DAX Index Future June 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	9,836.5	9,841.0	4.5	0.0%	9,475.0
High	9,852.0	9,846.0	-6.0	-0.1%	9,617.5
Low	9,724.5	9,738.0	13.5	0.1%	9,158.5
Close	9,805.5	9,765.0	-40.5	-0.4%	9,557.0
Range	127.5	108.0	-19.5	-15.3%	459.0
ATR	240.8	231.3	-9.5	-3.9%	0.0
Volume	1,350	1,654	304	22.5%	3,009

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,107.0	10,044.0	9,824.4
R3	9,999.0	9,936.0	9,794.7
R2	9,891.0	9,891.0	9,784.8
R1	9,828.0	9,828.0	9,774.9	9,805.5
PP	9,783.0	9,783.0	9,783.0	9,771.8
S1	9,720.0	9,720.0	9,755.1	9,697.5
S2	9,675.0	9,675.0	9,745.2
S3	9,567.0	9,612.0	9,735.3
S4	9,459.0	9,504.0	9,705.6

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,821.3	10,648.2	9,809.5
R3	10,362.3	10,189.2	9,683.2
R2	9,903.3	9,903.3	9,641.2
R1	9,730.2	9,730.2	9,599.1	9,816.8
PP	9,444.3	9,444.3	9,444.3	9,487.6
S1	9,271.2	9,271.2	9,514.9	9,357.8
S2	8,985.3	8,985.3	9,472.9
S3	8,526.3	8,812.2	9,430.8
S4	8,067.3	8,353.2	9,304.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,852.0	9,362.0	490.0	5.0%	179.1	1.8%	82%	False	False	1,348
10	9,852.0	9,158.5	693.5	7.1%	178.1	1.8%	87%	False	False	948
20	9,852.0	8,730.0	1,122.0	11.5%	206.8	2.1%	92%	False	False	900
40	10,201.5	8,730.0	1,471.5	15.1%	232.6	2.4%	70%	False	False	923
60	11,026.0	8,730.0	2,296.0	23.5%	218.7	2.2%	45%	False	False	844
80	11,454.0	8,730.0	2,724.0	27.9%	197.7	2.0%	38%	False	False	648
100	11,454.0	8,730.0	2,724.0	27.9%	178.5	1.8%	38%	False	False	533

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.0
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	10,305.0
2.618	10,128.7
1.618	10,020.7
1.000	9,954.0
0.618	9,912.7
HIGH	9,846.0
0.618	9,804.7
0.500	9,792.0
0.382	9,779.3
LOW	9,738.0
0.618	9,671.3
1.000	9,630.0
1.618	9,563.3
2.618	9,455.3
4.250	9,279.0

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	9,792.0	9,729.5
PP	9,783.0	9,694.0
S1	9,774.0	9,658.5

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

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