DAX Index Future June 2015

Trading Metrics calculated at close of trading on 27-Jan-2015

Day Change Summary
	Previous	Current
	26-Jan-2015	27-Jan-2015	Change	Change %	Previous Week
Open	10,611.0	10,828.0	217.0	2.0%	10,259.5
High	10,867.5	10,828.0	-39.5	-0.4%	10,724.0
Low	10,611.0	10,609.5	-1.5	0.0%	10,170.0
Close	10,818.0	10,648.0	-170.0	-1.6%	10,676.5
Range	256.5	218.5	-38.0	-14.8%	554.0
ATR	217.4	217.5	0.1	0.0%	0.0
Volume	690	968	278	40.3%	4,283

Daily Pivots for day following 27-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,350.7	11,217.8	10,768.2
R3	11,132.2	10,999.3	10,708.1
R2	10,913.7	10,913.7	10,688.1
R1	10,780.8	10,780.8	10,668.0	10,738.0
PP	10,695.2	10,695.2	10,695.2	10,673.8
S1	10,562.3	10,562.3	10,628.0	10,519.5
S2	10,476.7	10,476.7	10,607.9
S3	10,258.2	10,343.8	10,587.9
S4	10,039.7	10,125.3	10,527.8

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,185.5	11,985.0	10,981.2
R3	11,631.5	11,431.0	10,828.9
R2	11,077.5	11,077.5	10,778.1
R1	10,877.0	10,877.0	10,727.3	10,977.3
PP	10,523.5	10,523.5	10,523.5	10,573.6
S1	10,323.0	10,323.0	10,625.7	10,423.3
S2	9,969.5	9,969.5	10,574.9
S3	9,415.5	9,769.0	10,524.2
S4	8,861.5	9,215.0	10,371.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,867.5	10,170.0	697.5	6.6%	228.7	2.1%	69%	False	False	961
10	10,867.5	9,645.0	1,222.5	11.5%	231.3	2.2%	82%	False	False	858
20	10,867.5	9,418.5	1,449.0	13.6%	216.3	2.0%	85%	False	False	618
40	10,867.5	9,251.0	1,616.5	15.2%	180.4	1.7%	86%	False	False	365
60	10,867.5	8,976.0	1,891.5	17.8%	154.9	1.5%	88%	False	False	261
80	10,867.5	8,419.0	2,448.5	23.0%	151.6	1.4%	91%	False	False	210

Crabel Price Patterns
NR	True
NR4	True
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	33.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,756.6
2.618	11,400.0
1.618	11,181.5
1.000	11,046.5
0.618	10,963.0
HIGH	10,828.0
0.618	10,744.5
0.500	10,718.8
0.382	10,693.0
LOW	10,609.5
0.618	10,474.5
1.000	10,391.0
1.618	10,256.0
2.618	10,037.5
4.250	9,680.9

Fisher Pivots for day following 27-Jan-2015
Pivot	1 day	3 day
R1	10,718.8	10,686.3
PP	10,695.2	10,673.5
S1	10,671.6	10,660.8

Download as Excel Spreadsheet

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

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