DAX Index Future September 2017

Trading Metrics calculated at close of trading on 13-Jul-2017

Day Change Summary
	Previous	Current
	12-Jul-2017	13-Jul-2017	Change	Change %	Previous Week
Open	12,459.5	12,652.0	192.5	1.5%	12,405.0
High	12,649.0	12,672.0	23.0	0.2%	12,492.0
Low	12,445.0	12,605.0	160.0	1.3%	12,306.5
Close	12,630.0	12,623.5	-6.5	-0.1%	12,367.0
Range	204.0	67.0	-137.0	-67.2%	185.5
ATR	145.9	140.3	-5.6	-3.9%	0.0
Volume	58,083	59,074	991	1.7%	272,562

Daily Pivots for day following 13-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,834.5	12,796.0	12,660.4
R3	12,767.5	12,729.0	12,641.9
R2	12,700.5	12,700.5	12,635.8
R1	12,662.0	12,662.0	12,629.6	12,647.8
PP	12,633.5	12,633.5	12,633.5	12,626.4
S1	12,595.0	12,595.0	12,617.4	12,580.8
S2	12,566.5	12,566.5	12,611.2
S3	12,499.5	12,528.0	12,605.1
S4	12,432.5	12,461.0	12,586.7

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,945.0	12,841.5	12,469.0
R3	12,759.5	12,656.0	12,418.0
R2	12,574.0	12,574.0	12,401.0
R1	12,470.5	12,470.5	12,384.0	12,429.5
PP	12,388.5	12,388.5	12,388.5	12,368.0
S1	12,285.0	12,285.0	12,350.0	12,244.0
S2	12,203.0	12,203.0	12,333.0
S3	12,017.5	12,099.5	12,316.0
S4	11,832.0	11,914.0	12,265.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,672.0	12,328.0	344.0	2.7%	114.5	0.9%	86%	True	False	67,626
10	12,730.0	12,303.0	427.0	3.4%	148.7	1.2%	75%	False	False	72,307
20	12,948.5	12,303.0	645.5	5.1%	139.7	1.1%	50%	False	False	77,083
40	12,948.5	12,303.0	645.5	5.1%	117.6	0.9%	50%	False	False	45,469
60	12,948.5	11,965.0	983.5	7.8%	113.6	0.9%	67%	False	False	30,395
80	12,948.5	11,870.0	1,078.5	8.5%	112.1	0.9%	70%	False	False	22,853

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	28.6
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	12,956.8
2.618	12,847.4
1.618	12,780.4
1.000	12,739.0
0.618	12,713.4
HIGH	12,672.0
0.618	12,646.4
0.500	12,638.5
0.382	12,630.6
LOW	12,605.0
0.618	12,563.6
1.000	12,538.0
1.618	12,496.6
2.618	12,429.6
4.250	12,320.3

Fisher Pivots for day following 13-Jul-2017
Pivot	1 day	3 day
R1	12,638.5	12,595.3
PP	12,633.5	12,567.2
S1	12,628.5	12,539.0

Download as Excel Spreadsheet

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

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