DAX Index Future March 2015

Trading Metrics calculated at close of trading on 29-Jan-2015

Day Change Summary
	Previous	Current
	28-Jan-2015	29-Jan-2015	Change	Change %	Previous Week
Open	10,722.0	10,605.0	-117.0	-1.1%	10,315.0
High	10,756.5	10,832.0	75.5	0.7%	10,711.5
Low	10,553.0	10,599.0	46.0	0.4%	10,153.0
Close	10,693.5	10,735.5	42.0	0.4%	10,664.0
Range	203.5	233.0	29.5	14.5%	558.5
ATR	239.3	238.9	-0.5	-0.2%	0.0
Volume	119,968	120,652	684	0.6%	592,649

Daily Pivots for day following 29-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,421.2	11,311.3	10,863.7
R3	11,188.2	11,078.3	10,799.6
R2	10,955.2	10,955.2	10,778.2
R1	10,845.3	10,845.3	10,756.9	10,900.3
PP	10,722.2	10,722.2	10,722.2	10,749.6
S1	10,612.3	10,612.3	10,714.1	10,667.3
S2	10,489.2	10,489.2	10,692.8
S3	10,256.2	10,379.3	10,671.4
S4	10,023.2	10,146.3	10,607.4

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,185.0	11,983.0	10,971.2
R3	11,626.5	11,424.5	10,817.6
R2	11,068.0	11,068.0	10,766.4
R1	10,866.0	10,866.0	10,715.2	10,967.0
PP	10,509.5	10,509.5	10,509.5	10,560.0
S1	10,307.5	10,307.5	10,612.8	10,408.5
S2	9,951.0	9,951.0	10,561.6
S3	9,392.5	9,749.0	10,510.4
S4	8,834.0	9,190.5	10,356.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,857.5	10,486.5	371.0	3.5%	235.7	2.2%	67%	False	False	129,921
10	10,857.5	9,582.5	1,275.0	11.9%	262.4	2.4%	90%	False	False	139,839
20	10,857.5	9,383.5	1,474.0	13.7%	243.5	2.3%	92%	False	False	141,233
40	10,857.5	9,227.0	1,630.5	15.2%	211.4	2.0%	93%	False	False	91,146
60	10,857.5	8,910.0	1,947.5	18.1%	187.5	1.7%	94%	False	False	61,352
80	10,857.5	8,367.5	2,490.0	23.2%	190.2	1.8%	95%	False	False	46,137
100	10,857.5	8,367.5	2,490.0	23.2%	171.8	1.6%	95%	False	False	36,975
120	10,857.5	8,367.5	2,490.0	23.2%	156.2	1.5%	95%	False	False	30,842

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	32.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,822.3
2.618	11,442.0
1.618	11,209.0
1.000	11,065.0
0.618	10,976.0
HIGH	10,832.0
0.618	10,743.0
0.500	10,715.5
0.382	10,688.0
LOW	10,599.0
0.618	10,455.0
1.000	10,366.0
1.618	10,222.0
2.618	9,989.0
4.250	9,608.8

Fisher Pivots for day following 29-Jan-2015
Pivot	1 day	3 day
R1	10,728.8	10,721.2
PP	10,722.2	10,706.8
S1	10,715.5	10,692.5

Download as Excel Spreadsheet

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

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