DAX Index Future December 2013

Trading Metrics calculated at close of trading on 29-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	9,313.5	9,384.5	71.0	0.8%	9,241.0
High	9,368.0	9,428.0	60.0	0.6%	9,428.0
Low	9,299.5	9,382.0	82.5	0.9%	9,237.0
Close	9,354.5	9,411.0	56.5	0.6%	9,411.0
Range	68.5	46.0	-22.5	-32.8%	191.0
ATR	83.9	83.2	-0.7	-0.9%	0.0
Volume	45,773	75,002	29,229	63.9%	269,550

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	9,545.0	9,524.0	9,436.3
R3	9,499.0	9,478.0	9,423.7
R2	9,453.0	9,453.0	9,419.4
R1	9,432.0	9,432.0	9,415.2	9,442.5
PP	9,407.0	9,407.0	9,407.0	9,412.3
S1	9,386.0	9,386.0	9,406.8	9,396.5
S2	9,361.0	9,361.0	9,402.6
S3	9,315.0	9,340.0	9,398.4
S4	9,269.0	9,294.0	9,385.7

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	9,931.7	9,862.3	9,516.1
R3	9,740.7	9,671.3	9,463.5
R2	9,549.7	9,549.7	9,446.0
R1	9,480.3	9,480.3	9,428.5	9,515.0
PP	9,358.7	9,358.7	9,358.7	9,376.0
S1	9,289.3	9,289.3	9,393.5	9,324.0
S2	9,167.7	9,167.7	9,376.0
S3	8,976.7	9,098.3	9,358.5
S4	8,785.7	8,907.3	9,306.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,428.0	9,171.5	256.5	2.7%	58.7	0.6%	93%	True	False	70,829
10	9,428.0	9,117.5	310.5	3.3%	71.1	0.8%	95%	True	False	80,004
20	9,428.0	8,966.0	462.0	4.9%	77.0	0.8%	96%	True	False	87,703
40	9,428.0	8,498.0	930.0	9.9%	79.9	0.8%	98%	True	False	85,445
60	9,428.0	8,180.0	1,248.0	13.3%	80.3	0.9%	99%	True	False	77,737
80	9,428.0	8,095.0	1,333.0	14.2%	84.8	0.9%	99%	True	False	58,370
100	9,428.0	8,095.0	1,333.0	14.2%	84.9	0.9%	99%	True	False	46,725
120	9,428.0	7,700.0	1,728.0	18.4%	91.4	1.0%	99%	True	False	38,960

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	16.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,623.5
2.618	9,548.4
1.618	9,502.4
1.000	9,474.0
0.618	9,456.4
HIGH	9,428.0
0.618	9,410.4
0.500	9,405.0
0.382	9,399.6
LOW	9,382.0
0.618	9,353.6
1.000	9,336.0
1.618	9,307.6
2.618	9,261.6
4.250	9,186.5

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	9,409.0	9,393.7
PP	9,407.0	9,376.3
S1	9,405.0	9,359.0

Download as Excel Spreadsheet

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

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