DAX Index Future March 2015

Trading Metrics calculated at close of trading on 18-Sep-2014

Day Change Summary
	Previous	Current
	17-Sep-2014	18-Sep-2014	Change	Change %	Previous Week
Open	9,688.0	9,702.0	14.0	0.1%	9,780.0
High	9,725.0	9,802.5	77.5	0.8%	9,782.5
Low	9,665.0	9,702.0	37.0	0.4%	9,640.0
Close	9,681.0	9,797.5	116.5	1.2%	9,662.0
Range	60.0	100.5	40.5	67.5%	142.5
ATR	86.2	88.8	2.5	2.9%	0.0
Volume	309	246	-63	-20.4%	457

Daily Pivots for day following 18-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,068.8	10,033.7	9,852.8
R3	9,968.3	9,933.2	9,825.1
R2	9,867.8	9,867.8	9,815.9
R1	9,832.7	9,832.7	9,806.7	9,850.3
PP	9,767.3	9,767.3	9,767.3	9,776.1
S1	9,732.2	9,732.2	9,788.3	9,749.8
S2	9,666.8	9,666.8	9,779.1
S3	9,566.3	9,631.7	9,769.9
S4	9,465.8	9,531.2	9,742.2

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	9,802.5	9,614.0	188.5	1.9%	66.7	0.7%	97%	True	False	270
10	9,802.5	9,614.0	188.5	1.9%	56.1	0.6%	97%	True	False	367
20	9,802.5	9,345.0	457.5	4.7%	65.0	0.7%	99%	True	False	364
40	9,802.5	8,931.5	871.0	8.9%	77.8	0.8%	99%	True	False	202
60	10,055.0	8,931.5	1,123.5	11.5%	66.7	0.7%	77%	False	False	140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.8
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	10,229.6
2.618	10,065.6
1.618	9,965.1
1.000	9,903.0
0.618	9,864.6
HIGH	9,802.5
0.618	9,764.1
0.500	9,752.3
0.382	9,740.4
LOW	9,702.0
0.618	9,639.9
1.000	9,601.5
1.618	9,539.4
2.618	9,438.9
4.250	9,274.9

Fisher Pivots for day following 18-Sep-2014
Pivot	1 day	3 day
R1	9,782.4	9,767.8
PP	9,767.3	9,738.0
S1	9,752.3	9,708.3

Download as Excel Spreadsheet

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

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