DAX Index Future June 2016

Trading Metrics calculated at close of trading on 20-May-2016

Day Change Summary
	Previous	Current
	19-May-2016	20-May-2016	Change	Change %	Previous Week
Open	9,879.0	9,896.5	17.5	0.2%	9,996.5
High	9,907.0	9,921.5	14.5	0.1%	10,079.5
Low	9,766.0	9,846.0	80.0	0.8%	9,766.0
Close	9,794.5	9,909.5	115.0	1.2%	9,909.5
Range	141.0	75.5	-65.5	-46.5%	313.5
ATR	189.7	185.3	-4.5	-2.4%	0.0
Volume	87,895	101,765	13,870	15.8%	396,966

Daily Pivots for day following 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,118.8	10,089.7	9,951.0
R3	10,043.3	10,014.2	9,930.3
R2	9,967.8	9,967.8	9,923.3
R1	9,938.7	9,938.7	9,916.4	9,953.3
PP	9,892.3	9,892.3	9,892.3	9,899.6
S1	9,863.2	9,863.2	9,902.6	9,877.8
S2	9,816.8	9,816.8	9,895.7
S3	9,741.3	9,787.7	9,888.7
S4	9,665.8	9,712.2	9,868.0

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,858.8	10,697.7	10,081.9
R3	10,545.3	10,384.2	9,995.7
R2	10,231.8	10,231.8	9,967.0
R1	10,070.7	10,070.7	9,938.2	9,994.5
PP	9,918.3	9,918.3	9,918.3	9,880.3
S1	9,757.2	9,757.2	9,880.8	9,681.0
S2	9,604.8	9,604.8	9,852.0
S3	9,291.3	9,443.7	9,823.3
S4	8,977.8	9,130.2	9,737.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,079.5	9,761.0	318.5	3.2%	174.3	1.8%	47%	False	False	102,615
10	10,114.5	9,736.0	378.5	3.8%	177.4	1.8%	46%	False	False	104,806
20	10,462.0	9,736.0	726.0	7.3%	169.4	1.7%	24%	False	False	106,062
40	10,522.0	9,472.5	1,049.5	10.6%	171.4	1.7%	42%	False	False	103,912
60	10,522.0	9,158.5	1,363.5	13.8%	183.0	1.8%	55%	False	False	80,995
80	10,522.0	8,730.0	1,792.0	18.1%	191.9	1.9%	66%	False	False	60,973
100	10,920.5	8,730.0	2,190.5	22.1%	201.6	2.0%	54%	False	False	48,970
120	11,454.0	8,730.0	2,724.0	27.5%	200.8	2.0%	43%	False	False	40,863

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	56.5
Narrowest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	10,242.4
2.618	10,119.2
1.618	10,043.7
1.000	9,997.0
0.618	9,968.2
HIGH	9,921.5
0.618	9,892.7
0.500	9,883.8
0.382	9,874.8
LOW	9,846.0
0.618	9,799.3
1.000	9,770.5
1.618	9,723.8
2.618	9,648.3
4.250	9,525.1

Fisher Pivots for day following 20-May-2016
Pivot	1 day	3 day
R1	9,900.9	9,894.0
PP	9,892.3	9,878.5
S1	9,883.8	9,863.0

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

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