DAX Index Future December 2015

Trading Metrics calculated at close of trading on 01-Oct-2015

Day Change Summary
	Previous	Current
	30-Sep-2015	01-Oct-2015	Change	Change %	Previous Week
Open	9,589.5	9,748.5	159.0	1.7%	9,885.0
High	9,734.5	9,787.5	53.0	0.5%	10,019.0
Low	9,581.0	9,449.0	-132.0	-1.4%	9,361.0
Close	9,659.5	9,509.0	-150.5	-1.6%	9,705.0
Range	153.5	338.5	185.0	120.5%	658.0
ATR	275.0	279.6	4.5	1.6%	0.0
Volume	132,860	136,757	3,897	2.9%	666,557

Daily Pivots for day following 01-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,597.3	10,391.7	9,695.2
R3	10,258.8	10,053.2	9,602.1
R2	9,920.3	9,920.3	9,571.1
R1	9,714.7	9,714.7	9,540.0	9,648.3
PP	9,581.8	9,581.8	9,581.8	9,548.6
S1	9,376.2	9,376.2	9,478.0	9,309.8
S2	9,243.3	9,243.3	9,446.9
S3	8,904.8	9,037.7	9,415.9
S4	8,566.3	8,699.2	9,322.8

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,669.0	11,345.0	10,066.9
R3	11,011.0	10,687.0	9,886.0
R2	10,353.0	10,353.0	9,825.6
R1	10,029.0	10,029.0	9,765.3	9,862.0
PP	9,695.0	9,695.0	9,695.0	9,611.5
S1	9,371.0	9,371.0	9,644.7	9,204.0
S2	9,037.0	9,037.0	9,584.4
S3	8,379.0	8,713.0	9,524.1
S4	7,721.0	8,055.0	9,343.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,787.5	9,301.0	486.5	5.1%	231.9	2.4%	43%	True	False	134,147
10	10,219.0	9,301.0	918.0	9.7%	277.8	2.9%	23%	False	False	131,772
20	10,521.5	9,301.0	1,220.5	12.8%	247.4	2.6%	17%	False	False	87,187
40	11,670.5	9,301.0	2,369.5	24.9%	249.4	2.6%	9%	False	False	44,205
60	11,811.0	9,301.0	2,510.0	26.4%	222.2	2.3%	8%	False	False	29,584
80	11,811.0	9,301.0	2,510.0	26.4%	223.7	2.4%	8%	False	False	22,293
100	11,900.5	9,301.0	2,599.5	27.3%	215.1	2.3%	8%	False	False	17,849
120	12,360.0	9,301.0	3,059.0	32.2%	212.9	2.2%	7%	False	False	14,882

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	59.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	11,226.1
2.618	10,673.7
1.618	10,335.2
1.000	10,126.0
0.618	9,996.7
HIGH	9,787.5
0.618	9,658.2
0.500	9,618.3
0.382	9,578.3
LOW	9,449.0
0.618	9,239.8
1.000	9,110.5
1.618	8,901.3
2.618	8,562.8
4.250	8,010.4

Fisher Pivots for day following 01-Oct-2015
Pivot	1 day	3 day
R1	9,618.3	9,544.3
PP	9,581.8	9,532.5
S1	9,545.4	9,520.8

Download as Excel Spreadsheet

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

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