DAX Index Future September 2015

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	11,426.0	11,480.0	54.0	0.5%	11,315.0
High	11,480.5	11,659.0	178.5	1.6%	11,329.0
Low	11,381.5	11,476.5	95.0	0.8%	11,029.5
Close	11,460.5	11,650.0	189.5	1.7%	11,306.0
Range	99.0	182.5	83.5	84.3%	299.5
ATR	210.0	209.2	-0.8	-0.4%	0.0
Volume	91,350	72,564	-18,786	-20.6%	517,940

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,142.7	12,078.8	11,750.4
R3	11,960.2	11,896.3	11,700.2
R2	11,777.7	11,777.7	11,683.5
R1	11,713.8	11,713.8	11,666.7	11,745.8
PP	11,595.2	11,595.2	11,595.2	11,611.1
S1	11,531.3	11,531.3	11,633.3	11,563.3
S2	11,412.7	11,412.7	11,616.5
S3	11,230.2	11,348.8	11,599.8
S4	11,047.7	11,166.3	11,549.6

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,120.0	12,012.5	11,470.7
R3	11,820.5	11,713.0	11,388.4
R2	11,521.0	11,521.0	11,360.9
R1	11,413.5	11,413.5	11,333.5	11,317.5
PP	11,221.5	11,221.5	11,221.5	11,173.5
S1	11,114.0	11,114.0	11,278.5	11,018.0
S2	10,922.0	10,922.0	11,251.1
S3	10,622.5	10,814.5	11,223.6
S4	10,323.0	10,515.0	11,141.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,659.0	11,137.5	521.5	4.5%	167.1	1.4%	98%	True	False	86,165
10	11,659.0	11,029.5	629.5	5.4%	193.0	1.7%	99%	True	False	98,303
20	11,807.0	10,780.5	1,026.5	8.8%	182.7	1.6%	85%	False	False	89,213
40	11,807.0	10,650.0	1,157.0	9.9%	222.7	1.9%	86%	False	False	94,762
60	11,934.0	10,650.0	1,284.0	11.0%	219.2	1.9%	78%	False	False	63,574
80	12,428.5	10,650.0	1,778.5	15.3%	225.6	1.9%	56%	False	False	47,819
100	12,428.5	10,650.0	1,778.5	15.3%	216.6	1.9%	56%	False	False	38,318
120	12,428.5	10,650.0	1,778.5	15.3%	195.8	1.7%	56%	False	False	31,939

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	43.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,434.6
2.618	12,136.8
1.618	11,954.3
1.000	11,841.5
0.618	11,771.8
HIGH	11,659.0
0.618	11,589.3
0.500	11,567.8
0.382	11,546.2
LOW	11,476.5
0.618	11,363.7
1.000	11,294.0
1.618	11,181.2
2.618	10,998.7
4.250	10,700.9

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	11,622.6	11,584.3
PP	11,595.2	11,518.5
S1	11,567.8	11,452.8

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

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