DAX Index Future September 2016

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

Day Change Summary
	Previous	Current
	24-Jun-2016	27-Jun-2016	Change	Change %	Previous Week
Open	9,350.0	9,402.5	52.5	0.6%	9,865.0
High	9,708.5	9,580.5	-128.0	-1.3%	10,340.0
Low	9,152.5	9,201.5	49.0	0.5%	9,152.5
Close	9,558.0	9,255.0	-303.0	-3.2%	9,558.0
Range	556.0	379.0	-177.0	-31.8%	1,187.5
ATR	249.2	258.5	9.3	3.7%	0.0
Volume	150,644	108,556	-42,088	-27.9%	650,376

Daily Pivots for day following 27-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,482.7	10,247.8	9,463.5
R3	10,103.7	9,868.8	9,359.2
R2	9,724.7	9,724.7	9,324.5
R1	9,489.8	9,489.8	9,289.7	9,417.8
PP	9,345.7	9,345.7	9,345.7	9,309.6
S1	9,110.8	9,110.8	9,220.3	9,038.8
S2	8,966.7	8,966.7	9,185.5
S3	8,587.7	8,731.8	9,150.8
S4	8,208.7	8,352.8	9,046.6

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	12.8%	297.6	3.2%	9%	False	False	132,323
10	10,340.0	9,152.5	1,187.5	12.8%	226.2	2.4%	9%	False	False	111,238
20	10,357.0	9,152.5	1,204.5	13.0%	187.5	2.0%	9%	False	False	60,808
40	10,357.0	9,152.5	1,204.5	13.0%	163.6	1.8%	9%	False	False	30,479
60	10,508.0	9,152.5	1,355.5	14.6%	161.4	1.7%	8%	False	False	20,384
80	10,508.0	9,152.5	1,355.5	14.6%	150.1	1.6%	8%	False	False	15,319
100	10,508.0	8,732.0	1,776.0	19.2%	148.7	1.6%	29%	False	False	12,262
120	10,508.0	8,732.0	1,776.0	19.2%	149.8	1.6%	29%	False	False	10,224

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	67.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,191.3
2.618	10,572.7
1.618	10,193.7
1.000	9,959.5
0.618	9,814.7
HIGH	9,580.5
0.618	9,435.7
0.500	9,391.0
0.382	9,346.3
LOW	9,201.5
0.618	8,967.3
1.000	8,822.5
1.618	8,588.3
2.618	8,209.3
4.250	7,590.8

Fisher Pivots for day following 27-Jun-2016
Pivot	1 day	3 day
R1	9,391.0	9,746.3
PP	9,345.7	9,582.5
S1	9,300.3	9,418.8

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

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