DAX Index Future March 2015

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	9,615.0	9,643.5	28.5	0.3%	9,780.0
High	9,676.0	9,683.5	7.5	0.1%	9,782.5
Low	9,615.0	9,614.0	-1.0	0.0%	9,640.0
Close	9,673.0	9,639.0	-34.0	-0.4%	9,662.0
Range	61.0	69.5	8.5	13.9%	142.5
ATR	87.5	86.3	-1.3	-1.5%	0.0
Volume	47	449	402	855.3%	457

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,854.0	9,816.0	9,677.2
R3	9,784.5	9,746.5	9,658.1
R2	9,715.0	9,715.0	9,651.7
R1	9,677.0	9,677.0	9,645.4	9,661.3
PP	9,645.5	9,645.5	9,645.5	9,637.6
S1	9,607.5	9,607.5	9,632.6	9,591.8
S2	9,576.0	9,576.0	9,626.3
S3	9,506.5	9,538.0	9,619.9
S4	9,437.0	9,468.5	9,600.8

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,122.3	10,034.7	9,740.4
R3	9,979.8	9,892.2	9,701.2
R2	9,837.3	9,837.3	9,688.1
R1	9,749.7	9,749.7	9,675.1	9,722.3
PP	9,694.8	9,694.8	9,694.8	9,681.1
S1	9,607.2	9,607.2	9,648.9	9,579.8
S2	9,552.3	9,552.3	9,635.9
S3	9,409.8	9,464.7	9,622.8
S4	9,267.3	9,322.2	9,583.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,738.0	9,614.0	124.0	1.3%	55.0	0.6%	20%	False	True	181
10	9,782.5	9,589.0	193.5	2.0%	58.6	0.6%	26%	False	False	380
20	9,782.5	9,273.0	509.5	5.3%	63.0	0.7%	72%	False	False	338
40	9,823.5	8,931.5	892.0	9.3%	77.7	0.8%	79%	False	False	189
60	10,055.0	8,931.5	1,123.5	11.7%	65.5	0.7%	63%	False	False	132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	5.5
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	9,978.9
2.618	9,865.5
1.618	9,796.0
1.000	9,753.0
0.618	9,726.5
HIGH	9,683.5
0.618	9,657.0
0.500	9,648.8
0.382	9,640.5
LOW	9,614.0
0.618	9,571.0
1.000	9,544.5
1.618	9,501.5
2.618	9,432.0
4.250	9,318.6

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	9,648.8	9,648.8
PP	9,645.5	9,645.5
S1	9,642.3	9,642.3

Download as Excel Spreadsheet

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

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