DAX Index Future March 2014

Trading Metrics calculated at close of trading on 22-Jan-2014

Day Change Summary
	Previous	Current
	21-Jan-2014	22-Jan-2014	Change	Change %	Previous Week
Open	9,752.5	9,771.0	18.5	0.2%	9,496.5
High	9,802.5	9,775.5	-27.0	-0.3%	9,799.0
Low	9,720.0	9,684.0	-36.0	-0.4%	9,390.5
Close	9,735.5	9,728.5	-7.0	-0.1%	9,750.0
Range	82.5	91.5	9.0	10.9%	408.5
ATR	113.1	111.5	-1.5	-1.4%	0.0
Volume	83,442	115,784	32,342	38.8%	475,498

Daily Pivots for day following 22-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,003.8	9,957.7	9,778.8
R3	9,912.3	9,866.2	9,753.7
R2	9,820.8	9,820.8	9,745.3
R1	9,774.7	9,774.7	9,736.9	9,752.0
PP	9,729.3	9,729.3	9,729.3	9,718.0
S1	9,683.2	9,683.2	9,720.1	9,660.5
S2	9,637.8	9,637.8	9,711.7
S3	9,546.3	9,591.7	9,703.3
S4	9,454.8	9,500.2	9,678.2

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,872.0	10,719.5	9,974.7
R3	10,463.5	10,311.0	9,862.3
R2	10,055.0	10,055.0	9,824.9
R1	9,902.5	9,902.5	9,787.4	9,978.8
PP	9,646.5	9,646.5	9,646.5	9,684.6
S1	9,494.0	9,494.0	9,712.6	9,570.3
S2	9,238.0	9,238.0	9,675.1
S3	8,829.5	9,085.5	9,637.7
S4	8,421.0	8,677.0	9,525.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,802.5	9,573.5	229.0	2.4%	106.4	1.1%	68%	False	False	87,746
10	9,802.5	9,390.5	412.0	4.2%	110.9	1.1%	82%	False	False	95,451
20	9,802.5	9,139.0	663.5	6.8%	106.0	1.1%	89%	False	False	81,158
40	9,802.5	8,998.0	804.5	8.3%	98.8	1.0%	91%	False	False	46,192
60	9,802.5	8,910.5	892.0	9.2%	89.7	0.9%	92%	False	False	30,850
80	9,802.5	8,505.0	1,297.5	13.3%	86.9	0.9%	94%	False	False	23,171
100	9,802.5	8,125.0	1,677.5	17.2%	82.8	0.9%	96%	False	False	18,550
120	9,802.5	8,125.0	1,677.5	17.2%	78.7	0.8%	96%	False	False	15,462

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,164.4
2.618	10,015.0
1.618	9,923.5
1.000	9,867.0
0.618	9,832.0
HIGH	9,775.5
0.618	9,740.5
0.500	9,729.8
0.382	9,719.0
LOW	9,684.0
0.618	9,627.5
1.000	9,592.5
1.618	9,536.0
2.618	9,444.5
4.250	9,295.1

Fisher Pivots for day following 22-Jan-2014
Pivot	1 day	3 day
R1	9,729.8	9,743.3
PP	9,729.3	9,738.3
S1	9,728.9	9,733.4

Download as Excel Spreadsheet

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

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