DAX Index Future December 2014

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	9,259.5	9,282.0	22.5	0.2%	9,033.0
High	9,331.5	9,469.0	137.5	1.5%	9,344.0
Low	9,222.5	9,266.5	44.0	0.5%	8,835.0
Close	9,310.5	9,379.0	68.5	0.7%	9,309.0
Range	109.0	202.5	93.5	85.8%	509.0
ATR	192.9	193.6	0.7	0.4%	0.0
Volume	116,033	153,437	37,404	32.2%	625,006

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,979.0	9,881.5	9,490.4
R3	9,776.5	9,679.0	9,434.7
R2	9,574.0	9,574.0	9,416.1
R1	9,476.5	9,476.5	9,397.6	9,525.3
PP	9,371.5	9,371.5	9,371.5	9,395.9
S1	9,274.0	9,274.0	9,360.4	9,322.8
S2	9,169.0	9,169.0	9,341.9
S3	8,966.5	9,071.5	9,323.3
S4	8,764.0	8,869.0	9,267.6

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,689.7	10,508.3	9,589.0
R3	10,180.7	9,999.3	9,449.0
R2	9,671.7	9,671.7	9,402.3
R1	9,490.3	9,490.3	9,355.7	9,581.0
PP	9,162.7	9,162.7	9,162.7	9,208.0
S1	8,981.3	8,981.3	9,262.3	9,072.0
S2	8,653.7	8,653.7	9,215.7
S3	8,144.7	8,472.3	9,169.0
S4	7,635.7	7,963.3	9,029.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,469.0	9,147.5	321.5	3.4%	144.1	1.5%	72%	True	False	124,518
10	9,469.0	8,835.0	634.0	6.8%	163.4	1.7%	86%	True	False	128,238
20	9,469.0	8,350.0	1,119.0	11.9%	202.9	2.2%	92%	True	False	146,608
40	9,896.0	8,350.0	1,546.0	16.5%	175.0	1.9%	67%	False	False	129,396
60	9,896.0	8,350.0	1,546.0	16.5%	155.7	1.7%	67%	False	False	87,102
80	9,896.0	8,350.0	1,546.0	16.5%	152.1	1.6%	67%	False	False	65,407
100	10,057.5	8,350.0	1,707.5	18.2%	139.5	1.5%	60%	False	False	52,365
120	10,057.5	8,350.0	1,707.5	18.2%	125.0	1.3%	60%	False	False	43,651

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41.0
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	10,329.6
2.618	9,999.1
1.618	9,796.6
1.000	9,671.5
0.618	9,594.1
HIGH	9,469.0
0.618	9,391.6
0.500	9,367.8
0.382	9,343.9
LOW	9,266.5
0.618	9,141.4
1.000	9,064.0
1.618	8,938.9
2.618	8,736.4
4.250	8,405.9

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	9,375.3	9,355.4
PP	9,371.5	9,331.8
S1	9,367.8	9,308.3

Download as Excel Spreadsheet

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

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