DAX Index Future December 2017

Trading Metrics calculated at close of trading on 14-Sep-2017

Day Change Summary
	Previous	Current
	13-Sep-2017	14-Sep-2017	Change	Change %	Previous Week
Open	12,527.5	12,530.0	2.5	0.0%	12,103.5
High	12,556.0	12,545.0	-11.0	-0.1%	12,353.5
Low	12,463.5	12,486.5	23.0	0.2%	12,030.5
Close	12,549.0	12,537.5	-11.5	-0.1%	12,290.5
Range	92.5	58.5	-34.0	-36.8%	323.0
ATR	134.1	129.0	-5.1	-3.8%	0.0
Volume	48,186	68,019	19,833	41.2%	48,568

Daily Pivots for day following 14-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	12,698.5	12,676.5	12,569.7
R3	12,640.0	12,618.0	12,553.6
R2	12,581.5	12,581.5	12,548.2
R1	12,559.5	12,559.5	12,542.9	12,570.5
PP	12,523.0	12,523.0	12,523.0	12,528.5
S1	12,501.0	12,501.0	12,532.1	12,512.0
S2	12,464.5	12,464.5	12,526.8
S3	12,406.0	12,442.5	12,521.4
S4	12,347.5	12,384.0	12,505.3

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,193.8	13,065.2	12,468.2
R3	12,870.8	12,742.2	12,379.3
R2	12,547.8	12,547.8	12,349.7
R1	12,419.2	12,419.2	12,320.1	12,483.5
PP	12,224.8	12,224.8	12,224.8	12,257.0
S1	12,096.2	12,096.2	12,260.9	12,160.5
S2	11,901.8	11,901.8	12,231.3
S3	11,578.8	11,773.2	12,201.7
S4	11,255.8	11,450.2	12,112.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,556.0	12,235.0	321.0	2.6%	87.8	0.7%	94%	False	False	55,724
10	12,556.0	12,030.5	525.5	4.2%	111.2	0.9%	96%	False	False	29,222
20	12,556.0	11,865.0	691.0	5.5%	113.4	0.9%	97%	False	False	14,920
40	12,556.0	11,865.0	691.0	5.5%	118.3	0.9%	97%	False	False	7,626
60	12,825.0	11,865.0	960.0	7.7%	117.2	0.9%	70%	False	False	5,150

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.8
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	12,793.6
2.618	12,698.2
1.618	12,639.7
1.000	12,603.5
0.618	12,581.2
HIGH	12,545.0
0.618	12,522.7
0.500	12,515.8
0.382	12,508.8
LOW	12,486.5
0.618	12,450.3
1.000	12,428.0
1.618	12,391.8
2.618	12,333.3
4.250	12,237.9

Fisher Pivots for day following 14-Sep-2017
Pivot	1 day	3 day
R1	12,530.3	12,528.3
PP	12,523.0	12,519.0
S1	12,515.8	12,509.8

Download as Excel Spreadsheet

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

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