DAX Index Future December 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	9,699.5	9,782.0	82.5	0.9%	9,500.5
High	9,790.0	9,782.0	-8.0	-0.1%	9,790.0
Low	9,694.5	9,719.5	25.0	0.3%	9,472.0
Close	9,753.5	9,755.0	1.5	0.0%	9,753.5
Range	95.5	62.5	-33.0	-34.6%	318.0
ATR	140.2	134.6	-5.5	-4.0%	0.0
Volume	1,898	7,981	6,083	320.5%	23,325

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,939.7	9,909.8	9,789.4
R3	9,877.2	9,847.3	9,772.2
R2	9,814.7	9,814.7	9,766.5
R1	9,784.8	9,784.8	9,760.7	9,768.5
PP	9,752.2	9,752.2	9,752.2	9,744.0
S1	9,722.3	9,722.3	9,749.3	9,706.0
S2	9,689.7	9,689.7	9,743.5
S3	9,627.2	9,659.8	9,737.8
S4	9,564.7	9,597.3	9,720.6

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,625.8	10,507.7	9,928.4
R3	10,307.8	10,189.7	9,841.0
R2	9,989.8	9,989.8	9,811.8
R1	9,871.7	9,871.7	9,782.7	9,930.8
PP	9,671.8	9,671.8	9,671.8	9,701.4
S1	9,553.7	9,553.7	9,724.4	9,612.8
S2	9,353.8	9,353.8	9,695.2
S3	9,035.8	9,235.7	9,666.1
S4	8,717.8	8,917.7	9,578.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,790.0	9,472.0	318.0	3.3%	124.6	1.3%	89%	False	False	6,261
10	9,790.0	9,377.0	413.0	4.2%	119.8	1.2%	92%	False	False	3,766
20	9,790.0	9,050.0	740.0	7.6%	118.8	1.2%	95%	False	False	2,093
40	9,881.5	8,913.0	968.5	9.9%	129.1	1.3%	87%	False	False	1,199
60	10,057.5	8,913.0	1,144.5	11.7%	115.1	1.2%	74%	False	False	865
80	10,057.5	8,913.0	1,144.5	11.7%	100.2	1.0%	74%	False	False	667

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.5
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	10,047.6
2.618	9,945.6
1.618	9,883.1
1.000	9,844.5
0.618	9,820.6
HIGH	9,782.0
0.618	9,758.1
0.500	9,750.8
0.382	9,743.4
LOW	9,719.5
0.618	9,680.9
1.000	9,657.0
1.618	9,618.4
2.618	9,555.9
4.250	9,453.9

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	9,753.6	9,725.3
PP	9,752.2	9,695.7
S1	9,750.8	9,666.0

Download as Excel Spreadsheet

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

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