DAX Index Future September 2017

Trading Metrics calculated at close of trading on 02-Aug-2017

Day Change Summary
	Previous	Current
	01-Aug-2017	02-Aug-2017	Change	Change %	Previous Week
Open	12,128.0	12,257.5	129.5	1.1%	12,230.0
High	12,296.5	12,275.5	-21.0	-0.2%	12,339.5
Low	12,081.0	12,143.5	62.5	0.5%	12,088.0
Close	12,251.0	12,166.5	-84.5	-0.7%	12,139.0
Range	215.5	132.0	-83.5	-38.7%	251.5
ATR	144.7	143.8	-0.9	-0.6%	0.0
Volume	76,816	82,161	5,345	7.0%	392,930

Daily Pivots for day following 02-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,591.2	12,510.8	12,239.1
R3	12,459.2	12,378.8	12,202.8
R2	12,327.2	12,327.2	12,190.7
R1	12,246.8	12,246.8	12,178.6	12,221.0
PP	12,195.2	12,195.2	12,195.2	12,182.3
S1	12,114.8	12,114.8	12,154.4	12,089.0
S2	12,063.2	12,063.2	12,142.3
S3	11,931.2	11,982.8	12,130.2
S4	11,799.2	11,850.8	12,093.9

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	12,296.5	12,076.5	220.0	1.8%	142.8	1.2%	41%	False	False	80,455
10	12,567.0	12,076.5	490.5	4.0%	149.3	1.2%	18%	False	False	84,766
20	12,672.0	12,076.5	595.5	4.9%	137.0	1.1%	15%	False	False	78,832
40	12,948.5	12,076.5	872.0	7.2%	136.4	1.1%	10%	False	False	74,564
60	12,948.5	12,076.5	872.0	7.2%	122.0	1.0%	10%	False	False	49,909
80	12,948.5	11,965.0	983.5	8.1%	119.3	1.0%	20%	False	False	37,487
100	12,948.5	11,870.0	1,078.5	8.9%	113.6	0.9%	27%	False	False	30,021

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,836.5
2.618	12,621.1
1.618	12,489.1
1.000	12,407.5
0.618	12,357.1
HIGH	12,275.5
0.618	12,225.1
0.500	12,209.5
0.382	12,193.9
LOW	12,143.5
0.618	12,061.9
1.000	12,011.5
1.618	11,929.9
2.618	11,797.9
4.250	11,582.5

Fisher Pivots for day following 02-Aug-2017
Pivot	1 day	3 day
R1	12,209.5	12,186.5
PP	12,195.2	12,179.8
S1	12,180.8	12,173.2

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

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