DAX Index Future September 2017

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

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	12,139.0	12,128.0	-11.0	-0.1%	12,230.0
High	12,203.5	12,296.5	93.0	0.8%	12,339.5
Low	12,076.5	12,081.0	4.5	0.0%	12,088.0
Close	12,109.5	12,251.0	141.5	1.2%	12,139.0
Range	127.0	215.5	88.5	69.7%	251.5
ATR	139.2	144.7	5.4	3.9%	0.0
Volume	93,986	76,816	-17,170	-18.3%	392,930

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,856.0	12,769.0	12,369.5
R3	12,640.5	12,553.5	12,310.3
R2	12,425.0	12,425.0	12,290.5
R1	12,338.0	12,338.0	12,270.8	12,381.5
PP	12,209.5	12,209.5	12,209.5	12,231.3
S1	12,122.5	12,122.5	12,231.2	12,166.0
S2	11,994.0	11,994.0	12,211.5
S3	11,778.5	11,907.0	12,191.7
S4	11,563.0	11,691.5	12,132.5

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,943.3	12,792.7	12,277.3
R3	12,691.8	12,541.2	12,208.2
R2	12,440.3	12,440.3	12,185.1
R1	12,289.7	12,289.7	12,162.1	12,239.3
PP	12,188.8	12,188.8	12,188.8	12,163.6
S1	12,038.2	12,038.2	12,115.9	11,987.8
S2	11,937.3	11,937.3	12,092.9
S3	11,685.8	11,786.7	12,069.8
S4	11,434.3	11,535.2	12,000.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,339.5	12,076.5	263.0	2.1%	137.5	1.1%	66%	False	False	82,249
10	12,567.0	12,076.5	490.5	4.0%	143.4	1.2%	36%	False	False	86,046
20	12,672.0	12,076.5	595.5	4.9%	135.2	1.1%	29%	False	False	79,688
40	12,948.5	12,076.5	872.0	7.1%	136.3	1.1%	20%	False	False	72,544
60	12,948.5	12,076.5	872.0	7.1%	121.1	1.0%	20%	False	False	48,541
80	12,948.5	11,965.0	983.5	8.0%	119.1	1.0%	29%	False	False	36,463
100	12,948.5	11,870.0	1,078.5	8.8%	113.1	0.9%	35%	False	False	29,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35.9
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	13,212.4
2.618	12,860.7
1.618	12,645.2
1.000	12,512.0
0.618	12,429.7
HIGH	12,296.5
0.618	12,214.2
0.500	12,188.8
0.382	12,163.3
LOW	12,081.0
0.618	11,947.8
1.000	11,865.5
1.618	11,732.3
2.618	11,516.8
4.250	11,165.1

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	12,230.3	12,229.5
PP	12,209.5	12,208.0
S1	12,188.8	12,186.5

Download as Excel Spreadsheet

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

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