DAX Index Future September 2017

Trading Metrics calculated at close of trading on 05-Sep-2017

Day Change Summary
	Previous	Current
	01-Sep-2017	05-Sep-2017	Change	Change %	Previous Week
Open	12,061.5	12,110.5	49.0	0.4%	12,139.0
High	12,189.5	12,209.0	19.5	0.2%	12,189.5
Low	12,060.0	12,038.5	-21.5	-0.2%	11,863.0
Close	12,142.5	12,117.0	-25.5	-0.2%	12,142.5
Range	129.5	170.5	41.0	31.7%	326.5
ATR	142.0	144.0	2.0	1.4%	0.0
Volume	48,141	111,775	63,634	132.2%	424,652

Daily Pivots for day following 05-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,633.0	12,545.5	12,210.8
R3	12,462.5	12,375.0	12,163.9
R2	12,292.0	12,292.0	12,148.3
R1	12,204.5	12,204.5	12,132.6	12,248.3
PP	12,121.5	12,121.5	12,121.5	12,143.4
S1	12,034.0	12,034.0	12,101.4	12,077.8
S2	11,951.0	11,951.0	12,085.7
S3	11,780.5	11,863.5	12,070.1
S4	11,610.0	11,693.0	12,023.2

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,044.5	12,920.0	12,322.1
R3	12,718.0	12,593.5	12,232.3
R2	12,391.5	12,391.5	12,202.4
R1	12,267.0	12,267.0	12,172.4	12,329.3
PP	12,065.0	12,065.0	12,065.0	12,096.1
S1	11,940.5	11,940.5	12,112.6	12,002.8
S2	11,738.5	11,738.5	12,082.6
S3	11,412.0	11,614.0	12,052.7
S4	11,085.5	11,287.5	11,962.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,209.0	11,863.0	346.0	2.9%	129.9	1.1%	73%	True	False	81,169
10	12,267.0	11,863.0	404.0	3.3%	123.9	1.0%	63%	False	False	82,684
20	12,325.5	11,863.0	462.5	3.8%	131.5	1.1%	55%	False	False	85,233
40	12,672.0	11,863.0	809.0	6.7%	135.7	1.1%	31%	False	False	81,966
60	12,948.5	11,863.0	1,085.5	9.0%	136.8	1.1%	23%	False	False	80,573
80	12,948.5	11,863.0	1,085.5	9.0%	126.6	1.0%	23%	False	False	61,235
100	12,948.5	11,863.0	1,085.5	9.0%	122.3	1.0%	23%	False	False	49,032
120	12,948.5	11,863.0	1,085.5	9.0%	118.3	1.0%	23%	False	False	40,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28.0
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,933.6
2.618	12,655.4
1.618	12,484.9
1.000	12,379.5
0.618	12,314.4
HIGH	12,209.0
0.618	12,143.9
0.500	12,123.8
0.382	12,103.6
LOW	12,038.5
0.618	11,933.1
1.000	11,868.0
1.618	11,762.6
2.618	11,592.1
4.250	11,313.9

Fisher Pivots for day following 05-Sep-2017
Pivot	1 day	3 day
R1	12,123.8	12,118.8
PP	12,121.5	12,118.2
S1	12,119.3	12,117.6

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

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