DAX Index Future September 2017

Trading Metrics calculated at close of trading on 30-Aug-2017

Day Change Summary
	Previous	Current
	29-Aug-2017	30-Aug-2017	Change	Change %	Previous Week
Open	12,045.0	12,010.0	-35.0	-0.3%	12,150.0
High	12,074.0	12,037.5	-36.5	-0.3%	12,267.0
Low	11,863.0	11,984.0	121.0	1.0%	12,013.0
Close	11,943.5	12,006.5	63.0	0.5%	12,173.0
Range	211.0	53.5	-157.5	-74.6%	254.0
ATR	149.7	145.7	-4.0	-2.7%	0.0
Volume	82,495	83,140	645	0.8%	364,725

Daily Pivots for day following 30-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,169.8	12,141.7	12,035.9
R3	12,116.3	12,088.2	12,021.2
R2	12,062.8	12,062.8	12,016.3
R1	12,034.7	12,034.7	12,011.4	12,022.0
PP	12,009.3	12,009.3	12,009.3	12,003.0
S1	11,981.2	11,981.2	12,001.6	11,968.5
S2	11,955.8	11,955.8	11,996.7
S3	11,902.3	11,927.7	11,991.8
S4	11,848.8	11,874.2	11,977.1

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,913.0	12,797.0	12,312.7
R3	12,659.0	12,543.0	12,242.9
R2	12,405.0	12,405.0	12,219.6
R1	12,289.0	12,289.0	12,196.3	12,347.0
PP	12,151.0	12,151.0	12,151.0	12,180.0
S1	12,035.0	12,035.0	12,149.7	12,093.0
S2	11,897.0	11,897.0	12,126.4
S3	11,643.0	11,781.0	12,103.2
S4	11,389.0	11,527.0	12,033.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,254.0	11,863.0	391.0	3.3%	118.1	1.0%	37%	False	False	88,176
10	12,287.0	11,863.0	424.0	3.5%	129.6	1.1%	34%	False	False	84,745
20	12,331.0	11,863.0	468.0	3.9%	132.8	1.1%	31%	False	False	83,228
40	12,672.0	11,863.0	809.0	6.7%	134.9	1.1%	18%	False	False	81,030
60	12,948.5	11,863.0	1,085.5	9.0%	135.2	1.1%	13%	False	False	77,452
80	12,948.5	11,863.0	1,085.5	9.0%	124.7	1.0%	13%	False	False	58,239
100	12,948.5	11,863.0	1,085.5	9.0%	122.0	1.0%	13%	False	False	46,635
120	12,948.5	11,863.0	1,085.5	9.0%	116.8	1.0%	13%	False	False	38,889

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.1
Narrowest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	12,264.9
2.618	12,177.6
1.618	12,124.1
1.000	12,091.0
0.618	12,070.6
HIGH	12,037.5
0.618	12,017.1
0.500	12,010.8
0.382	12,004.4
LOW	11,984.0
0.618	11,950.9
1.000	11,930.5
1.618	11,897.4
2.618	11,843.9
4.250	11,756.6

Fisher Pivots for day following 30-Aug-2017
Pivot	1 day	3 day
R1	12,010.8	12,017.3
PP	12,009.3	12,013.7
S1	12,007.9	12,010.1

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

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