DAX Index Future September 2015

Trading Metrics calculated at close of trading on 26-May-2015

Day Change Summary
	Previous	Current
	22-May-2015	26-May-2015	Change	Change %	Previous Week
Open	11,889.5	11,804.0	-85.5	-0.7%	11,500.0
High	11,891.5	11,934.0	42.5	0.4%	11,901.0
Low	11,806.0	11,598.0	-208.0	-1.8%	11,396.0
Close	11,831.5	11,626.0	-205.5	-1.7%	11,831.5
Range	85.5	336.0	250.5	293.0%	505.0
ATR	223.4	231.5	8.0	3.6%	0.0
Volume	605	527	-78	-12.9%	3,927

Daily Pivots for day following 26-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,727.3	12,512.7	11,810.8
R3	12,391.3	12,176.7	11,718.4
R2	12,055.3	12,055.3	11,687.6
R1	11,840.7	11,840.7	11,656.8	11,780.0
PP	11,719.3	11,719.3	11,719.3	11,689.0
S1	11,504.7	11,504.7	11,595.2	11,444.0
S2	11,383.3	11,383.3	11,564.4
S3	11,047.3	11,168.7	11,533.6
S4	10,711.3	10,832.7	11,441.2

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,224.5	13,033.0	12,109.3
R3	12,719.5	12,528.0	11,970.4
R2	12,214.5	12,214.5	11,924.1
R1	12,023.0	12,023.0	11,877.8	12,118.8
PP	11,709.5	11,709.5	11,709.5	11,757.4
S1	11,518.0	11,518.0	11,785.2	11,613.8
S2	11,204.5	11,204.5	11,738.9
S3	10,699.5	11,013.0	11,692.6
S4	10,194.5	10,508.0	11,553.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,934.0	11,598.0	336.0	2.9%	172.9	1.5%	8%	True	True	797
10	11,934.0	11,246.0	688.0	5.9%	224.3	1.9%	55%	True	False	705
20	12,080.0	11,183.5	896.5	7.7%	256.3	2.2%	49%	False	False	545
40	12,428.5	11,183.5	1,245.0	10.7%	220.6	1.9%	36%	False	False	530
60	12,428.5	11,183.5	1,245.0	10.7%	199.2	1.7%	36%	False	False	421
80	12,428.5	10,638.0	1,790.5	15.4%	166.5	1.4%	55%	False	False	319
100	12,428.5	9,420.0	3,008.5	25.9%	160.5	1.4%	73%	False	False	259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	54.5
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	13,362.0
2.618	12,813.6
1.618	12,477.6
1.000	12,270.0
0.618	12,141.6
HIGH	11,934.0
0.618	11,805.6
0.500	11,766.0
0.382	11,726.4
LOW	11,598.0
0.618	11,390.4
1.000	11,262.0
1.618	11,054.4
2.618	10,718.4
4.250	10,170.0

Fisher Pivots for day following 26-May-2015
Pivot	1 day	3 day
R1	11,766.0	11,766.0
PP	11,719.3	11,719.3
S1	11,672.7	11,672.7

Download as Excel Spreadsheet

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

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