DAX Index Future December 2014

Trading Metrics calculated at close of trading on 09-Sep-2014

Day Change Summary
	Previous	Current
	08-Sep-2014	09-Sep-2014	Change	Change %	Previous Week
Open	9,782.0	9,724.0	-58.0	-0.6%	9,500.5
High	9,782.0	9,770.0	-12.0	-0.1%	9,790.0
Low	9,719.5	9,680.0	-39.5	-0.4%	9,472.0
Close	9,755.0	9,715.0	-40.0	-0.4%	9,753.5
Range	62.5	90.0	27.5	44.0%	318.0
ATR	134.6	131.4	-3.2	-2.4%	0.0
Volume	7,981	3,797	-4,184	-52.4%	23,325

Daily Pivots for day following 09-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,991.7	9,943.3	9,764.5
R3	9,901.7	9,853.3	9,739.8
R2	9,811.7	9,811.7	9,731.5
R1	9,763.3	9,763.3	9,723.3	9,742.5
PP	9,721.7	9,721.7	9,721.7	9,711.3
S1	9,673.3	9,673.3	9,706.8	9,652.5
S2	9,631.7	9,631.7	9,698.5
S3	9,541.7	9,583.3	9,690.3
S4	9,451.7	9,493.3	9,665.5

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	9,517.5	272.5	2.8%	121.0	1.2%	72%	False	False	5,934
10	9,790.0	9,377.0	413.0	4.3%	118.7	1.2%	82%	False	False	4,126
20	9,790.0	9,050.0	740.0	7.6%	118.1	1.2%	90%	False	False	2,271
40	9,881.5	8,913.0	968.5	10.0%	128.9	1.3%	83%	False	False	1,292
60	10,057.5	8,913.0	1,144.5	11.8%	116.1	1.2%	70%	False	False	927
80	10,057.5	8,913.0	1,144.5	11.8%	99.6	1.0%	70%	False	False	714

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,152.5
2.618	10,005.6
1.618	9,915.6
1.000	9,860.0
0.618	9,825.6
HIGH	9,770.0
0.618	9,735.6
0.500	9,725.0
0.382	9,714.4
LOW	9,680.0
0.618	9,624.4
1.000	9,590.0
1.618	9,534.4
2.618	9,444.4
4.250	9,297.5

Fisher Pivots for day following 09-Sep-2014
Pivot	1 day	3 day
R1	9,725.0	9,735.0
PP	9,721.7	9,728.3
S1	9,718.3	9,721.7

Download as Excel Spreadsheet

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

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