DAX Index Future December 2015

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	10,992.5	11,038.0	45.5	0.4%	11,552.0
High	11,095.0	11,111.5	16.5	0.1%	11,615.0
Low	10,927.0	10,829.0	-98.0	-0.9%	10,898.0
Close	10,996.0	10,955.0	-41.0	-0.4%	10,996.0
Range	168.0	282.5	114.5	68.2%	717.0
ATR	204.2	209.8	5.6	2.7%	0.0
Volume	277	251	-26	-9.4%	2,398

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,812.7	11,666.3	11,110.4
R3	11,530.2	11,383.8	11,032.7
R2	11,247.7	11,247.7	11,006.8
R1	11,101.3	11,101.3	10,980.9	11,033.3
PP	10,965.2	10,965.2	10,965.2	10,931.1
S1	10,818.8	10,818.8	10,929.1	10,750.8
S2	10,682.7	10,682.7	10,903.2
S3	10,400.2	10,536.3	10,877.3
S4	10,117.7	10,253.8	10,799.6

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,320.7	12,875.3	11,390.4
R3	12,603.7	12,158.3	11,193.2
R2	11,886.7	11,886.7	11,127.5
R1	11,441.3	11,441.3	11,061.7	11,305.5
PP	11,169.7	11,169.7	11,169.7	11,101.8
S1	10,724.3	10,724.3	10,930.3	10,588.5
S2	10,452.7	10,452.7	10,864.6
S3	9,735.7	10,007.3	10,798.8
S4	9,018.7	9,290.3	10,601.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,566.0	10,829.0	737.0	6.7%	244.5	2.2%	17%	False	True	508
10	11,670.5	10,829.0	841.5	7.7%	189.1	1.7%	15%	False	True	316
20	11,785.0	10,829.0	956.0	8.7%	184.9	1.7%	13%	False	True	399
40	11,811.0	10,661.0	1,150.0	10.5%	188.4	1.7%	26%	False	False	329
60	11,900.5	10,661.0	1,239.5	11.3%	197.0	1.8%	24%	False	False	318
80	12,080.0	10,661.0	1,419.0	13.0%	197.1	1.8%	21%	False	False	251
100	12,421.0	10,661.0	1,760.0	16.1%	180.3	1.6%	17%	False	False	209

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	37.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,312.1
2.618	11,851.1
1.618	11,568.6
1.000	11,394.0
0.618	11,286.1
HIGH	11,111.5
0.618	11,003.6
0.500	10,970.3
0.382	10,936.9
LOW	10,829.0
0.618	10,654.4
1.000	10,546.5
1.618	10,371.9
2.618	10,089.4
4.250	9,628.4

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	10,970.3	10,994.5
PP	10,965.2	10,981.3
S1	10,960.1	10,968.2

Download as Excel Spreadsheet

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

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