DAX Index Future March 2015

Trading Metrics calculated at close of trading on 27-Oct-2014

Day Change Summary
	Previous	Current
	24-Oct-2014	27-Oct-2014	Change	Change %	Previous Week
Open	9,003.5	9,038.0	34.5	0.4%	8,875.0
High	9,045.0	9,095.5	50.5	0.6%	9,076.5
Low	8,962.0	8,843.5	-118.5	-1.3%	8,667.5
Close	9,000.0	8,911.5	-88.5	-1.0%	9,000.0
Range	83.0	252.0	169.0	203.6%	409.0
ATR	181.7	186.7	5.0	2.8%	0.0
Volume	267	478	211	79.0%	1,906

Daily Pivots for day following 27-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,706.2	9,560.8	9,050.1
R3	9,454.2	9,308.8	8,980.8
R2	9,202.2	9,202.2	8,957.7
R1	9,056.8	9,056.8	8,934.6	9,003.5
PP	8,950.2	8,950.2	8,950.2	8,923.5
S1	8,804.8	8,804.8	8,888.4	8,751.5
S2	8,698.2	8,698.2	8,865.3
S3	8,446.2	8,552.8	8,842.2
S4	8,194.2	8,300.8	8,772.9

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,141.7	9,979.8	9,225.0
R3	9,732.7	9,570.8	9,112.5
R2	9,323.7	9,323.7	9,075.0
R1	9,161.8	9,161.8	9,037.5	9,242.8
PP	8,914.7	8,914.7	8,914.7	8,955.1
S1	8,752.8	8,752.8	8,962.5	8,833.8
S2	8,505.7	8,505.7	8,925.0
S3	8,096.7	8,343.8	8,887.5
S4	7,687.7	7,934.8	8,775.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,095.5	8,667.5	428.0	4.8%	194.2	2.2%	57%	True	False	404
10	9,095.5	8,367.5	728.0	8.2%	226.5	2.5%	75%	True	False	488
20	9,530.5	8,367.5	1,163.0	13.1%	198.3	2.2%	47%	False	False	500
40	9,901.0	8,367.5	1,533.5	17.2%	142.9	1.6%	35%	False	False	458
60	9,901.0	8,367.5	1,533.5	17.2%	122.6	1.4%	35%	False	False	326
80	9,901.0	8,367.5	1,533.5	17.2%	109.7	1.2%	35%	False	False	249

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,166.5
2.618	9,755.2
1.618	9,503.2
1.000	9,347.5
0.618	9,251.2
HIGH	9,095.5
0.618	8,999.2
0.500	8,969.5
0.382	8,939.8
LOW	8,843.5
0.618	8,687.8
1.000	8,591.5
1.618	8,435.8
2.618	8,183.8
4.250	7,772.5

Fisher Pivots for day following 27-Oct-2014
Pivot	1 day	3 day
R1	8,969.5	8,964.5
PP	8,950.2	8,946.8
S1	8,930.8	8,929.2

Download as Excel Spreadsheet

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

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