	17%	False	False	70,502
10	12,879.5	12,526.0	353.5	2.8%	100.8	0.8%	38%	False	False	71,338
20	12,879.5	12,491.5	388.0	3.1%	107.6	0.8%	44%	False	False	75,540
40	12,879.5	11,962.5	917.0	7.2%	112.3	0.9%	76%	False	False	76,887
60	12,879.5	11,878.5	1,001.0	7.9%	113.0	0.9%	78%	False	False	76,153
80	12,879.5	11,676.0	1,203.5	9.5%	108.8	0.9%	82%	False	False	57,665
100	12,879.5	11,456.0	1,423.5	11.2%	106.6	0.8%	85%	False	False	46,266
120	12,879.5	11,299.0	1,580.5	12.5%	101.0	0.8%	86%	False	False	38,580

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	21.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,221.5
2.618	13,038.7
1.618	12,926.7
1.000	12,857.5
0.618	12,814.7
HIGH	12,745.5
0.618	12,702.7
0.500	12,689.5
0.382	12,676.3
LOW	12,633.5
0.618	12,564.3
1.000	12,521.5
1.618	12,452.3
2.618	12,340.3
4.250	12,157.5

Fisher Pivots for day following 07-Jun-2017
Pivot	1 day	3 day
R1	12,689.5	12,725.3
PP	12,679.8	12,703.7
S1	12,670.2	12,682.1

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

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