DAX Index Future December 2017

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	13,075.5	12,979.0	-96.5	-0.7%	13,475.0
High	13,136.0	12,996.0	-140.0	-1.1%	13,533.0
Low	12,996.5	12,842.5	-154.0	-1.2%	13,102.0
Close	13,033.0	12,986.0	-47.0	-0.4%	13,121.0
Range	139.5	153.5	14.0	10.0%	431.0
ATR	122.4	127.3	4.9	4.0%	0.0
Volume	117,216	81,990	-35,226	-30.1%	498,352

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,402.0	13,347.5	13,070.4
R3	13,248.5	13,194.0	13,028.2
R2	13,095.0	13,095.0	13,014.1
R1	13,040.5	13,040.5	13,000.1	13,067.8
PP	12,941.5	12,941.5	12,941.5	12,955.1
S1	12,887.0	12,887.0	12,971.9	12,914.3
S2	12,788.0	12,788.0	12,957.9
S3	12,634.5	12,733.5	12,943.8
S4	12,481.0	12,580.0	12,901.6

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	14,545.0	14,264.0	13,358.1
R3	14,114.0	13,833.0	13,239.5
R2	13,683.0	13,683.0	13,200.0
R1	13,402.0	13,402.0	13,160.5	13,327.0
PP	13,252.0	13,252.0	13,252.0	13,214.5
S1	12,971.0	12,971.0	13,081.5	12,896.0
S2	12,821.0	12,821.0	13,042.0
S3	12,390.0	12,540.0	13,002.5
S4	11,959.0	12,109.0	12,884.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,401.5	12,842.5	559.0	4.3%	181.0	1.4%	26%	False	True	97,168
10	13,533.0	12,842.5	690.5	5.3%	136.9	1.1%	21%	False	True	90,741
20	13,533.0	12,842.5	690.5	5.3%	123.4	1.0%	21%	False	True	80,315
40	13,533.0	12,538.5	994.5	7.7%	96.1	0.7%	45%	False	False	69,432
60	13,533.0	11,865.0	1,668.0	12.8%	98.4	0.8%	67%	False	False	55,004
80	13,533.0	11,865.0	1,668.0	12.8%	104.1	0.8%	67%	False	False	41,320
100	13,533.0	11,865.0	1,668.0	12.8%	107.8	0.8%	67%	False	False	33,109
120	13,533.0	11,865.0	1,668.0	12.8%	106.1	0.8%	67%	False	False	27,613

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	26.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,648.4
2.618	13,397.9
1.618	13,244.4
1.000	13,149.5
0.618	13,090.9
HIGH	12,996.0
0.618	12,937.4
0.500	12,919.3
0.382	12,901.1
LOW	12,842.5
0.618	12,747.6
1.000	12,689.0
1.618	12,594.1
2.618	12,440.6
4.250	12,190.1

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	12,963.8	13,001.8
PP	12,941.5	12,996.5
S1	12,919.3	12,991.3

Download as Excel Spreadsheet

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

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