DAX Index Future September 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	9,907.0	9,940.0	33.0	0.3%	9,802.0
High	9,948.0	10,023.0	75.0	0.8%	9,980.0
Low	9,877.5	9,904.0	26.5	0.3%	9,800.5
Close	9,936.5	9,956.0	19.5	0.2%	9,946.5
Range	70.5	119.0	48.5	68.8%	179.5
ATR	96.5	98.1	1.6	1.7%	0.0
Volume	2,348	2,348	0	0.0%	2,006

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,318.0	10,256.0	10,021.5
R3	10,199.0	10,137.0	9,988.7
R2	10,080.0	10,080.0	9,977.8
R1	10,018.0	10,018.0	9,966.9	10,049.0
PP	9,961.0	9,961.0	9,961.0	9,976.5
S1	9,899.0	9,899.0	9,945.1	9,930.0
S2	9,842.0	9,842.0	9,934.2
S3	9,723.0	9,780.0	9,923.3
S4	9,604.0	9,661.0	9,890.6

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	10,023.0	9,877.5	145.5	1.5%	76.7	0.8%	54%	True	False	1,306
10	10,023.0	9,716.5	306.5	3.1%	73.8	0.7%	78%	True	False	800
20	10,023.0	9,556.0	467.0	4.7%	86.4	0.9%	86%	True	False	717
40	10,023.0	9,113.5	909.5	9.1%	113.8	1.1%	93%	True	False	488
60	10,023.0	8,953.5	1,069.5	10.7%	116.5	1.2%	94%	True	False	367
80	10,023.0	8,953.5	1,069.5	10.7%	114.3	1.1%	94%	True	False	284
100	10,023.0	8,953.5	1,069.5	10.7%	114.2	1.1%	94%	True	False	234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	15.7
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	10,528.8
2.618	10,334.5
1.618	10,215.5
1.000	10,142.0
0.618	10,096.5
HIGH	10,023.0
0.618	9,977.5
0.500	9,963.5
0.382	9,949.5
LOW	9,904.0
0.618	9,830.5
1.000	9,785.0
1.618	9,711.5
2.618	9,592.5
4.250	9,398.3

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	9,963.5	9,954.1
PP	9,961.0	9,952.2
S1	9,958.5	9,950.3

Download as Excel Spreadsheet

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

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