DAX Index Future December 2015

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	10,854.0	10,864.0	10.0	0.1%	10,761.0
High	10,872.5	10,996.5	124.0	1.1%	11,059.0
Low	10,727.0	10,836.0	109.0	1.0%	10,727.5
Close	10,832.0	10,910.0	78.0	0.7%	10,987.0
Range	145.5	160.5	15.0	10.3%	331.5
ATR	203.2	200.4	-2.8	-1.4%	0.0
Volume	86,887	113,577	26,690	30.7%	450,156

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,395.7	11,313.3	10,998.3
R3	11,235.2	11,152.8	10,954.1
R2	11,074.7	11,074.7	10,939.4
R1	10,992.3	10,992.3	10,924.7	11,033.5
PP	10,914.2	10,914.2	10,914.2	10,934.8
S1	10,831.8	10,831.8	10,895.3	10,873.0
S2	10,753.7	10,753.7	10,880.6
S3	10,593.2	10,671.3	10,865.9
S4	10,432.7	10,510.8	10,821.7

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,919.0	11,784.5	11,169.3
R3	11,587.5	11,453.0	11,078.2
R2	11,256.0	11,256.0	11,047.8
R1	11,121.5	11,121.5	11,017.4	11,188.8
PP	10,924.5	10,924.5	10,924.5	10,958.1
S1	10,790.0	10,790.0	10,956.6	10,857.3
S2	10,593.0	10,593.0	10,926.2
S3	10,261.5	10,458.5	10,895.8
S4	9,930.0	10,127.0	10,804.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,059.0	10,727.0	332.0	3.0%	187.1	1.7%	55%	False	False	95,234
10	11,059.0	10,727.0	332.0	3.0%	180.3	1.7%	55%	False	False	91,283
20	11,059.0	9,956.0	1,103.0	10.1%	184.3	1.7%	86%	False	False	94,303
40	11,059.0	9,301.0	1,758.0	16.1%	210.0	1.9%	92%	False	False	108,190
60	11,059.0	9,301.0	1,758.0	16.1%	227.8	2.1%	92%	False	False	76,997
80	11,670.5	9,301.0	2,369.5	21.7%	215.7	2.0%	68%	False	False	57,849
100	11,811.0	9,301.0	2,510.0	23.0%	211.8	1.9%	64%	False	False	46,328
120	11,811.0	9,301.0	2,510.0	23.0%	210.8	1.9%	64%	False	False	38,659

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,678.6
2.618	11,416.7
1.618	11,256.2
1.000	11,157.0
0.618	11,095.7
HIGH	10,996.5
0.618	10,935.2
0.500	10,916.3
0.382	10,897.3
LOW	10,836.0
0.618	10,736.8
1.000	10,675.5
1.618	10,576.3
2.618	10,415.8
4.250	10,153.9

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	10,916.3	10,896.8
PP	10,914.2	10,883.5
S1	10,912.1	10,870.3

Download as Excel Spreadsheet

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

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