DAX Index Future September 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	10,171.0	10,276.0	105.0	1.0%	9,903.0
High	10,272.0	10,279.0	7.0	0.1%	10,279.0
Low	10,171.0	10,234.5	63.5	0.6%	9,767.0
Close	10,266.5	10,261.5	-5.0	0.0%	10,261.5
Range	101.0	44.5	-56.5	-55.9%	512.0
ATR	165.2	156.6	-8.6	-5.2%	0.0
Volume	74	92	18	24.3%	746

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,391.8	10,371.2	10,286.0
R3	10,347.3	10,326.7	10,273.7
R2	10,302.8	10,302.8	10,269.7
R1	10,282.2	10,282.2	10,265.6	10,270.3
PP	10,258.3	10,258.3	10,258.3	10,252.4
S1	10,237.7	10,237.7	10,257.4	10,225.8
S2	10,213.8	10,213.8	10,253.3
S3	10,169.3	10,193.2	10,249.3
S4	10,124.8	10,148.7	10,237.0

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,638.5	11,462.0	10,543.1
R3	11,126.5	10,950.0	10,402.3
R2	10,614.5	10,614.5	10,355.4
R1	10,438.0	10,438.0	10,308.4	10,526.3
PP	10,102.5	10,102.5	10,102.5	10,146.6
S1	9,926.0	9,926.0	10,214.6	10,014.3
S2	9,590.5	9,590.5	10,167.6
S3	9,078.5	9,414.0	10,120.7
S4	8,566.5	8,902.0	9,979.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,279.0	9,767.0	512.0	5.0%	145.2	1.4%	97%	True	False	149
10	10,279.0	9,765.0	514.0	5.0%	129.3	1.3%	97%	True	False	154
20	10,279.0	9,757.5	521.5	5.1%	139.8	1.4%	97%	True	False	150
40	10,508.0	9,485.5	1,022.5	10.0%	148.3	1.4%	76%	False	False	171
60	10,508.0	9,485.5	1,022.5	10.0%	137.7	1.3%	76%	False	False	155
80	10,508.0	8,732.0	1,776.0	17.3%	138.9	1.4%	86%	False	False	125
100	10,508.0	8,732.0	1,776.0	17.3%	142.3	1.4%	86%	False	False	107

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	True
Stretch	17.7
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	10,468.1
2.618	10,395.5
1.618	10,351.0
1.000	10,323.5
0.618	10,306.5
HIGH	10,279.0
0.618	10,262.0
0.500	10,256.8
0.382	10,251.5
LOW	10,234.5
0.618	10,207.0
1.000	10,190.0
1.618	10,162.5
2.618	10,118.0
4.250	10,045.4

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	10,259.9	10,240.8
PP	10,258.3	10,220.2
S1	10,256.8	10,199.5

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

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