DAX Index Future June 2016

Trading Metrics calculated at close of trading on 31-Mar-2016

Day Change Summary
	Previous	Current
	30-Mar-2016	31-Mar-2016	Change	Change %	Previous Week
Open	9,988.0	10,058.0	70.0	0.7%	9,952.0
High	10,139.0	10,070.5	-68.5	-0.7%	10,153.0
Low	9,964.0	9,963.0	-1.0	0.0%	9,791.0
Close	10,091.0	10,000.0	-91.0	-0.9%	9,905.5
Range	175.0	107.5	-67.5	-38.6%	362.0
ATR	215.5	209.2	-6.2	-2.9%	0.0
Volume	89,597	143,509	53,912	60.2%	306,783

Daily Pivots for day following 31-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,333.7	10,274.3	10,059.1
R3	10,226.2	10,166.8	10,029.6
R2	10,118.7	10,118.7	10,019.7
R1	10,059.3	10,059.3	10,009.9	10,035.3
PP	10,011.2	10,011.2	10,011.2	9,999.1
S1	9,951.8	9,951.8	9,990.1	9,927.8
S2	9,903.7	9,903.7	9,980.3
S3	9,796.2	9,844.3	9,970.4
S4	9,688.7	9,736.8	9,940.9

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,035.8	10,832.7	10,104.6
R3	10,673.8	10,470.7	10,005.1
R2	10,311.8	10,311.8	9,971.9
R1	10,108.7	10,108.7	9,938.7	10,029.3
PP	9,949.8	9,949.8	9,949.8	9,910.1
S1	9,746.7	9,746.7	9,872.3	9,667.3
S2	9,587.8	9,587.8	9,839.1
S3	9,225.8	9,384.7	9,806.0
S4	8,863.8	9,022.7	9,706.4

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	9,845.5	307.5	3.1%	146.1	1.5%	50%	False	False	82,281
10	10,153.0	9,784.0	369.0	3.7%	178.4	1.8%	59%	False	False	90,402
20	10,153.0	9,436.5	716.5	7.2%	185.6	1.9%	79%	False	False	55,515
40	10,153.0	8,730.0	1,423.0	14.2%	204.3	2.0%	89%	False	False	28,213
60	10,315.0	8,730.0	1,585.0	15.9%	219.7	2.2%	80%	False	False	19,108
80	11,226.5	8,730.0	2,496.5	25.0%	215.8	2.2%	51%	False	False	14,477
100	11,454.0	8,730.0	2,724.0	27.2%	194.8	1.9%	47%	False	False	11,592
120	11,454.0	8,730.0	2,724.0	27.2%	178.5	1.8%	47%	False	False	9,671

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	34.1
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	10,527.4
2.618	10,351.9
1.618	10,244.4
1.000	10,178.0
0.618	10,136.9
HIGH	10,070.5
0.618	10,029.4
0.500	10,016.8
0.382	10,004.1
LOW	9,963.0
0.618	9,896.6
1.000	9,855.5
1.618	9,789.1
2.618	9,681.6
4.250	9,506.1

Fisher Pivots for day following 31-Mar-2016
Pivot	1 day	3 day
R1	10,016.8	9,997.4
PP	10,011.2	9,994.8
S1	10,005.6	9,992.3

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

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