DAX Index Future December 2015

Trading Metrics calculated at close of trading on 21-Oct-2015

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	10,157.5	10,191.0	33.5	0.3%	10,120.5
High	10,193.0	10,276.5	83.5	0.8%	10,188.0
Low	10,076.0	10,102.5	26.5	0.3%	9,885.5
Close	10,163.0	10,231.0	68.0	0.7%	10,098.5
Range	117.0	174.0	57.0	48.7%	302.5
ATR	217.1	214.1	-3.1	-1.4%	0.0
Volume	95,744	134,790	39,046	40.8%	495,314

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,725.3	10,652.2	10,326.7
R3	10,551.3	10,478.2	10,278.9
R2	10,377.3	10,377.3	10,262.9
R1	10,304.2	10,304.2	10,247.0	10,340.8
PP	10,203.3	10,203.3	10,203.3	10,221.6
S1	10,130.2	10,130.2	10,215.1	10,166.8
S2	10,029.3	10,029.3	10,199.1
S3	9,855.3	9,956.2	10,183.2
S4	9,681.3	9,782.2	10,135.3

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,964.8	10,834.2	10,264.9
R3	10,662.3	10,531.7	10,181.7
R2	10,359.8	10,359.8	10,154.0
R1	10,229.2	10,229.2	10,126.2	10,143.3
PP	10,057.3	10,057.3	10,057.3	10,014.4
S1	9,926.7	9,926.7	10,070.8	9,840.8
S2	9,754.8	9,754.8	10,043.0
S3	9,452.3	9,624.2	10,015.3
S4	9,149.8	9,321.7	9,932.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,276.5	9,956.0	320.5	3.1%	147.8	1.4%	86%	True	False	97,114
10	10,276.5	9,885.5	391.0	3.8%	150.9	1.5%	88%	True	False	95,876
20	10,276.5	9,301.0	975.5	9.5%	199.2	1.9%	95%	True	False	112,545
40	10,521.5	9,301.0	1,220.5	11.9%	216.6	2.1%	76%	False	False	80,248
60	11,670.5	9,301.0	2,369.5	23.2%	222.7	2.2%	39%	False	False	53,756
80	11,811.0	9,301.0	2,510.0	24.5%	212.6	2.1%	37%	False	False	40,381
100	11,811.0	9,301.0	2,510.0	24.5%	215.5	2.1%	37%	False	False	32,385
120	11,900.5	9,301.0	2,599.5	25.4%	210.2	2.1%	36%	False	False	26,995

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43.8
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,016.0
2.618	10,732.0
1.618	10,558.0
1.000	10,450.5
0.618	10,384.0
HIGH	10,276.5
0.618	10,210.0
0.500	10,189.5
0.382	10,169.0
LOW	10,102.5
0.618	9,995.0
1.000	9,928.5
1.618	9,821.0
2.618	9,647.0
4.250	9,363.0

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	10,217.2	10,211.1
PP	10,203.3	10,191.2
S1	10,189.5	10,171.3

Download as Excel Spreadsheet

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

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