DAX Index Future March 2015

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	9,986.0	9,923.0	-63.0	-0.6%	9,748.5
High	10,000.0	9,995.0	-5.0	-0.1%	10,008.5
Low	9,916.0	9,911.0	-5.0	-0.1%	9,725.0
Close	9,986.0	9,971.0	-15.0	-0.2%	9,986.0
Range	84.0	84.0	0.0	0.0%	283.5
ATR	143.6	139.4	-4.3	-3.0%	0.0
Volume	1,238	2,489	1,251	101.1%	6,188

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,211.0	10,175.0	10,017.2
R3	10,127.0	10,091.0	9,994.1
R2	10,043.0	10,043.0	9,986.4
R1	10,007.0	10,007.0	9,978.7	10,025.0
PP	9,959.0	9,959.0	9,959.0	9,968.0
S1	9,923.0	9,923.0	9,963.3	9,941.0
S2	9,875.0	9,875.0	9,955.6
S3	9,791.0	9,839.0	9,947.9
S4	9,707.0	9,755.0	9,924.8

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,757.0	10,655.0	10,141.9
R3	10,473.5	10,371.5	10,064.0
R2	10,190.0	10,190.0	10,038.0
R1	10,088.0	10,088.0	10,012.0	10,139.0
PP	9,906.5	9,906.5	9,906.5	9,932.0
S1	9,804.5	9,804.5	9,960.0	9,855.5
S2	9,623.0	9,623.0	9,934.0
S3	9,339.5	9,521.0	9,908.0
S4	9,056.0	9,237.5	9,830.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,008.5	9,796.5	212.0	2.1%	89.4	0.9%	82%	False	False	1,414
10	10,008.5	9,336.5	672.0	6.7%	114.0	1.1%	94%	False	False	2,941
20	10,008.5	9,145.5	863.0	8.7%	127.7	1.3%	96%	False	False	1,872
40	10,008.5	8,367.5	1,641.0	16.5%	164.3	1.6%	98%	False	False	1,223
60	10,008.5	8,367.5	1,641.0	16.5%	145.6	1.5%	98%	False	False	887
80	10,008.5	8,367.5	1,641.0	16.5%	127.5	1.3%	98%	False	False	743
100	10,008.5	8,367.5	1,641.0	16.5%	118.8	1.2%	98%	False	False	600

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.7

Fibonacci Retracements and Extensions
4.250	10,352.0
2.618	10,214.9
1.618	10,130.9
1.000	10,079.0
0.618	10,046.9
HIGH	9,995.0
0.618	9,962.9
0.500	9,953.0
0.382	9,943.1
LOW	9,911.0
0.618	9,859.1
1.000	9,827.0
1.618	9,775.1
2.618	9,691.1
4.250	9,554.0

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	9,965.0	9,967.3
PP	9,959.0	9,963.5
S1	9,953.0	9,959.8

Download as Excel Spreadsheet

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

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