DAX Index Future September 2014

Trading Metrics calculated at close of trading on 10-Jun-2014

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	10,013.5	10,006.5	-7.0	-0.1%	9,976.5
High	10,030.0	10,041.0	11.0	0.1%	10,023.0
Low	9,995.0	9,997.0	2.0	0.0%	9,877.5
Close	10,014.5	10,030.5	16.0	0.2%	9,990.0
Range	35.0	44.0	9.0	25.7%	145.5
ATR	91.7	88.2	-3.4	-3.7%	0.0
Volume	1,499	4,480	2,981	198.9%	7,220

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,154.8	10,136.7	10,054.7
R3	10,110.8	10,092.7	10,042.6
R2	10,066.8	10,066.8	10,038.6
R1	10,048.7	10,048.7	10,034.5	10,057.8
PP	10,022.8	10,022.8	10,022.8	10,027.4
S1	10,004.7	10,004.7	10,026.5	10,013.8
S2	9,978.8	9,978.8	10,022.4
S3	9,934.8	9,960.7	10,018.4
S4	9,890.8	9,916.7	10,006.3

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,400.0	10,340.5	10,070.0
R3	10,254.5	10,195.0	10,030.0
R2	10,109.0	10,109.0	10,016.7
R1	10,049.5	10,049.5	10,003.3	10,079.3
PP	9,963.5	9,963.5	9,963.5	9,978.4
S1	9,904.0	9,904.0	9,976.7	9,933.8
S2	9,818.0	9,818.0	9,963.3
S3	9,672.5	9,758.5	9,950.0
S4	9,527.0	9,613.0	9,910.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,041.0	9,877.5	163.5	1.6%	66.4	0.7%	94%	True	False	2,416
10	10,041.0	9,877.5	163.5	1.6%	62.8	0.6%	94%	True	False	1,443
20	10,041.0	9,556.0	485.0	4.8%	81.3	0.8%	98%	True	False	1,033
40	10,041.0	9,113.5	927.5	9.2%	106.5	1.1%	99%	True	False	647
60	10,041.0	8,953.5	1,087.5	10.8%	111.2	1.1%	99%	True	False	487
80	10,041.0	8,953.5	1,087.5	10.8%	110.9	1.1%	99%	True	False	376
100	10,041.0	8,953.5	1,087.5	10.8%	112.6	1.1%	99%	True	False	307

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,228.0
2.618	10,156.2
1.618	10,112.2
1.000	10,085.0
0.618	10,068.2
HIGH	10,041.0
0.618	10,024.2
0.500	10,019.0
0.382	10,013.8
LOW	9,997.0
0.618	9,969.8
1.000	9,953.0
1.618	9,925.8
2.618	9,881.8
4.250	9,810.0

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	10,026.7	10,019.3
PP	10,022.8	10,008.0
S1	10,019.0	9,996.8

Download as Excel Spreadsheet

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

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