DAX Index Future September 2016

Trading Metrics calculated at close of trading on 07-Jul-2016

Day Change Summary
	Previous	Current
	06-Jul-2016	07-Jul-2016	Change	Change %	Previous Week
Open	9,438.0	9,425.0	-13.0	-0.1%	9,402.5
High	9,522.0	9,497.0	-25.0	-0.3%	9,795.0
Low	9,290.0	9,351.5	61.5	0.7%	9,201.5
Close	9,358.5	9,413.0	54.5	0.6%	9,757.0
Range	232.0	145.5	-86.5	-37.3%	593.5
ATR	253.6	245.9	-7.7	-3.0%	0.0
Volume	84,793	87,985	3,192	3.8%	445,644

Daily Pivots for day following 07-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	9,857.0	9,780.5	9,493.0
R3	9,711.5	9,635.0	9,453.0
R2	9,566.0	9,566.0	9,439.7
R1	9,489.5	9,489.5	9,426.3	9,455.0
PP	9,420.5	9,420.5	9,420.5	9,403.3
S1	9,344.0	9,344.0	9,399.7	9,309.5
S2	9,275.0	9,275.0	9,386.3
S3	9,129.5	9,198.5	9,373.0
S4	8,984.0	9,053.0	9,333.0

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,365.0	11,154.5	10,083.4
R3	10,771.5	10,561.0	9,920.2
R2	10,178.0	10,178.0	9,865.8
R1	9,967.5	9,967.5	9,811.4	10,072.8
PP	9,584.5	9,584.5	9,584.5	9,637.1
S1	9,374.0	9,374.0	9,702.6	9,479.3
S2	8,991.0	8,991.0	9,648.2
S3	8,397.5	8,780.5	9,593.8
S4	7,804.0	8,187.0	9,430.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,795.0	9,290.0	505.0	5.4%	209.9	2.2%	24%	False	False	84,974
10	10,340.0	9,152.5	1,187.5	12.6%	252.1	2.7%	22%	False	False	109,214
20	10,340.0	9,152.5	1,187.5	12.6%	210.8	2.2%	22%	False	False	91,844
40	10,357.0	9,152.5	1,204.5	12.8%	173.9	1.8%	22%	False	False	46,256
60	10,508.0	9,152.5	1,355.5	14.4%	164.4	1.7%	19%	False	False	30,899
80	10,508.0	9,152.5	1,355.5	14.4%	159.8	1.7%	19%	False	False	23,209
100	10,508.0	9,128.5	1,379.5	14.7%	148.6	1.6%	21%	False	False	18,577
120	10,508.0	8,732.0	1,776.0	18.9%	148.6	1.6%	38%	False	False	15,488

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	82.7
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	10,115.4
2.618	9,877.9
1.618	9,732.4
1.000	9,642.5
0.618	9,586.9
HIGH	9,497.0
0.618	9,441.4
0.500	9,424.3
0.382	9,407.1
LOW	9,351.5
0.618	9,261.6
1.000	9,206.0
1.618	9,116.1
2.618	8,970.6
4.250	8,733.1

Fisher Pivots for day following 07-Jul-2016
Pivot	1 day	3 day
R1	9,424.3	9,491.3
PP	9,420.5	9,465.2
S1	9,416.8	9,439.1

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

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