DAX Index Future June 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	11,863.0	11,867.5	4.5	0.0%	11,530.0
High	11,871.0	11,998.0	127.0	1.1%	11,998.0
Low	11,775.5	11,762.0	-13.5	-0.1%	11,421.5
Close	11,813.5	11,919.0	105.5	0.9%	11,919.0
Range	95.5	236.0	140.5	147.1%	576.5
ATR	162.1	167.4	5.3	3.3%	0.0
Volume	27,866	56,678	28,812	103.4%	135,838

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,601.0	12,496.0	12,048.8
R3	12,365.0	12,260.0	11,983.9
R2	12,129.0	12,129.0	11,962.3
R1	12,024.0	12,024.0	11,940.6	12,076.5
PP	11,893.0	11,893.0	11,893.0	11,919.3
S1	11,788.0	11,788.0	11,897.4	11,840.5
S2	11,657.0	11,657.0	11,875.7
S3	11,421.0	11,552.0	11,854.1
S4	11,185.0	11,316.0	11,789.2

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,509.0	13,290.5	12,236.1
R3	12,932.5	12,714.0	12,077.5
R2	12,356.0	12,356.0	12,024.7
R1	12,137.5	12,137.5	11,971.8	12,246.8
PP	11,779.5	11,779.5	11,779.5	11,834.1
S1	11,561.0	11,561.0	11,866.2	11,670.3
S2	11,203.0	11,203.0	11,813.3
S3	10,626.5	10,984.5	11,760.5
S4	10,050.0	10,408.0	11,601.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,998.0	11,421.5	576.5	4.8%	193.7	1.6%	86%	True	False	27,167
10	11,998.0	11,215.0	783.0	6.6%	170.6	1.4%	90%	True	False	14,998
20	11,998.0	10,782.5	1,215.5	10.2%	144.5	1.2%	94%	True	False	7,832
40	11,998.0	10,170.0	1,828.0	15.3%	156.0	1.3%	96%	True	False	4,250
60	11,998.0	9,251.0	2,747.0	23.0%	178.9	1.5%	97%	True	False	2,962
80	11,998.0	9,158.5	2,839.5	23.8%	161.8	1.4%	97%	True	False	2,241
100	11,998.0	8,684.0	3,314.0	27.8%	149.8	1.3%	98%	True	False	1,801

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	37.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,001.0
2.618	12,615.8
1.618	12,379.8
1.000	12,234.0
0.618	12,143.8
HIGH	11,998.0
0.618	11,907.8
0.500	11,880.0
0.382	11,852.2
LOW	11,762.0
0.618	11,616.2
1.000	11,526.0
1.618	11,380.2
2.618	11,144.2
4.250	10,759.0

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	11,906.0	11,870.4
PP	11,893.0	11,821.8
S1	11,880.0	11,773.3

Download as Excel Spreadsheet

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

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