DAX Index Future March 2016

Trading Metrics calculated at close of trading on 25-Jan-2016

Day Change Summary
	Previous	Current
	22-Jan-2016	25-Jan-2016	Change	Change %	Previous Week
Open	9,720.0	9,840.0	120.0	1.2%	9,682.5
High	9,841.5	9,848.0	6.5	0.1%	9,841.5
Low	9,704.5	9,670.0	-34.5	-0.4%	9,251.5
Close	9,792.5	9,736.0	-56.5	-0.6%	9,792.5
Range	137.0	178.0	41.0	29.9%	590.0
ATR	309.6	300.2	-9.4	-3.0%	0.0
Volume	92,628	99,758	7,130	7.7%	521,624

Daily Pivots for day following 25-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,285.3	10,188.7	9,833.9
R3	10,107.3	10,010.7	9,785.0
R2	9,929.3	9,929.3	9,768.6
R1	9,832.7	9,832.7	9,752.3	9,792.0
PP	9,751.3	9,751.3	9,751.3	9,731.0
S1	9,654.7	9,654.7	9,719.7	9,614.0
S2	9,573.3	9,573.3	9,703.4
S3	9,395.3	9,476.7	9,687.1
S4	9,217.3	9,298.7	9,638.1

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,398.5	11,185.5	10,117.0
R3	10,808.5	10,595.5	9,954.8
R2	10,218.5	10,218.5	9,900.7
R1	10,005.5	10,005.5	9,846.6	10,112.0
PP	9,628.5	9,628.5	9,628.5	9,681.8
S1	9,415.5	9,415.5	9,738.4	9,522.0
S2	9,038.5	9,038.5	9,684.3
S3	8,448.5	8,825.5	9,630.3
S4	7,858.5	8,235.5	9,468.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,848.0	9,251.5	596.5	6.1%	230.1	2.4%	81%	True	False	124,276
10	10,165.5	9,251.5	914.0	9.4%	297.9	3.1%	53%	False	False	129,722
20	10,886.0	9,251.5	1,634.5	16.8%	262.1	2.7%	30%	False	False	112,593
40	11,439.0	9,251.5	2,187.5	22.5%	260.3	2.7%	22%	False	False	71,094
60	11,439.0	9,251.5	2,187.5	22.5%	230.2	2.4%	22%	False	False	47,840
80	11,439.0	9,251.5	2,187.5	22.5%	218.8	2.2%	22%	False	False	36,109
100	11,439.0	9,251.5	2,187.5	22.5%	212.8	2.2%	22%	False	False	28,921
120	11,674.5	9,251.5	2,423.0	24.9%	205.9	2.1%	20%	False	False	24,106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	58.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,604.5
2.618	10,314.0
1.618	10,136.0
1.000	10,026.0
0.618	9,958.0
HIGH	9,848.0
0.618	9,780.0
0.500	9,759.0
0.382	9,738.0
LOW	9,670.0
0.618	9,560.0
1.000	9,492.0
1.618	9,382.0
2.618	9,204.0
4.250	8,913.5

Fisher Pivots for day following 25-Jan-2016
Pivot	1 day	3 day
R1	9,759.0	9,687.5
PP	9,751.3	9,639.0
S1	9,743.7	9,590.5

Download as Excel Spreadsheet

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

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