DAX Index Future September 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	9,271.5	9,327.5	56.0	0.6%	9,102.0
High	9,353.0	9,342.0	-11.0	-0.1%	9,326.0
Low	9,268.0	9,245.5	-22.5	-0.2%	9,042.5
Close	9,338.0	9,314.5	-23.5	-0.3%	9,074.0
Range	85.0	96.5	11.5	13.5%	283.5
ATR	157.9	153.5	-4.4	-2.8%	0.0
Volume	84,129	85,534	1,405	1.7%	502,426

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,590.2	9,548.8	9,367.6
R3	9,493.7	9,452.3	9,341.0
R2	9,397.2	9,397.2	9,332.2
R1	9,355.8	9,355.8	9,323.3	9,328.3
PP	9,300.7	9,300.7	9,300.7	9,286.9
S1	9,259.3	9,259.3	9,305.7	9,231.8
S2	9,204.2	9,204.2	9,296.8
S3	9,107.7	9,162.8	9,288.0
S4	9,011.2	9,066.3	9,261.4

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,998.0	9,819.5	9,229.9
R3	9,714.5	9,536.0	9,152.0
R2	9,431.0	9,431.0	9,126.0
R1	9,252.5	9,252.5	9,100.0	9,200.0
PP	9,147.5	9,147.5	9,147.5	9,121.3
S1	8,969.0	8,969.0	9,048.0	8,916.5
S2	8,864.0	8,864.0	9,022.0
S3	8,580.5	8,685.5	8,996.0
S4	8,297.0	8,402.0	8,918.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,353.0	9,042.5	310.5	3.3%	133.7	1.4%	88%	False	False	90,737
10	9,353.0	8,903.0	450.0	4.8%	143.0	1.5%	91%	False	False	99,866
20	9,819.0	8,903.0	916.0	9.8%	154.1	1.7%	45%	False	False	114,960
40	10,044.0	8,903.0	1,141.0	12.2%	134.4	1.4%	36%	False	False	101,164
60	10,056.0	8,903.0	1,153.0	12.4%	114.4	1.2%	36%	False	False	77,383
80	10,056.0	8,903.0	1,153.0	12.4%	111.6	1.2%	36%	False	False	58,152
100	10,056.0	8,903.0	1,153.0	12.4%	115.6	1.2%	36%	False	False	46,561
120	10,056.0	8,903.0	1,153.0	12.4%	119.2	1.3%	36%	False	False	38,819

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,752.1
2.618	9,594.6
1.618	9,498.1
1.000	9,438.5
0.618	9,401.6
HIGH	9,342.0
0.618	9,305.1
0.500	9,293.8
0.382	9,282.4
LOW	9,245.5
0.618	9,185.9
1.000	9,149.0
1.618	9,089.4
2.618	8,992.9
4.250	8,835.4

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	9,307.6	9,300.4
PP	9,300.7	9,286.3
S1	9,293.8	9,272.3

Download as Excel Spreadsheet

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

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