DAX Index Future June 2016

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

Day Change Summary
	Previous	Current
	23-May-2016	24-May-2016	Change	Change %	Previous Week
Open	9,929.0	9,811.0	-118.0	-1.2%	9,996.5
High	9,972.0	10,123.0	151.0	1.5%	10,079.5
Low	9,806.0	9,767.0	-39.0	-0.4%	9,766.0
Close	9,858.0	10,071.5	213.5	2.2%	9,909.5
Range	166.0	356.0	190.0	114.5%	313.5
ATR	183.9	196.2	12.3	6.7%	0.0
Volume	122,770	92,027	-30,743	-25.0%	396,966

Daily Pivots for day following 24-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,055.2	10,919.3	10,267.3
R3	10,699.2	10,563.3	10,169.4
R2	10,343.2	10,343.2	10,136.8
R1	10,207.3	10,207.3	10,104.1	10,275.3
PP	9,987.2	9,987.2	9,987.2	10,021.1
S1	9,851.3	9,851.3	10,038.9	9,919.3
S2	9,631.2	9,631.2	10,006.2
S3	9,275.2	9,495.3	9,973.6
S4	8,919.2	9,139.3	9,875.7

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	10,123.0	9,766.0	357.0	3.5%	181.5	1.8%	86%	True	False	101,622
10	10,123.0	9,761.0	362.0	3.6%	190.4	1.9%	86%	True	False	105,484
20	10,421.5	9,736.0	685.5	6.8%	181.4	1.8%	49%	False	False	105,875
40	10,522.0	9,472.5	1,049.5	10.4%	177.0	1.8%	57%	False	False	107,005
60	10,522.0	9,362.0	1,160.0	11.5%	183.7	1.8%	61%	False	False	84,565
80	10,522.0	8,730.0	1,792.0	17.8%	192.3	1.9%	75%	False	False	63,635
100	10,915.5	8,730.0	2,185.5	21.7%	204.2	2.0%	61%	False	False	51,113
120	11,454.0	8,730.0	2,724.0	27.0%	203.1	2.0%	49%	False	False	42,653

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	49.3
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	11,636.0
2.618	11,055.0
1.618	10,699.0
1.000	10,479.0
0.618	10,343.0
HIGH	10,123.0
0.618	9,987.0
0.500	9,945.0
0.382	9,903.0
LOW	9,767.0
0.618	9,547.0
1.000	9,411.0
1.618	9,191.0
2.618	8,835.0
4.250	8,254.0

Fisher Pivots for day following 24-May-2016
Pivot	1 day	3 day
R1	10,029.3	10,029.3
PP	9,987.2	9,987.2
S1	9,945.0	9,945.0

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

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