DAX Index Future December 2014

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

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	8,580.5	8,870.0	289.5	3.4%	8,700.0
High	8,857.5	8,885.0	27.5	0.3%	8,874.5
Low	8,563.0	8,681.0	118.0	1.4%	8,350.0
Close	8,843.0	8,721.5	-121.5	-1.4%	8,843.0
Range	294.5	204.0	-90.5	-30.7%	524.5
ATR	198.4	198.8	0.4	0.2%	0.0
Volume	133,372	142,656	9,284	7.0%	995,194

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,374.5	9,252.0	8,833.7
R3	9,170.5	9,048.0	8,777.6
R2	8,966.5	8,966.5	8,758.9
R1	8,844.0	8,844.0	8,740.2	8,803.3
PP	8,762.5	8,762.5	8,762.5	8,742.1
S1	8,640.0	8,640.0	8,702.8	8,599.3
S2	8,558.5	8,558.5	8,684.1
S3	8,354.5	8,436.0	8,665.4
S4	8,150.5	8,232.0	8,609.3

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,262.7	10,077.3	9,131.5
R3	9,738.2	9,552.8	8,987.2
R2	9,213.7	9,213.7	8,939.2
R1	9,028.3	9,028.3	8,891.1	9,121.0
PP	8,689.2	8,689.2	8,689.2	8,735.5
S1	8,503.8	8,503.8	8,794.9	8,596.5
S2	8,164.7	8,164.7	8,746.8
S3	7,640.2	7,979.3	8,698.8
S4	7,115.7	7,454.8	8,554.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,885.0	8,350.0	535.0	6.1%	270.5	3.1%	69%	True	False	193,759
10	9,182.0	8,350.0	832.0	9.5%	233.3	2.7%	45%	False	False	187,316
20	9,817.0	8,350.0	1,467.0	16.8%	199.7	2.3%	25%	False	False	154,094
40	9,896.0	8,350.0	1,546.0	17.7%	154.8	1.8%	24%	False	False	89,495
60	9,896.0	8,350.0	1,546.0	17.7%	150.8	1.7%	24%	False	False	59,798
80	10,051.0	8,350.0	1,701.0	19.5%	138.6	1.6%	22%	False	False	44,904
100	10,057.5	8,350.0	1,707.5	19.6%	123.3	1.4%	22%	False	False	35,948

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	True
Stretch	33.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,752.0
2.618	9,419.1
1.618	9,215.1
1.000	9,089.0
0.618	9,011.1
HIGH	8,885.0
0.618	8,807.1
0.500	8,783.0
0.382	8,758.9
LOW	8,681.0
0.618	8,554.9
1.000	8,477.0
1.618	8,350.9
2.618	8,146.9
4.250	7,814.0

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	8,783.0	8,686.8
PP	8,762.5	8,652.2
S1	8,742.0	8,617.5

Download as Excel Spreadsheet

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

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