DAX Index Future March 2014

Trading Metrics calculated at close of trading on 09-Jan-2014

Day Change Summary
	Previous	Current
	08-Jan-2014	09-Jan-2014	Change	Change %	Previous Week
Open	9,510.5	9,492.0	-18.5	-0.2%	9,599.0
High	9,530.0	9,557.5	27.5	0.3%	9,637.0
Low	9,475.0	9,410.0	-65.0	-0.7%	9,380.5
Close	9,490.5	9,425.5	-65.0	-0.7%	9,442.5
Range	55.0	147.5	92.5	168.2%	256.5
ATR	103.9	107.0	3.1	3.0%	0.0
Volume	106,487	93,920	-12,567	-11.8%	240,822

Daily Pivots for day following 09-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,906.8	9,813.7	9,506.6
R3	9,759.3	9,666.2	9,466.1
R2	9,611.8	9,611.8	9,452.5
R1	9,518.7	9,518.7	9,439.0	9,491.5
PP	9,464.3	9,464.3	9,464.3	9,450.8
S1	9,371.2	9,371.2	9,412.0	9,344.0
S2	9,316.8	9,316.8	9,398.5
S3	9,169.3	9,223.7	9,384.9
S4	9,021.8	9,076.2	9,344.4

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	9,557.5	9,380.5	177.0	1.9%	91.1	1.0%	25%	True	False	86,195
10	9,637.0	9,365.0	272.0	2.9%	94.7	1.0%	22%	False	False	72,617
20	9,637.0	8,998.0	639.0	6.8%	102.5	1.1%	67%	False	False	54,046
40	9,637.0	8,998.0	639.0	6.8%	90.9	1.0%	67%	False	False	27,367
60	9,637.0	8,693.0	944.0	10.0%	84.0	0.9%	78%	False	False	18,297
80	9,637.0	8,479.0	1,158.0	12.3%	82.6	0.9%	82%	False	False	13,756
100	9,637.0	8,125.0	1,512.0	16.0%	77.8	0.8%	86%	False	False	11,011
120	9,637.0	8,125.0	1,512.0	16.0%	74.7	0.8%	86%	False	False	9,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.3
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	10,184.4
2.618	9,943.7
1.618	9,796.2
1.000	9,705.0
0.618	9,648.7
HIGH	9,557.5
0.618	9,501.2
0.500	9,483.8
0.382	9,466.3
LOW	9,410.0
0.618	9,318.8
1.000	9,262.5
1.618	9,171.3
2.618	9,023.8
4.250	8,783.1

Fisher Pivots for day following 09-Jan-2014
Pivot	1 day	3 day
R1	9,483.8	9,483.8
PP	9,464.3	9,464.3
S1	9,444.9	9,444.9

Download as Excel Spreadsheet

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

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