DAX Index Future March 2016

Trading Metrics calculated at close of trading on 24-Nov-2015

Day Change Summary
	Previous	Current
	23-Nov-2015	24-Nov-2015	Change	Change %	Previous Week
Open	11,131.0	11,084.0	-47.0	-0.4%	10,535.0
High	11,133.5	11,084.0	-49.5	-0.4%	11,170.0
Low	11,039.5	10,882.5	-157.0	-1.4%	10,491.0
Close	11,120.5	10,927.0	-193.5	-1.7%	11,134.0
Range	94.0	201.5	107.5	114.4%	679.0
ATR	185.8	189.6	3.7	2.0%	0.0
Volume	1,148	1,799	651	56.7%	6,690

Daily Pivots for day following 24-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,569.0	11,449.5	11,037.8
R3	11,367.5	11,248.0	10,982.4
R2	11,166.0	11,166.0	10,963.9
R1	11,046.5	11,046.5	10,945.5	11,005.5
PP	10,964.5	10,964.5	10,964.5	10,944.0
S1	10,845.0	10,845.0	10,908.5	10,804.0
S2	10,763.0	10,763.0	10,890.1
S3	10,561.5	10,643.5	10,871.6
S4	10,360.0	10,442.0	10,816.2

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,968.7	12,730.3	11,507.5
R3	12,289.7	12,051.3	11,320.7
R2	11,610.7	11,610.7	11,258.5
R1	11,372.3	11,372.3	11,196.2	11,491.5
PP	10,931.7	10,931.7	10,931.7	10,991.3
S1	10,693.3	10,693.3	11,071.8	10,812.5
S2	10,252.7	10,252.7	11,009.5
S3	9,573.7	10,014.3	10,947.3
S4	8,894.7	9,335.3	10,760.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,170.0	10,882.5	287.5	2.6%	131.8	1.2%	15%	False	True	1,352
10	11,170.0	10,491.0	679.0	6.2%	172.5	1.6%	64%	False	False	1,221
20	11,170.0	10,491.0	679.0	6.2%	174.1	1.6%	64%	False	False	1,313
40	11,170.0	9,401.5	1,768.5	16.2%	177.2	1.6%	86%	False	False	1,156
60	11,170.0	9,329.5	1,840.5	16.8%	182.0	1.7%	87%	False	False	835
80	11,674.5	9,329.5	2,345.0	21.5%	180.9	1.7%	68%	False	False	634
100	11,810.0	9,329.5	2,480.5	22.7%	154.6	1.4%	64%	False	False	508

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.9
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	11,940.4
2.618	11,611.5
1.618	11,410.0
1.000	11,285.5
0.618	11,208.5
HIGH	11,084.0
0.618	11,007.0
0.500	10,983.3
0.382	10,959.5
LOW	10,882.5
0.618	10,758.0
1.000	10,681.0
1.618	10,556.5
2.618	10,355.0
4.250	10,026.1

Fisher Pivots for day following 24-Nov-2015
Pivot	1 day	3 day
R1	10,983.3	11,026.3
PP	10,964.5	10,993.2
S1	10,945.8	10,960.1

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

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