DAX Index Future September 2016

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

Day Change Summary
	Previous	Current
	23-Jun-2016	24-Jun-2016	Change	Change %	Previous Week
Open	10,130.0	9,350.0	-780.0	-7.7%	9,865.0
High	10,340.0	9,708.5	-631.5	-6.1%	10,340.0
Low	10,090.0	9,152.5	-937.5	-9.3%	9,152.5
Close	10,236.5	9,558.0	-678.5	-6.6%	9,558.0
Range	250.0	556.0	306.0	122.4%	1,187.5
ATR	185.0	249.2	64.2	34.7%	0.0
Volume	201,088	150,644	-50,444	-25.1%	650,376

Daily Pivots for day following 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,141.0	10,905.5	9,863.8
R3	10,585.0	10,349.5	9,710.9
R2	10,029.0	10,029.0	9,659.9
R1	9,793.5	9,793.5	9,609.0	9,911.3
PP	9,473.0	9,473.0	9,473.0	9,531.9
S1	9,237.5	9,237.5	9,507.0	9,355.3
S2	8,917.0	8,917.0	9,456.1
S3	8,361.0	8,681.5	9,405.1
S4	7,805.0	8,125.5	9,252.2

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	13,246.0	12,589.5	10,211.1
R3	12,058.5	11,402.0	9,884.6
R2	10,871.0	10,871.0	9,775.7
R1	10,214.5	10,214.5	9,666.9	9,949.0
PP	9,683.5	9,683.5	9,683.5	9,550.8
S1	9,027.0	9,027.0	9,449.1	8,761.5
S2	8,496.0	8,496.0	9,340.3
S3	7,308.5	7,839.5	9,231.4
S4	6,121.0	6,652.0	8,904.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,340.0	9,152.5	1,187.5	12.4%	251.2	2.6%	34%	False	True	130,075
10	10,340.0	9,152.5	1,187.5	12.4%	203.6	2.1%	34%	False	True	106,410
20	10,357.0	9,152.5	1,204.5	12.6%	170.8	1.8%	34%	False	True	55,385
40	10,357.0	9,152.5	1,204.5	12.6%	159.7	1.7%	34%	False	True	27,768
60	10,508.0	9,152.5	1,355.5	14.2%	157.5	1.6%	30%	False	True	18,576
80	10,508.0	9,152.5	1,355.5	14.2%	145.5	1.5%	30%	False	True	13,962
100	10,508.0	8,732.0	1,776.0	18.6%	146.2	1.5%	47%	False	False	11,177
120	10,508.0	8,732.0	1,776.0	18.6%	147.9	1.5%	47%	False	False	9,319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	54.0
Widest range in 127 trading days

Fibonacci Retracements and Extensions
4.250	12,071.5
2.618	11,164.1
1.618	10,608.1
1.000	10,264.5
0.618	10,052.1
HIGH	9,708.5
0.618	9,496.1
0.500	9,430.5
0.382	9,364.9
LOW	9,152.5
0.618	8,808.9
1.000	8,596.5
1.618	8,252.9
2.618	7,696.9
4.250	6,789.5

Fisher Pivots for day following 24-Jun-2016
Pivot	1 day	3 day
R1	9,515.5	9,746.3
PP	9,473.0	9,683.5
S1	9,430.5	9,620.8

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

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