DAX Index Future June 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	10,016.0	9,999.0	-17.0	-0.2%	9,904.0
High	10,153.0	10,023.5	-129.5	-1.3%	10,109.0
Low	10,000.5	9,876.5	-124.0	-1.2%	9,784.0
Close	10,068.5	9,905.5	-163.0	-1.6%	9,992.5
Range	152.5	147.0	-5.5	-3.6%	325.0
ATR	223.0	220.8	-2.2	-1.0%	0.0
Volume	1,466	89,612	88,146	6,012.7%	426,386

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,376.2	10,287.8	9,986.4
R3	10,229.2	10,140.8	9,945.9
R2	10,082.2	10,082.2	9,932.5
R1	9,993.8	9,993.8	9,919.0	9,964.5
PP	9,935.2	9,935.2	9,935.2	9,920.5
S1	9,846.8	9,846.8	9,892.0	9,817.5
S2	9,788.2	9,788.2	9,878.6
S3	9,641.2	9,699.8	9,865.1
S4	9,494.2	9,552.8	9,824.7

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,936.8	10,789.7	10,171.3
R3	10,611.8	10,464.7	10,081.9
R2	10,286.8	10,286.8	10,052.1
R1	10,139.7	10,139.7	10,022.3	10,213.3
PP	9,961.8	9,961.8	9,961.8	9,998.6
S1	9,814.7	9,814.7	9,962.7	9,888.3
S2	9,636.8	9,636.8	9,932.9
S3	9,311.8	9,489.7	9,903.1
S4	8,986.8	9,164.7	9,813.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,153.0	9,791.0	362.0	3.7%	185.4	1.9%	32%	False	False	80,086
10	10,153.0	9,657.5	495.5	5.0%	187.3	1.9%	50%	False	False	76,585
20	10,153.0	9,362.0	791.0	8.0%	197.1	2.0%	69%	False	False	39,685
40	10,153.0	8,730.0	1,423.0	14.4%	207.6	2.1%	83%	False	False	20,266
60	10,915.5	8,730.0	2,185.5	22.1%	222.3	2.2%	54%	False	False	13,852
80	11,454.0	8,730.0	2,724.0	27.5%	216.1	2.2%	43%	False	False	10,476
100	11,454.0	8,730.0	2,724.0	27.5%	194.3	2.0%	43%	False	False	8,389
120	11,454.0	8,730.0	2,724.0	27.5%	179.0	1.8%	43%	False	False	7,003

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	29.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,648.3
2.618	10,408.3
1.618	10,261.3
1.000	10,170.5
0.618	10,114.3
HIGH	10,023.5
0.618	9,967.3
0.500	9,950.0
0.382	9,932.7
LOW	9,876.5
0.618	9,785.7
1.000	9,729.5
1.618	9,638.7
2.618	9,491.7
4.250	9,251.8

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	9,950.0	9,972.0
PP	9,935.2	9,949.8
S1	9,920.3	9,927.7

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

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