DAX Index Future March 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	9,682.5	9,390.5	-292.0	-3.0%	9,696.5
High	9,760.0	9,518.0	-242.0	-2.5%	10,165.5
Low	9,525.5	9,251.5	-274.0	-2.9%	9,410.0
Close	9,655.0	9,357.5	-297.5	-3.1%	9,509.5
Range	234.5	266.5	32.0	13.6%	755.5
ATR	303.7	310.8	7.1	2.3%	0.0
Volume	161,395	150,866	-10,529	-6.5%	675,844

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,175.2	10,032.8	9,504.1
R3	9,908.7	9,766.3	9,430.8
R2	9,642.2	9,642.2	9,406.4
R1	9,499.8	9,499.8	9,381.9	9,437.8
PP	9,375.7	9,375.7	9,375.7	9,344.6
S1	9,233.3	9,233.3	9,333.1	9,171.3
S2	9,109.2	9,109.2	9,308.6
S3	8,842.7	8,966.8	9,284.2
S4	8,576.2	8,700.3	9,210.9

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,961.5	11,491.0	9,925.0
R3	11,206.0	10,735.5	9,717.3
R2	10,450.5	10,450.5	9,648.0
R1	9,980.0	9,980.0	9,578.8	9,837.5
PP	9,695.0	9,695.0	9,695.0	9,623.8
S1	9,224.5	9,224.5	9,440.2	9,082.0
S2	8,939.5	8,939.5	9,371.0
S3	8,184.0	8,469.0	9,301.7
S4	7,428.5	7,713.5	9,094.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,165.5	9,251.5	914.0	9.8%	337.5	3.6%	12%	False	True	147,908
10	10,287.5	9,251.5	1,036.0	11.1%	315.7	3.4%	10%	False	True	139,630
20	10,886.0	9,251.5	1,634.5	17.5%	272.7	2.9%	6%	False	True	111,097
40	11,439.0	9,251.5	2,187.5	23.4%	251.6	2.7%	5%	False	True	63,449
60	11,439.0	9,251.5	2,187.5	23.4%	231.9	2.5%	5%	False	True	42,768
80	11,439.0	9,251.5	2,187.5	23.4%	219.9	2.3%	5%	False	True	32,258
100	11,439.0	9,251.5	2,187.5	23.4%	209.1	2.2%	5%	False	True	25,830
120	11,674.5	9,251.5	2,423.0	25.9%	202.7	2.2%	4%	False	True	21,530

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	74.4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,650.6
2.618	10,215.7
1.618	9,949.2
1.000	9,784.5
0.618	9,682.7
HIGH	9,518.0
0.618	9,416.2
0.500	9,384.8
0.382	9,353.3
LOW	9,251.5
0.618	9,086.8
1.000	8,985.0
1.618	8,820.3
2.618	8,553.8
4.250	8,118.9

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	9,384.8	9,542.8
PP	9,375.7	9,481.0
S1	9,366.6	9,419.3

Download as Excel Spreadsheet

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

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