DAX Index Future June 2016

Trading Metrics calculated at close of trading on 14-Mar-2016

Day Change Summary
	Previous	Current
	11-Mar-2016	14-Mar-2016	Change	Change %	Previous Week
Open	9,666.0	9,904.0	238.0	2.5%	9,826.0
High	9,922.5	10,074.0	151.5	1.5%	10,026.0
Low	9,657.5	9,902.5	245.0	2.5%	9,436.5
Close	9,865.5	10,024.0	158.5	1.6%	9,865.5
Range	265.0	171.5	-93.5	-35.3%	589.5
ATR	248.3	245.5	-2.8	-1.1%	0.0
Volume	32,689	70,804	38,115	116.6%	52,978

Daily Pivots for day following 14-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,514.7	10,440.8	10,118.3
R3	10,343.2	10,269.3	10,071.2
R2	10,171.7	10,171.7	10,055.4
R1	10,097.8	10,097.8	10,039.7	10,134.8
PP	10,000.2	10,000.2	10,000.2	10,018.6
S1	9,926.3	9,926.3	10,008.3	9,963.3
S2	9,828.7	9,828.7	9,992.6
S3	9,657.2	9,754.8	9,976.8
S4	9,485.7	9,583.3	9,929.7

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,544.5	11,294.5	10,189.7
R3	10,955.0	10,705.0	10,027.6
R2	10,365.5	10,365.5	9,973.6
R1	10,115.5	10,115.5	9,919.5	10,240.5
PP	9,776.0	9,776.0	9,776.0	9,838.5
S1	9,526.0	9,526.0	9,811.5	9,651.0
S2	9,186.5	9,186.5	9,757.4
S3	8,597.0	8,936.5	9,703.4
S4	8,007.5	8,347.0	9,541.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,074.0	9,436.5	637.5	6.4%	269.4	2.7%	92%	True	False	24,298
10	10,074.0	9,436.5	637.5	6.4%	218.1	2.2%	92%	True	False	12,981
20	10,074.0	9,123.0	951.0	9.5%	201.7	2.0%	95%	True	False	6,868
40	10,074.0	8,730.0	1,344.0	13.4%	217.1	2.2%	96%	True	False	3,878
60	10,920.5	8,730.0	2,190.5	21.9%	224.9	2.2%	59%	False	False	2,888
80	11,454.0	8,730.0	2,724.0	27.2%	209.4	2.1%	48%	False	False	2,200
100	11,454.0	8,730.0	2,724.0	27.2%	189.2	1.9%	48%	False	False	1,769

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	45.5
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,802.9
2.618	10,523.0
1.618	10,351.5
1.000	10,245.5
0.618	10,180.0
HIGH	10,074.0
0.618	10,008.5
0.500	9,988.3
0.382	9,968.0
LOW	9,902.5
0.618	9,796.5
1.000	9,731.0
1.618	9,625.0
2.618	9,453.5
4.250	9,173.6

Fisher Pivots for day following 14-Mar-2016
Pivot	1 day	3 day
R1	10,012.1	9,934.4
PP	10,000.2	9,844.8
S1	9,988.3	9,755.3

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

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