DAX Index Future September 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	9,798.5	9,929.5	131.0	1.3%	9,692.5
High	10,005.0	9,992.5	-12.5	-0.1%	9,692.5
Low	9,786.0	9,887.5	101.5	1.0%	9,290.0
Close	9,964.5	9,942.0	-22.5	-0.2%	9,629.5
Range	219.0	105.0	-114.0	-52.1%	402.5
ATR	243.8	233.9	-9.9	-4.1%	0.0
Volume	66,431	90,200	23,769	35.8%	388,500

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,255.7	10,203.8	9,999.8
R3	10,150.7	10,098.8	9,970.9
R2	10,045.7	10,045.7	9,961.3
R1	9,993.8	9,993.8	9,951.6	10,019.8
PP	9,940.7	9,940.7	9,940.7	9,953.6
S1	9,888.8	9,888.8	9,932.4	9,914.8
S2	9,835.7	9,835.7	9,922.8
S3	9,730.7	9,783.8	9,913.1
S4	9,625.7	9,678.8	9,884.3

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	9,351.5	653.5	6.6%	183.2	1.8%	90%	False	False	85,009
10	10,005.0	9,290.0	715.0	7.2%	195.9	2.0%	91%	False	False	87,198
20	10,340.0	9,152.5	1,187.5	11.9%	212.0	2.1%	66%	False	False	101,335
40	10,357.0	9,152.5	1,204.5	12.1%	178.7	1.8%	66%	False	False	54,665
60	10,508.0	9,152.5	1,355.5	13.6%	168.3	1.7%	58%	False	False	36,498
80	10,508.0	9,152.5	1,355.5	13.6%	163.0	1.6%	58%	False	False	27,416
100	10,508.0	9,152.5	1,355.5	13.6%	151.8	1.5%	58%	False	False	21,947
120	10,508.0	8,732.0	1,776.0	17.9%	149.7	1.5%	68%	False	False	18,296

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	50.7
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	10,438.8
2.618	10,267.4
1.618	10,162.4
1.000	10,097.5
0.618	10,057.4
HIGH	9,992.5
0.618	9,952.4
0.500	9,940.0
0.382	9,927.6
LOW	9,887.5
0.618	9,822.6
1.000	9,782.5
1.618	9,717.6
2.618	9,612.6
4.250	9,441.3

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	9,941.3	9,908.1
PP	9,940.7	9,874.2
S1	9,940.0	9,840.3

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

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