DAX Index Future September 2017

Trading Metrics calculated at close of trading on 11-Aug-2017

Day Change Summary
	Previous	Current
	10-Aug-2017	11-Aug-2017	Change	Change %	Previous Week
Open	12,131.5	11,930.0	-201.5	-1.7%	12,296.0
High	12,157.5	12,043.0	-114.5	-0.9%	12,331.0
Low	11,942.0	11,926.0	-16.0	-0.1%	11,926.0
Close	11,998.5	12,006.0	7.5	0.1%	12,006.0
Range	215.5	117.0	-98.5	-45.7%	405.0
ATR	151.9	149.4	-2.5	-1.6%	0.0
Volume	105,535	73,205	-32,330	-30.6%	452,548

Daily Pivots for day following 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,342.7	12,291.3	12,070.4
R3	12,225.7	12,174.3	12,038.2
R2	12,108.7	12,108.7	12,027.5
R1	12,057.3	12,057.3	12,016.7	12,083.0
PP	11,991.7	11,991.7	11,991.7	12,004.5
S1	11,940.3	11,940.3	11,995.3	11,966.0
S2	11,874.7	11,874.7	11,984.6
S3	11,757.7	11,823.3	11,973.8
S4	11,640.7	11,706.3	11,941.7

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,302.7	13,059.3	12,228.8
R3	12,897.7	12,654.3	12,117.4
R2	12,492.7	12,492.7	12,080.3
R1	12,249.3	12,249.3	12,043.1	12,168.5
PP	12,087.7	12,087.7	12,087.7	12,047.3
S1	11,844.3	11,844.3	11,968.9	11,763.5
S2	11,682.7	11,682.7	11,931.8
S3	11,277.7	11,439.3	11,894.6
S4	10,872.7	11,034.3	11,783.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,331.0	11,926.0	405.0	3.4%	146.4	1.2%	20%	False	True	90,509
10	12,331.0	11,926.0	405.0	3.4%	150.2	1.3%	20%	False	True	83,625
20	12,668.0	11,926.0	742.0	6.2%	146.3	1.2%	11%	False	True	84,564
40	12,948.5	11,926.0	1,022.5	8.5%	140.4	1.2%	8%	False	True	80,563
60	12,948.5	11,926.0	1,022.5	8.5%	126.5	1.1%	8%	False	True	59,585
80	12,948.5	11,926.0	1,022.5	8.5%	122.0	1.0%	8%	False	True	44,754
100	12,948.5	11,870.0	1,078.5	9.0%	119.7	1.0%	13%	False	False	35,849

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	30.5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,540.3
2.618	12,349.3
1.618	12,232.3
1.000	12,160.0
0.618	12,115.3
HIGH	12,043.0
0.618	11,998.3
0.500	11,984.5
0.382	11,970.7
LOW	11,926.0
0.618	11,853.7
1.000	11,809.0
1.618	11,736.7
2.618	11,619.7
4.250	11,428.8

Fisher Pivots for day following 11-Aug-2017
Pivot	1 day	3 day
R1	11,998.8	12,074.0
PP	11,991.7	12,051.3
S1	11,984.5	12,028.7

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

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