DAX Index Future December 2017

Trading Metrics calculated at close of trading on 20-Oct-2017

Day Change Summary
	Previous	Current
	19-Oct-2017	20-Oct-2017	Change	Change %	Previous Week
Open	13,039.0	13,022.0	-17.0	-0.1%	13,017.5
High	13,043.5	13,058.5	15.0	0.1%	13,089.0
Low	12,903.0	12,947.5	44.5	0.3%	12,903.0
Close	12,977.0	12,979.0	2.0	0.0%	12,979.0
Range	140.5	111.0	-29.5	-21.0%	186.0
ATR	85.8	87.6	1.8	2.1%	0.0
Volume	68,313	70,491	2,178	3.2%	372,192

Daily Pivots for day following 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,328.0	13,264.5	13,040.1
R3	13,217.0	13,153.5	13,009.5
R2	13,106.0	13,106.0	12,999.4
R1	13,042.5	13,042.5	12,989.2	13,018.8
PP	12,995.0	12,995.0	12,995.0	12,983.1
S1	12,931.5	12,931.5	12,968.8	12,907.8
S2	12,884.0	12,884.0	12,958.7
S3	12,773.0	12,820.5	12,948.5
S4	12,662.0	12,709.5	12,918.0

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,548.3	13,449.7	13,081.3
R3	13,362.3	13,263.7	13,030.2
R2	13,176.3	13,176.3	13,013.1
R1	13,077.7	13,077.7	12,996.1	13,034.0
PP	12,990.3	12,990.3	12,990.3	12,968.5
S1	12,891.7	12,891.7	12,962.0	12,848.0
S2	12,804.3	12,804.3	12,944.9
S3	12,618.3	12,705.7	12,927.9
S4	12,432.3	12,519.7	12,876.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,089.0	12,903.0	186.0	1.4%	88.9	0.7%	41%	False	False	74,438
10	13,089.0	12,899.0	190.0	1.5%	78.3	0.6%	42%	False	False	65,150
20	13,089.0	12,538.5	550.5	4.2%	74.5	0.6%	80%	False	False	59,454
40	13,089.0	11,865.0	1,224.0	9.4%	87.7	0.7%	91%	False	False	45,813
60	13,089.0	11,865.0	1,224.0	9.4%	98.2	0.8%	91%	False	False	30,624
80	13,089.0	11,865.0	1,224.0	9.4%	100.8	0.8%	91%	False	False	23,031
100	13,089.0	11,865.0	1,224.0	9.4%	103.8	0.8%	91%	False	False	18,459

Crabel Price Patterns
NR	True
NR4	False
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	False
Bull Hook	False
Stretch	17.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,530.3
2.618	13,349.1
1.618	13,238.1
1.000	13,169.5
0.618	13,127.1
HIGH	13,058.5
0.618	13,016.1
0.500	13,003.0
0.382	12,989.9
LOW	12,947.5
0.618	12,878.9
1.000	12,836.5
1.618	12,767.9
2.618	12,656.9
4.250	12,475.8

Fisher Pivots for day following 20-Oct-2017
Pivot	1 day	3 day
R1	13,003.0	12,996.0
PP	12,995.0	12,990.3
S1	12,987.0	12,984.7

Download as Excel Spreadsheet

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

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