DAX Index Future December 2016

Trading Metrics calculated at close of trading on 19-Sep-2016

Day Change Summary
	Previous	Current
	16-Sep-2016	19-Sep-2016	Change	Change %	Previous Week
Open	10,402.0	10,336.0	-66.0	-0.6%	10,375.5
High	10,419.0	10,377.0	-42.0	-0.4%	10,535.5
Low	10,236.0	10,314.0	78.0	0.8%	10,236.0
Close	10,258.0	10,363.5	105.5	1.0%	10,258.0
Range	183.0	63.0	-120.0	-65.6%	299.5
ATR	155.9	153.3	-2.6	-1.7%	0.0
Volume	73,201	82,540	9,339	12.8%	383,809

Daily Pivots for day following 19-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,540.5	10,515.0	10,398.2
R3	10,477.5	10,452.0	10,380.8
R2	10,414.5	10,414.5	10,375.1
R1	10,389.0	10,389.0	10,369.3	10,401.8
PP	10,351.5	10,351.5	10,351.5	10,357.9
S1	10,326.0	10,326.0	10,357.7	10,338.8
S2	10,288.5	10,288.5	10,352.0
S3	10,225.5	10,263.0	10,346.2
S4	10,162.5	10,200.0	10,328.9

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,241.7	11,049.3	10,422.7
R3	10,942.2	10,749.8	10,340.4
R2	10,642.7	10,642.7	10,312.9
R1	10,450.3	10,450.3	10,285.5	10,396.8
PP	10,343.2	10,343.2	10,343.2	10,316.4
S1	10,150.8	10,150.8	10,230.5	10,097.3
S2	10,043.7	10,043.7	10,203.1
S3	9,744.2	9,851.3	10,175.6
S4	9,444.7	9,551.8	10,093.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,511.5	10,236.0	275.5	2.7%	130.5	1.3%	46%	False	False	81,639
10	10,770.0	10,236.0	534.0	5.2%	147.8	1.4%	24%	False	False	52,387
20	10,770.0	10,236.0	534.0	5.2%	149.2	1.4%	24%	False	False	26,349
40	10,783.5	10,089.0	694.5	6.7%	130.0	1.3%	40%	False	False	13,262
60	10,783.5	9,190.0	1,593.5	15.4%	139.0	1.3%	74%	False	False	8,887
80	10,783.5	9,164.5	1,619.0	15.6%	135.3	1.3%	74%	False	False	6,690
100	10,783.5	9,164.5	1,619.0	15.6%	121.5	1.2%	74%	False	False	5,354
120	10,783.5	9,164.5	1,619.0	15.6%	105.8	1.0%	74%	False	False	4,475

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.8
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	10,644.8
2.618	10,541.9
1.618	10,478.9
1.000	10,440.0
0.618	10,415.9
HIGH	10,377.0
0.618	10,352.9
0.500	10,345.5
0.382	10,338.1
LOW	10,314.0
0.618	10,275.1
1.000	10,251.0
1.618	10,212.1
2.618	10,149.1
4.250	10,046.3

Fisher Pivots for day following 19-Sep-2016
Pivot	1 day	3 day
R1	10,357.5	10,359.2
PP	10,351.5	10,354.8
S1	10,345.5	10,350.5

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

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