DAX Index Future December 2014

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	9,439.5	9,301.0	-138.5	-1.5%	9,309.0
High	9,449.0	9,352.5	-96.5	-1.0%	9,469.0
Low	9,241.0	9,221.0	-20.0	-0.2%	9,147.5
Close	9,292.0	9,341.5	49.5	0.5%	9,292.0
Range	208.0	131.5	-76.5	-36.8%	321.5
ATR	194.6	190.1	-4.5	-2.3%	0.0
Volume	99,095	79,308	-19,787	-20.0%	613,554

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,699.5	9,652.0	9,413.8
R3	9,568.0	9,520.5	9,377.7
R2	9,436.5	9,436.5	9,365.6
R1	9,389.0	9,389.0	9,353.6	9,412.8
PP	9,305.0	9,305.0	9,305.0	9,316.9
S1	9,257.5	9,257.5	9,329.4	9,281.3
S2	9,173.5	9,173.5	9,317.4
S3	9,042.0	9,126.0	9,305.3
S4	8,910.5	8,994.5	9,269.2

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,267.3	10,101.2	9,468.8
R3	9,945.8	9,779.7	9,380.4
R2	9,624.3	9,624.3	9,350.9
R1	9,458.2	9,458.2	9,321.5	9,380.5
PP	9,302.8	9,302.8	9,302.8	9,264.0
S1	9,136.7	9,136.7	9,262.5	9,059.0
S2	8,981.3	8,981.3	9,233.1
S3	8,659.8	8,815.2	9,203.6
S4	8,338.3	8,493.7	9,115.2

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%	164.6	1.8%	60%	False	False	112,781
10	9,469.0	8,898.0	571.0	6.1%	162.2	1.7%	78%	False	False	120,821
20	9,469.0	8,350.0	1,119.0	12.0%	200.5	2.1%	89%	False	False	139,507
40	9,896.0	8,350.0	1,546.0	16.5%	178.4	1.9%	64%	False	False	132,813
60	9,896.0	8,350.0	1,546.0	16.5%	158.0	1.7%	64%	False	False	90,046
80	9,896.0	8,350.0	1,546.0	16.5%	152.6	1.6%	64%	False	False	67,622
100	10,057.5	8,350.0	1,707.5	18.3%	141.9	1.5%	58%	False	False	54,146
120	10,057.5	8,350.0	1,707.5	18.3%	126.7	1.4%	58%	False	False	45,136

Crabel Price Patterns
NR	True
NR4	False
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	36.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,911.4
2.618	9,696.8
1.618	9,565.3
1.000	9,484.0
0.618	9,433.8
HIGH	9,352.5
0.618	9,302.3
0.500	9,286.8
0.382	9,271.2
LOW	9,221.0
0.618	9,139.7
1.000	9,089.5
1.618	9,008.2
2.618	8,876.7
4.250	8,662.1

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	9,323.3	9,345.0
PP	9,305.0	9,343.8
S1	9,286.8	9,342.7

Download as Excel Spreadsheet

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

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