DAX Index Future June 2016

Trading Metrics calculated at close of trading on 21-Apr-2016

Day Change Summary
	Previous	Current
	20-Apr-2016	21-Apr-2016	Change	Change %	Previous Week
Open	10,342.0	10,495.5	153.5	1.5%	9,649.5
High	10,495.0	10,522.0	27.0	0.3%	10,137.0
Low	10,313.5	10,371.0	57.5	0.6%	9,551.5
Close	10,473.5	10,485.0	11.5	0.1%	10,085.5
Range	181.5	151.0	-30.5	-16.8%	585.5
ATR	204.7	200.8	-3.8	-1.9%	0.0
Volume	108,190	91,755	-16,435	-15.2%	516,553

Daily Pivots for day following 21-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,912.3	10,849.7	10,568.1
R3	10,761.3	10,698.7	10,526.5
R2	10,610.3	10,610.3	10,512.7
R1	10,547.7	10,547.7	10,498.8	10,503.5
PP	10,459.3	10,459.3	10,459.3	10,437.3
S1	10,396.7	10,396.7	10,471.2	10,352.5
S2	10,308.3	10,308.3	10,457.3
S3	10,157.3	10,245.7	10,443.5
S4	10,006.3	10,094.7	10,402.0

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,681.2	11,468.8	10,407.5
R3	11,095.7	10,883.3	10,246.5
R2	10,510.2	10,510.2	10,192.8
R1	10,297.8	10,297.8	10,139.2	10,404.0
PP	9,924.7	9,924.7	9,924.7	9,977.8
S1	9,712.3	9,712.3	10,031.8	9,818.5
S2	9,339.2	9,339.2	9,978.2
S3	8,753.7	9,126.8	9,924.5
S4	8,168.2	8,541.3	9,763.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,522.0	9,938.0	584.0	5.6%	177.3	1.7%	94%	True	False	107,185
10	10,522.0	9,551.5	970.5	9.3%	172.3	1.6%	96%	True	False	106,378
20	10,522.0	9,472.5	1,049.5	10.0%	173.5	1.7%	96%	True	False	101,763
40	10,522.0	9,158.5	1,363.5	13.0%	189.8	1.8%	97%	True	False	68,462
60	10,522.0	8,730.0	1,792.0	17.1%	199.4	1.9%	98%	True	False	45,944
80	10,920.5	8,730.0	2,190.5	20.9%	209.6	2.0%	80%	False	False	34,696
100	11,454.0	8,730.0	2,724.0	26.0%	207.1	2.0%	64%	False	False	27,824
120	11,454.0	8,730.0	2,724.0	26.0%	189.7	1.8%	64%	False	False	23,193

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	False
Bear Hook	False
Bull Hook	False
Stretch	34.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,163.8
2.618	10,917.3
1.618	10,766.3
1.000	10,673.0
0.618	10,615.3
HIGH	10,522.0
0.618	10,464.3
0.500	10,446.5
0.382	10,428.7
LOW	10,371.0
0.618	10,277.7
1.000	10,220.0
1.618	10,126.7
2.618	9,975.7
4.250	9,729.3

Fisher Pivots for day following 21-Apr-2016
Pivot	1 day	3 day
R1	10,472.2	10,440.6
PP	10,459.3	10,396.2
S1	10,446.5	10,351.8

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

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