DAX Index Future March 2015

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

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	9,177.0	9,347.0	170.0	1.9%	9,308.0
High	9,340.0	9,498.0	158.0	1.7%	9,399.5
Low	9,145.5	9,336.5	191.0	2.1%	9,183.5
Close	9,314.5	9,463.5	149.0	1.6%	9,251.5
Range	194.5	161.5	-33.0	-17.0%	216.0
ATR	165.0	166.3	1.3	0.8%	0.0
Volume	749	275	-474	-63.3%	4,166

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,917.2	9,851.8	9,552.3
R3	9,755.7	9,690.3	9,507.9
R2	9,594.2	9,594.2	9,493.1
R1	9,528.8	9,528.8	9,478.3	9,561.5
PP	9,432.7	9,432.7	9,432.7	9,449.0
S1	9,367.3	9,367.3	9,448.7	9,400.0
S2	9,271.2	9,271.2	9,433.9
S3	9,109.7	9,205.8	9,419.1
S4	8,948.2	9,044.3	9,374.7

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,926.2	9,804.8	9,370.3
R3	9,710.2	9,588.8	9,310.9
R2	9,494.2	9,494.2	9,291.1
R1	9,372.8	9,372.8	9,271.3	9,325.5
PP	9,278.2	9,278.2	9,278.2	9,254.5
S1	9,156.8	9,156.8	9,231.7	9,109.5
S2	9,062.2	9,062.2	9,211.9
S3	8,846.2	8,940.8	9,192.1
S4	8,630.2	8,724.8	9,132.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,498.0	9,145.5	352.5	3.7%	147.6	1.6%	90%	True	False	778
10	9,498.0	9,145.5	352.5	3.7%	141.6	1.5%	90%	True	False	770
20	9,498.0	8,833.5	664.5	7.0%	151.7	1.6%	95%	True	False	619
40	9,725.0	8,367.5	1,357.5	14.3%	173.3	1.8%	81%	False	False	547
60	9,901.0	8,367.5	1,533.5	16.2%	138.3	1.5%	71%	False	False	494
80	9,901.0	8,367.5	1,533.5	16.2%	127.0	1.3%	71%	False	False	383
100	10,055.0	8,367.5	1,687.5	17.8%	112.1	1.2%	65%	False	False	309

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	22.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,184.4
2.618	9,920.8
1.618	9,759.3
1.000	9,659.5
0.618	9,597.8
HIGH	9,498.0
0.618	9,436.3
0.500	9,417.3
0.382	9,398.2
LOW	9,336.5
0.618	9,236.7
1.000	9,175.0
1.618	9,075.2
2.618	8,913.7
4.250	8,650.1

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	9,448.1	9,416.3
PP	9,432.7	9,369.0
S1	9,417.3	9,321.8

Download as Excel Spreadsheet

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

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