DAX Index Future December 2014

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	9,972.0	9,927.0	-45.0	-0.5%	9,710.0
High	10,000.0	9,984.0	-16.0	-0.2%	10,000.0
Low	9,903.5	9,897.5	-6.0	-0.1%	9,706.5
Close	9,974.5	9,959.5	-15.0	-0.2%	9,974.5
Range	96.5	86.5	-10.0	-10.4%	293.5
ATR	157.8	152.7	-5.1	-3.2%	0.0
Volume	103,908	120,383	16,475	15.9%	371,823

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,206.5	10,169.5	10,007.1
R3	10,120.0	10,083.0	9,983.3
R2	10,033.5	10,033.5	9,975.4
R1	9,996.5	9,996.5	9,967.4	10,015.0
PP	9,947.0	9,947.0	9,947.0	9,956.3
S1	9,910.0	9,910.0	9,951.6	9,928.5
S2	9,860.5	9,860.5	9,943.6
S3	9,774.0	9,823.5	9,935.7
S4	9,687.5	9,737.0	9,911.9

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,774.2	10,667.8	10,135.9
R3	10,480.7	10,374.3	10,055.2
R2	10,187.2	10,187.2	10,028.3
R1	10,080.8	10,080.8	10,001.4	10,134.0
PP	9,893.7	9,893.7	9,893.7	9,920.3
S1	9,787.3	9,787.3	9,947.6	9,840.5
S2	9,600.2	9,600.2	9,920.7
S3	9,306.7	9,493.8	9,893.8
S4	9,013.2	9,200.3	9,813.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,000.0	9,706.5	293.5	2.9%	106.2	1.1%	86%	False	False	98,441
10	10,000.0	9,125.0	875.0	8.8%	134.7	1.4%	95%	False	False	108,042
20	10,000.0	9,125.0	875.0	8.8%	139.1	1.4%	95%	False	False	112,457
40	10,000.0	8,350.0	1,650.0	16.6%	176.1	1.8%	98%	False	False	135,012
60	10,000.0	8,350.0	1,650.0	16.6%	159.0	1.6%	98%	False	False	115,491
80	10,000.0	8,350.0	1,650.0	16.6%	151.7	1.5%	98%	False	False	87,029
100	10,000.0	8,350.0	1,650.0	16.6%	148.2	1.5%	98%	False	False	69,682
120	10,057.5	8,350.0	1,707.5	17.1%	136.7	1.4%	94%	False	False	58,097

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,351.6
2.618	10,210.5
1.618	10,124.0
1.000	10,070.5
0.618	10,037.5
HIGH	9,984.0
0.618	9,951.0
0.500	9,940.8
0.382	9,930.5
LOW	9,897.5
0.618	9,844.0
1.000	9,811.0
1.618	9,757.5
2.618	9,671.0
4.250	9,529.9

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	9,953.3	9,950.8
PP	9,947.0	9,942.0
S1	9,940.8	9,933.3

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

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