DAX Index Future March 2014

Trading Metrics calculated at close of trading on 06-Jan-2014

Day Change Summary
	Previous	Current
	03-Jan-2014	06-Jan-2014	Change	Change %	Previous Week
Open	9,387.0	9,434.0	47.0	0.5%	9,599.0
High	9,461.5	9,478.5	17.0	0.2%	9,637.0
Low	9,380.5	9,407.0	26.5	0.3%	9,380.5
Close	9,442.5	9,437.0	-5.5	-0.1%	9,442.5
Range	81.0	71.5	-9.5	-11.7%	256.5
ATR	111.0	108.2	-2.8	-2.5%	0.0
Volume	73,422	77,766	4,344	5.9%	240,822

Daily Pivots for day following 06-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,655.3	9,617.7	9,476.3
R3	9,583.8	9,546.2	9,456.7
R2	9,512.3	9,512.3	9,450.1
R1	9,474.7	9,474.7	9,443.6	9,493.5
PP	9,440.8	9,440.8	9,440.8	9,450.3
S1	9,403.2	9,403.2	9,430.4	9,422.0
S2	9,369.3	9,369.3	9,423.9
S3	9,297.8	9,331.7	9,417.3
S4	9,226.3	9,260.2	9,397.7

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,256.2	10,105.8	9,583.6
R3	9,999.7	9,849.3	9,513.0
R2	9,743.2	9,743.2	9,489.5
R1	9,592.8	9,592.8	9,466.0	9,539.8
PP	9,486.7	9,486.7	9,486.7	9,460.1
S1	9,336.3	9,336.3	9,419.0	9,283.3
S2	9,230.2	9,230.2	9,395.5
S3	8,973.7	9,079.8	9,372.0
S4	8,717.2	8,823.3	9,301.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,637.0	9,380.5	256.5	2.7%	100.9	1.1%	22%	False	False	70,924
10	9,637.0	9,097.5	539.5	5.7%	99.0	1.0%	63%	False	False	64,400
20	9,637.0	8,998.0	639.0	6.8%	111.3	1.2%	69%	False	False	40,596
40	9,637.0	8,984.0	653.0	6.9%	90.9	1.0%	69%	False	False	20,384
60	9,637.0	8,505.0	1,132.0	12.0%	85.1	0.9%	82%	False	False	13,642
80	9,637.0	8,345.5	1,291.5	13.7%	81.8	0.9%	85%	False	False	10,262
100	9,637.0	8,125.0	1,512.0	16.0%	75.9	0.8%	87%	False	False	8,213
120	9,637.0	8,125.0	1,512.0	16.0%	74.4	0.8%	87%	False	False	6,847

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	10.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,782.4
2.618	9,665.7
1.618	9,594.2
1.000	9,550.0
0.618	9,522.7
HIGH	9,478.5
0.618	9,451.2
0.500	9,442.8
0.382	9,434.3
LOW	9,407.0
0.618	9,362.8
1.000	9,335.5
1.618	9,291.3
2.618	9,219.8
4.250	9,103.1

Fisher Pivots for day following 06-Jan-2014
Pivot	1 day	3 day
R1	9,442.8	9,508.8
PP	9,440.8	9,484.8
S1	9,438.9	9,460.9

Download as Excel Spreadsheet

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

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