DAX Index Future December 2014

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	10,035.0	9,970.0	-65.0	-0.6%	9,990.0
High	10,035.0	9,971.0	-64.0	-0.6%	10,030.0
Low	9,958.0	9,939.5	-18.5	-0.2%	9,902.0
Close	9,959.5	9,958.5	-1.0	0.0%	9,996.5
Range	77.0	31.5	-45.5	-59.1%	128.0
ATR	62.7	60.5	-2.2	-3.6%	0.0
Volume	21	24	3	14.3%	650

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,050.8	10,036.2	9,975.8
R3	10,019.3	10,004.7	9,967.2
R2	9,987.8	9,987.8	9,964.3
R1	9,973.2	9,973.2	9,961.4	9,964.8
PP	9,956.3	9,956.3	9,956.3	9,952.1
S1	9,941.7	9,941.7	9,955.6	9,933.3
S2	9,924.8	9,924.8	9,952.7
S3	9,893.3	9,910.2	9,949.8
S4	9,861.8	9,878.7	9,941.2

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,360.2	10,306.3	10,066.9
R3	10,232.2	10,178.3	10,031.7
R2	10,104.2	10,104.2	10,020.0
R1	10,050.3	10,050.3	10,008.2	10,077.3
PP	9,976.2	9,976.2	9,976.2	9,989.6
S1	9,922.3	9,922.3	9,984.8	9,949.3
S2	9,848.2	9,848.2	9,973.0
S3	9,720.2	9,794.3	9,961.3
S4	9,592.2	9,666.3	9,926.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,044.0	9,939.5	104.5	1.0%	38.6	0.4%	18%	False	True	101
10	10,044.0	9,902.0	142.0	1.4%	46.3	0.5%	40%	False	False	86
20	10,044.0	9,564.0	480.0	4.8%	54.4	0.5%	82%	False	False	70

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,104.9
2.618	10,053.5
1.618	10,022.0
1.000	10,002.5
0.618	9,990.5
HIGH	9,971.0
0.618	9,959.0
0.500	9,955.3
0.382	9,951.5
LOW	9,939.5
0.618	9,920.0
1.000	9,908.0
1.618	9,888.5
2.618	9,857.0
4.250	9,805.6

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	9,957.4	9,991.8
PP	9,956.3	9,980.7
S1	9,955.3	9,969.6

Download as Excel Spreadsheet

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

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