DAX Index Future June 2016

Trading Metrics calculated at close of trading on 01-Jun-2016

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	10,362.0	10,252.5	-109.5	-1.1%	9,929.0
High	10,374.5	10,288.0	-86.5	-0.8%	10,307.5
Low	10,229.0	10,160.5	-68.5	-0.7%	9,767.0
Close	10,263.5	10,195.0	-68.5	-0.7%	10,272.0
Range	145.5	127.5	-18.0	-12.4%	540.5
ATR	177.0	173.4	-3.5	-2.0%	0.0
Volume	95,406	79,388	-16,018	-16.8%	384,310

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,597.0	10,523.5	10,265.1
R3	10,469.5	10,396.0	10,230.1
R2	10,342.0	10,342.0	10,218.4
R1	10,268.5	10,268.5	10,206.7	10,241.5
PP	10,214.5	10,214.5	10,214.5	10,201.0
S1	10,141.0	10,141.0	10,183.3	10,114.0
S2	10,087.0	10,087.0	10,171.6
S3	9,959.5	10,013.5	10,159.9
S4	9,832.0	9,886.0	10,124.9

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	10,374.5	10,128.5	246.0	2.4%	111.8	1.1%	27%	False	False	68,861
10	10,374.5	9,766.0	608.5	6.0%	146.7	1.4%	71%	False	False	85,241
20	10,374.5	9,736.0	638.5	6.3%	167.5	1.6%	72%	False	False	95,267
40	10,522.0	9,472.5	1,049.5	10.3%	170.6	1.7%	69%	False	False	101,742
60	10,522.0	9,436.5	1,085.5	10.6%	178.1	1.7%	70%	False	False	90,191
80	10,522.0	8,730.0	1,792.0	17.6%	185.3	1.8%	82%	False	False	67,868
100	10,522.0	8,730.0	1,792.0	17.6%	199.9	2.0%	82%	False	False	54,484
120	11,026.0	8,730.0	2,296.0	22.5%	198.4	1.9%	64%	False	False	45,518

Crabel Price Patterns
NR	True
NR4	False
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	27.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,829.9
2.618	10,621.8
1.618	10,494.3
1.000	10,415.5
0.618	10,366.8
HIGH	10,288.0
0.618	10,239.3
0.500	10,224.3
0.382	10,209.2
LOW	10,160.5
0.618	10,081.7
1.000	10,033.0
1.618	9,954.2
2.618	9,826.7
4.250	9,618.6

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	10,224.3	10,267.5
PP	10,214.5	10,243.3
S1	10,204.8	10,219.2

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

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