DAX Index Future December 2015

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

Day Change Summary
	Previous	Current
	04-Nov-2015	05-Nov-2015	Change	Change %	Previous Week
Open	10,972.0	10,868.5	-103.5	-0.9%	10,810.0
High	11,009.0	10,966.0	-43.0	-0.4%	10,927.0
Low	10,812.0	10,781.5	-30.5	-0.3%	10,685.5
Close	10,840.0	10,893.0	53.0	0.5%	10,819.5
Range	197.0	184.5	-12.5	-6.3%	241.5
ATR	206.8	205.2	-1.6	-0.8%	0.0
Volume	92,811	97,924	5,113	5.5%	444,962

Daily Pivots for day following 05-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,433.7	11,347.8	10,994.5
R3	11,249.2	11,163.3	10,943.7
R2	11,064.7	11,064.7	10,926.8
R1	10,978.8	10,978.8	10,909.9	11,021.8
PP	10,880.2	10,880.2	10,880.2	10,901.6
S1	10,794.3	10,794.3	10,876.1	10,837.3
S2	10,695.7	10,695.7	10,859.2
S3	10,511.2	10,609.8	10,842.3
S4	10,326.7	10,425.3	10,791.5

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,535.2	11,418.8	10,952.3
R3	11,293.7	11,177.3	10,885.9
R2	11,052.2	11,052.2	10,863.8
R1	10,935.8	10,935.8	10,841.6	10,994.0
PP	10,810.7	10,810.7	10,810.7	10,839.8
S1	10,694.3	10,694.3	10,797.4	10,752.5
S2	10,569.2	10,569.2	10,775.2
S3	10,327.7	10,452.8	10,753.1
S4	10,086.2	10,211.3	10,686.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,009.0	10,727.5	281.5	2.6%	179.8	1.7%	59%	False	False	89,082
10	11,009.0	10,583.5	425.5	3.9%	179.8	1.7%	73%	False	False	89,738
20	11,009.0	9,885.5	1,123.5	10.3%	175.4	1.6%	90%	False	False	94,668
40	11,009.0	9,301.0	1,708.0	15.7%	208.1	1.9%	93%	False	False	104,460
60	11,160.0	9,301.0	1,859.0	17.1%	227.3	2.1%	86%	False	False	70,713
80	11,811.0	9,301.0	2,510.0	23.0%	213.4	2.0%	63%	False	False	53,132
100	11,811.0	9,301.0	2,510.0	23.0%	215.7	2.0%	63%	False	False	42,575
120	11,900.5	9,301.0	2,599.5	23.9%	208.7	1.9%	61%	False	False	35,508

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,750.1
2.618	11,449.0
1.618	11,264.5
1.000	11,150.5
0.618	11,080.0
HIGH	10,966.0
0.618	10,895.5
0.500	10,873.8
0.382	10,852.0
LOW	10,781.5
0.618	10,667.5
1.000	10,597.0
1.618	10,483.0
2.618	10,298.5
4.250	9,997.4

Fisher Pivots for day following 05-Nov-2015
Pivot	1 day	3 day
R1	10,886.6	10,895.3
PP	10,880.2	10,894.5
S1	10,873.8	10,893.8

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

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