DAX Index Future September 2014

Trading Metrics calculated at close of trading on 30-May-2014

Day Change Summary
	Previous	Current
	29-May-2014	30-May-2014	Change	Change %	Previous Week
Open	9,949.0	9,950.5	1.5	0.0%	9,802.0
High	9,970.0	9,980.0	10.0	0.1%	9,980.0
Low	9,930.0	9,939.0	9.0	0.1%	9,800.5
Close	9,946.0	9,946.5	0.5	0.0%	9,946.5
Range	40.0	41.0	1.0	2.5%	179.5
ATR	106.7	102.0	-4.7	-4.4%	0.0
Volume	214	716	502	234.6%	2,006

Daily Pivots for day following 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,078.2	10,053.3	9,969.1
R3	10,037.2	10,012.3	9,957.8
R2	9,996.2	9,996.2	9,954.0
R1	9,971.3	9,971.3	9,950.3	9,963.3
PP	9,955.2	9,955.2	9,955.2	9,951.1
S1	9,930.3	9,930.3	9,942.7	9,922.3
S2	9,914.2	9,914.2	9,939.0
S3	9,873.2	9,889.3	9,935.2
S4	9,832.2	9,848.3	9,924.0

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,447.5	10,376.5	10,045.2
R3	10,268.0	10,197.0	9,995.9
R2	10,088.5	10,088.5	9,979.4
R1	10,017.5	10,017.5	9,963.0	10,053.0
PP	9,909.0	9,909.0	9,909.0	9,926.8
S1	9,838.0	9,838.0	9,930.0	9,873.5
S2	9,729.5	9,729.5	9,913.6
S3	9,550.0	9,658.5	9,897.1
S4	9,370.5	9,479.0	9,847.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,980.0	9,800.5	179.5	1.8%	65.1	0.7%	81%	True	False	401
10	9,980.0	9,556.0	424.0	4.3%	80.2	0.8%	92%	True	False	534
20	9,980.0	9,426.5	553.5	5.6%	96.7	1.0%	94%	True	False	491
40	9,980.0	9,113.5	866.5	8.7%	114.8	1.2%	96%	True	False	355
60	9,980.0	8,953.5	1,026.5	10.3%	118.0	1.2%	97%	True	False	274
80	9,980.0	8,953.5	1,026.5	10.3%	114.2	1.1%	97%	True	False	214
100	9,980.0	8,953.5	1,026.5	10.3%	113.4	1.1%	97%	True	False	176

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,154.3
2.618	10,087.3
1.618	10,046.3
1.000	10,021.0
0.618	10,005.3
HIGH	9,980.0
0.618	9,964.3
0.500	9,959.5
0.382	9,954.7
LOW	9,939.0
0.618	9,913.7
1.000	9,898.0
1.618	9,872.7
2.618	9,831.7
4.250	9,764.8

Fisher Pivots for day following 30-May-2014
Pivot	1 day	3 day
R1	9,959.5	9,949.0
PP	9,955.2	9,948.2
S1	9,950.8	9,947.3

Download as Excel Spreadsheet

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

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