DAX Index Future June 2016

Trading Metrics calculated at close of trading on 19-May-2016

Day Change Summary
	Previous	Current
	18-May-2016	19-May-2016	Change	Change %	Previous Week
Open	9,835.5	9,879.0	43.5	0.4%	9,960.0
High	9,960.0	9,907.0	-53.0	-0.5%	10,114.5
Low	9,791.0	9,766.0	-25.0	-0.3%	9,761.0
Close	9,942.5	9,794.5	-148.0	-1.5%	9,945.5
Range	169.0	141.0	-28.0	-16.6%	353.5
ATR	190.8	189.7	-1.0	-0.5%	0.0
Volume	103,653	87,895	-15,758	-15.2%	539,308

Daily Pivots for day following 19-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,245.5	10,161.0	9,872.1
R3	10,104.5	10,020.0	9,833.3
R2	9,963.5	9,963.5	9,820.4
R1	9,879.0	9,879.0	9,807.4	9,850.8
PP	9,822.5	9,822.5	9,822.5	9,808.4
S1	9,738.0	9,738.0	9,781.6	9,709.8
S2	9,681.5	9,681.5	9,768.7
S3	9,540.5	9,597.0	9,755.7
S4	9,399.5	9,456.0	9,717.0

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,000.8	10,826.7	10,139.9
R3	10,647.3	10,473.2	10,042.7
R2	10,293.8	10,293.8	10,010.3
R1	10,119.7	10,119.7	9,977.9	10,030.0
PP	9,940.3	9,940.3	9,940.3	9,895.5
S1	9,766.2	9,766.2	9,913.1	9,676.5
S2	9,586.8	9,586.8	9,880.7
S3	9,233.3	9,412.7	9,848.3
S4	8,879.8	9,059.2	9,751.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,087.5	9,761.0	326.5	3.3%	209.0	2.1%	10%	False	False	104,067
10	10,114.5	9,736.0	378.5	3.9%	182.2	1.9%	15%	False	False	105,377
20	10,522.0	9,736.0	786.0	8.0%	173.2	1.8%	7%	False	False	105,561
40	10,522.0	9,472.5	1,049.5	10.7%	175.7	1.8%	31%	False	False	103,854
60	10,522.0	9,158.5	1,363.5	13.9%	183.8	1.9%	47%	False	False	79,324
80	10,522.0	8,730.0	1,792.0	18.3%	194.5	2.0%	59%	False	False	59,712
100	10,920.5	8,730.0	2,190.5	22.4%	202.7	2.1%	49%	False	False	47,952
120	11,454.0	8,730.0	2,724.0	27.8%	201.1	2.1%	39%	False	False	40,016

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	57.9
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	10,506.3
2.618	10,276.1
1.618	10,135.1
1.000	10,048.0
0.618	9,994.1
HIGH	9,907.0
0.618	9,853.1
0.500	9,836.5
0.382	9,819.9
LOW	9,766.0
0.618	9,678.9
1.000	9,625.0
1.618	9,537.9
2.618	9,396.9
4.250	9,166.8

Fisher Pivots for day following 19-May-2016
Pivot	1 day	3 day
R1	9,836.5	9,922.8
PP	9,822.5	9,880.0
S1	9,808.5	9,837.3

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

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