DAX Index Future June 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	9,981.0	9,984.5	3.5	0.0%	9,826.0
High	10,007.5	10,060.0	52.5	0.5%	10,026.0
Low	9,924.5	9,959.0	34.5	0.3%	9,436.5
Close	9,976.0	10,023.5	47.5	0.5%	9,865.5
Range	83.0	101.0	18.0	21.7%	589.5
ATR	235.0	225.5	-9.6	-4.1%	0.0
Volume	78,669	84,792	6,123	7.8%	52,978

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,317.2	10,271.3	10,079.1
R3	10,216.2	10,170.3	10,051.3
R2	10,115.2	10,115.2	10,042.0
R1	10,069.3	10,069.3	10,032.8	10,092.3
PP	10,014.2	10,014.2	10,014.2	10,025.6
S1	9,968.3	9,968.3	10,014.2	9,991.3
S2	9,913.2	9,913.2	10,005.0
S3	9,812.2	9,867.3	9,995.7
S4	9,711.2	9,766.3	9,968.0

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%	242.0	2.4%	92%	False	False	54,974
10	10,074.0	9,436.5	637.5	6.4%	190.2	1.9%	92%	False	False	28,972
20	10,074.0	9,158.5	915.5	9.1%	188.5	1.9%	94%	False	False	14,885
40	10,074.0	8,730.0	1,344.0	13.4%	209.8	2.1%	96%	False	False	7,901
60	10,920.5	8,730.0	2,190.5	21.9%	221.2	2.2%	59%	False	False	5,596
80	11,454.0	8,730.0	2,724.0	27.2%	209.0	2.1%	47%	False	False	4,242
100	11,454.0	8,730.0	2,724.0	27.2%	187.1	1.9%	47%	False	False	3,401
120	11,454.0	8,730.0	2,724.0	27.2%	173.2	1.7%	47%	False	False	2,852

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	48.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,489.3
2.618	10,324.4
1.618	10,223.4
1.000	10,161.0
0.618	10,122.4
HIGH	10,060.0
0.618	10,021.4
0.500	10,009.5
0.382	9,997.6
LOW	9,959.0
0.618	9,896.6
1.000	9,858.0
1.618	9,795.6
2.618	9,694.6
4.250	9,529.8

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	10,018.8	10,011.8
PP	10,014.2	10,000.0
S1	10,009.5	9,988.3

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

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