DAX Index Future September 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	9,712.0	9,798.5	86.5	0.9%	9,692.5
High	9,834.0	10,005.0	171.0	1.7%	9,692.5
Low	9,675.5	9,786.0	110.5	1.1%	9,290.0
Close	9,822.5	9,964.5	142.0	1.4%	9,629.5
Range	158.5	219.0	60.5	38.2%	402.5
ATR	245.7	243.8	-1.9	-0.8%	0.0
Volume	86,699	66,431	-20,268	-23.4%	388,500

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,575.5	10,489.0	10,085.0
R3	10,356.5	10,270.0	10,024.7
R2	10,137.5	10,137.5	10,004.7
R1	10,051.0	10,051.0	9,984.6	10,094.3
PP	9,918.5	9,918.5	9,918.5	9,940.1
S1	9,832.0	9,832.0	9,944.4	9,875.3
S2	9,699.5	9,699.5	9,924.4
S3	9,480.5	9,613.0	9,904.3
S4	9,261.5	9,394.0	9,844.1

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,744.8	10,589.7	9,850.9
R3	10,342.3	10,187.2	9,740.2
R2	9,939.8	9,939.8	9,703.3
R1	9,784.7	9,784.7	9,666.4	9,661.0
PP	9,537.3	9,537.3	9,537.3	9,475.5
S1	9,382.2	9,382.2	9,592.6	9,258.5
S2	9,134.8	9,134.8	9,555.7
S3	8,732.3	8,979.7	9,518.8
S4	8,329.8	8,577.2	9,408.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,005.0	9,290.0	715.0	7.2%	208.6	2.1%	94%	True	False	83,928
10	10,005.0	9,290.0	715.0	7.2%	200.1	2.0%	94%	True	False	87,871
20	10,340.0	9,152.5	1,187.5	11.9%	213.1	2.1%	68%	False	False	99,555
40	10,357.0	9,152.5	1,204.5	12.1%	176.1	1.8%	67%	False	False	52,410
60	10,508.0	9,152.5	1,355.5	13.6%	170.4	1.7%	60%	False	False	34,997
80	10,508.0	9,152.5	1,355.5	13.6%	165.1	1.7%	60%	False	False	26,290
100	10,508.0	9,152.5	1,355.5	13.6%	151.6	1.5%	60%	False	False	21,045
120	10,508.0	8,732.0	1,776.0	17.8%	150.9	1.5%	69%	False	False	17,545

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	48.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,935.8
2.618	10,578.3
1.618	10,359.3
1.000	10,224.0
0.618	10,140.3
HIGH	10,005.0
0.618	9,921.3
0.500	9,895.5
0.382	9,869.7
LOW	9,786.0
0.618	9,650.7
1.000	9,567.0
1.618	9,431.7
2.618	9,212.7
4.250	8,855.3

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	9,941.5	9,869.9
PP	9,918.5	9,775.3
S1	9,895.5	9,680.8

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

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