DAX Index Future December 2014

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	9,678.0	9,502.0	-176.0	-1.8%	9,762.5
High	9,725.0	9,551.5	-173.5	-1.8%	9,817.0
Low	9,470.5	9,456.0	-14.5	-0.2%	9,456.0
Close	9,511.5	9,493.0	-18.5	-0.2%	9,493.0
Range	254.5	95.5	-159.0	-62.5%	361.0
ATR	133.7	131.0	-2.7	-2.0%	0.0
Volume	116,709	120,079	3,370	2.9%	617,594

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,786.7	9,735.3	9,545.5
R3	9,691.2	9,639.8	9,519.3
R2	9,595.7	9,595.7	9,510.5
R1	9,544.3	9,544.3	9,501.8	9,522.3
PP	9,500.2	9,500.2	9,500.2	9,489.1
S1	9,448.8	9,448.8	9,484.2	9,426.8
S2	9,404.7	9,404.7	9,475.5
S3	9,309.2	9,353.3	9,466.7
S4	9,213.7	9,257.8	9,440.5

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,671.7	10,443.3	9,691.6
R3	10,310.7	10,082.3	9,592.3
R2	9,949.7	9,949.7	9,559.2
R1	9,721.3	9,721.3	9,526.1	9,655.0
PP	9,588.7	9,588.7	9,588.7	9,555.5
S1	9,360.3	9,360.3	9,459.9	9,294.0
S2	9,227.7	9,227.7	9,426.8
S3	8,866.7	8,999.3	9,393.7
S4	8,505.7	8,638.3	9,294.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,817.0	9,456.0	361.0	3.8%	154.4	1.6%	10%	False	True	123,518
10	9,896.0	9,456.0	440.0	4.6%	125.7	1.3%	8%	False	True	102,690
20	9,896.0	9,377.0	519.0	5.5%	121.2	1.3%	22%	False	False	55,463
40	9,896.0	8,913.0	983.0	10.4%	126.4	1.3%	59%	False	False	28,052
60	10,049.0	8,913.0	1,136.0	12.0%	124.7	1.3%	51%	False	False	18,787
80	10,057.5	8,913.0	1,144.5	12.1%	110.4	1.2%	51%	False	False	14,127

Crabel Price Patterns
NR	True
NR4	True
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	31.5
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,957.4
2.618	9,801.5
1.618	9,706.0
1.000	9,647.0
0.618	9,610.5
HIGH	9,551.5
0.618	9,515.0
0.500	9,503.8
0.382	9,492.5
LOW	9,456.0
0.618	9,397.0
1.000	9,360.5
1.618	9,301.5
2.618	9,206.0
4.250	9,050.1

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	9,503.8	9,590.5
PP	9,500.2	9,558.0
S1	9,496.6	9,525.5

Download as Excel Spreadsheet

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

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