DAX Index Future June 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	10,175.5	10,280.0	104.5	1.0%	9,929.0
High	10,287.5	10,307.5	20.0	0.2%	10,307.5
Low	10,173.0	10,241.5	68.5	0.7%	9,767.0
Close	10,277.0	10,272.0	-5.0	0.0%	10,272.0
Range	114.5	66.0	-48.5	-42.4%	540.5
ATR	188.1	179.4	-8.7	-4.6%	0.0
Volume	58,918	33,291	-25,627	-43.5%	384,310

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,471.7	10,437.8	10,308.3
R3	10,405.7	10,371.8	10,290.2
R2	10,339.7	10,339.7	10,284.1
R1	10,305.8	10,305.8	10,278.1	10,289.8
PP	10,273.7	10,273.7	10,273.7	10,265.6
S1	10,239.8	10,239.8	10,266.0	10,223.8
S2	10,207.7	10,207.7	10,259.9
S3	10,141.7	10,173.8	10,253.9
S4	10,075.7	10,107.8	10,235.7

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,737.0	11,545.0	10,569.3
R3	11,196.5	11,004.5	10,420.6
R2	10,656.0	10,656.0	10,371.1
R1	10,464.0	10,464.0	10,321.5	10,560.0
PP	10,115.5	10,115.5	10,115.5	10,163.5
S1	9,923.5	9,923.5	10,222.5	10,019.5
S2	9,575.0	9,575.0	10,172.9
S3	9,034.5	9,383.0	10,123.4
S4	8,494.0	8,842.5	9,974.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,307.5	9,767.0	540.5	5.3%	161.6	1.6%	93%	True	False	76,862
10	10,307.5	9,761.0	546.5	5.3%	168.0	1.6%	94%	True	False	89,738
20	10,307.5	9,736.0	571.5	5.6%	169.9	1.7%	94%	True	False	96,931
40	10,522.0	9,472.5	1,049.5	10.2%	173.4	1.7%	76%	False	False	103,235
60	10,522.0	9,436.5	1,085.5	10.6%	177.5	1.7%	77%	False	False	87,328
80	10,522.0	8,730.0	1,792.0	17.4%	188.9	1.8%	86%	False	False	65,724
100	10,522.0	8,730.0	1,792.0	17.4%	201.1	2.0%	86%	False	False	52,759
120	11,226.5	8,730.0	2,496.5	24.3%	201.7	2.0%	62%	False	False	44,063

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	False
Bear Hook	False
Bull Hook	False
Stretch	36.6
Narrowest range in 133 trading days

Fibonacci Retracements and Extensions
4.250	10,588.0
2.618	10,480.3
1.618	10,414.3
1.000	10,373.5
0.618	10,348.3
HIGH	10,307.5
0.618	10,282.3
0.500	10,274.5
0.382	10,266.7
LOW	10,241.5
0.618	10,200.7
1.000	10,175.5
1.618	10,134.7
2.618	10,068.7
4.250	9,961.0

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	10,274.5	10,254.0
PP	10,273.7	10,236.0
S1	10,272.8	10,218.0

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

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