DAX Index Future September 2017

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

Day Change Summary
	Previous	Current
	23-Jun-2017	26-Jun-2017	Change	Change %	Previous Week
Open	12,785.0	12,751.5	-33.5	-0.3%	12,770.0
High	12,788.5	12,835.0	46.5	0.4%	12,948.5
Low	12,665.5	12,742.0	76.5	0.6%	12,665.5
Close	12,725.5	12,769.5	44.0	0.3%	12,725.5
Range	123.0	93.0	-30.0	-24.4%	283.0
ATR	121.9	121.0	-0.9	-0.7%	0.0
Volume	60,928	97,536	36,608	60.1%	341,648

Daily Pivots for day following 26-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,061.2	13,008.3	12,820.7
R3	12,968.2	12,915.3	12,795.1
R2	12,875.2	12,875.2	12,786.6
R1	12,822.3	12,822.3	12,778.0	12,848.8
PP	12,782.2	12,782.2	12,782.2	12,795.4
S1	12,729.3	12,729.3	12,761.0	12,755.8
S2	12,689.2	12,689.2	12,752.5
S3	12,596.2	12,636.3	12,743.9
S4	12,503.2	12,543.3	12,718.4

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,628.8	13,460.2	12,881.2
R3	13,345.8	13,177.2	12,803.3
R2	13,062.8	13,062.8	12,777.4
R1	12,894.2	12,894.2	12,751.4	12,837.0
PP	12,779.8	12,779.8	12,779.8	12,751.3
S1	12,611.2	12,611.2	12,699.6	12,554.0
S2	12,496.8	12,496.8	12,673.6
S3	12,213.8	12,328.2	12,647.7
S4	11,930.8	12,045.2	12,569.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,948.5	12,665.5	283.0	2.2%	116.8	0.9%	37%	False	False	73,987
10	12,948.5	12,610.0	338.5	2.7%	124.0	1.0%	47%	False	False	71,020
20	12,948.5	12,563.5	385.0	3.0%	109.8	0.9%	54%	False	False	43,057
40	12,948.5	12,435.0	513.5	4.0%	108.4	0.8%	65%	False	False	21,720
60	12,948.5	11,965.0	983.5	7.7%	105.3	0.8%	82%	False	False	14,555

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	11.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,230.3
2.618	13,078.5
1.618	12,985.5
1.000	12,928.0
0.618	12,892.5
HIGH	12,835.0
0.618	12,799.5
0.500	12,788.5
0.382	12,777.5
LOW	12,742.0
0.618	12,684.5
1.000	12,649.0
1.618	12,591.5
2.618	12,498.5
4.250	12,346.8

Fisher Pivots for day following 26-Jun-2017
Pivot	1 day	3 day
R1	12,788.5	12,763.1
PP	12,782.2	12,756.7
S1	12,775.8	12,750.3

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

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