DAX Index Future June 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	9,904.0	9,981.0	77.0	0.8%	9,826.0
High	10,074.0	10,007.5	-66.5	-0.7%	10,026.0
Low	9,902.5	9,924.5	22.0	0.2%	9,436.5
Close	10,024.0	9,976.0	-48.0	-0.5%	9,865.5
Range	171.5	83.0	-88.5	-51.6%	589.5
ATR	245.5	235.0	-10.4	-4.2%	0.0
Volume	70,804	78,669	7,865	11.1%	52,978

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,218.3	10,180.2	10,021.7
R3	10,135.3	10,097.2	9,998.8
R2	10,052.3	10,052.3	9,991.2
R1	10,014.2	10,014.2	9,983.6	9,991.8
PP	9,969.3	9,969.3	9,969.3	9,958.1
S1	9,931.2	9,931.2	9,968.4	9,908.8
S2	9,886.3	9,886.3	9,960.8
S3	9,803.3	9,848.2	9,953.2
S4	9,720.3	9,765.2	9,930.4

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%	251.4	2.5%	85%	False	False	39,565
10	10,074.0	9,436.5	637.5	6.4%	192.9	1.9%	85%	False	False	20,628
20	10,074.0	9,158.5	915.5	9.2%	197.3	2.0%	89%	False	False	10,711
40	10,074.0	8,730.0	1,344.0	13.5%	213.6	2.1%	93%	False	False	5,809
60	10,920.5	8,730.0	2,190.5	22.0%	223.1	2.2%	57%	False	False	4,189
80	11,454.0	8,730.0	2,724.0	27.3%	208.8	2.1%	46%	False	False	3,183
100	11,454.0	8,730.0	2,724.0	27.3%	189.3	1.9%	46%	False	False	2,553
120	11,454.0	8,730.0	2,724.0	27.3%	174.5	1.7%	46%	False	False	2,146

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	47.7
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	10,360.3
2.618	10,224.8
1.618	10,141.8
1.000	10,090.5
0.618	10,058.8
HIGH	10,007.5
0.618	9,975.8
0.500	9,966.0
0.382	9,956.2
LOW	9,924.5
0.618	9,873.2
1.000	9,841.5
1.618	9,790.2
2.618	9,707.2
4.250	9,571.8

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	9,972.7	9,939.3
PP	9,969.3	9,902.5
S1	9,966.0	9,865.8

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

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