DAX Index Future December 2015

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

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	11,283.0	11,415.0	132.0	1.2%	11,135.0
High	11,433.5	11,419.0	-14.5	-0.1%	11,356.0
Low	11,252.5	11,234.0	-18.5	-0.2%	10,867.0
Close	11,378.5	11,266.5	-112.0	-1.0%	11,294.0
Range	181.0	185.0	4.0	2.2%	489.0
ATR	205.6	204.1	-1.5	-0.7%	0.0
Volume	99,346	103,033	3,687	3.7%	346,252

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,861.5	11,749.0	11,368.3
R3	11,676.5	11,564.0	11,317.4
R2	11,491.5	11,491.5	11,300.4
R1	11,379.0	11,379.0	11,283.5	11,342.8
PP	11,306.5	11,306.5	11,306.5	11,288.4
S1	11,194.0	11,194.0	11,249.5	11,157.8
S2	11,121.5	11,121.5	11,232.6
S3	10,936.5	11,009.0	11,215.6
S4	10,751.5	10,824.0	11,164.8

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,639.3	12,455.7	11,563.0
R3	12,150.3	11,966.7	11,428.5
R2	11,661.3	11,661.3	11,383.7
R1	11,477.7	11,477.7	11,338.8	11,569.5
PP	11,172.3	11,172.3	11,172.3	11,218.3
S1	10,988.7	10,988.7	11,249.2	11,080.5
S2	10,683.3	10,683.3	11,204.4
S3	10,194.3	10,499.7	11,159.5
S4	9,705.3	10,010.7	11,025.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,433.5	10,867.0	566.5	5.0%	192.8	1.7%	71%	False	False	86,355
10	11,433.5	10,782.0	651.5	5.8%	168.5	1.5%	74%	False	False	88,845
20	11,433.5	10,482.0	951.5	8.4%	186.7	1.7%	82%	False	False	94,318
40	11,433.5	9,728.0	1,705.5	15.1%	184.3	1.6%	90%	False	False	96,099
60	11,433.5	9,301.0	2,132.5	18.9%	206.1	1.8%	92%	False	False	96,957
80	11,615.0	9,301.0	2,314.0	20.5%	220.5	2.0%	85%	False	False	73,069
100	11,811.0	9,301.0	2,510.0	22.3%	207.5	1.8%	78%	False	False	58,522
120	11,811.0	9,301.0	2,510.0	22.3%	211.5	1.9%	78%	False	False	48,838

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	22.1
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,205.3
2.618	11,903.3
1.618	11,718.3
1.000	11,604.0
0.618	11,533.3
HIGH	11,419.0
0.618	11,348.3
0.500	11,326.5
0.382	11,304.7
LOW	11,234.0
0.618	11,119.7
1.000	11,049.0
1.618	10,934.7
2.618	10,749.7
4.250	10,447.8

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	11,326.5	11,333.8
PP	11,306.5	11,311.3
S1	11,286.5	11,288.9

Download as Excel Spreadsheet

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

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