DAX Index Future September 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	10,130.0	10,107.0	-23.0	-0.2%	10,085.0
High	10,189.0	10,174.0	-15.0	-0.1%	10,189.0
Low	10,078.5	10,059.5	-19.0	-0.2%	9,910.5
Close	10,163.5	10,136.5	-27.0	-0.3%	10,136.5
Range	110.5	114.5	4.0	3.6%	278.5
ATR	202.2	195.9	-6.3	-3.1%	0.0
Volume	71,486	75,143	3,657	5.1%	382,395

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,466.8	10,416.2	10,199.5
R3	10,352.3	10,301.7	10,168.0
R2	10,237.8	10,237.8	10,157.5
R1	10,187.2	10,187.2	10,147.0	10,212.5
PP	10,123.3	10,123.3	10,123.3	10,136.0
S1	10,072.7	10,072.7	10,126.0	10,098.0
S2	10,008.8	10,008.8	10,115.5
S3	9,894.3	9,958.2	10,105.0
S4	9,779.8	9,843.7	10,073.5

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,914.2	10,803.8	10,289.7
R3	10,635.7	10,525.3	10,213.1
R2	10,357.2	10,357.2	10,187.6
R1	10,246.8	10,246.8	10,162.0	10,302.0
PP	10,078.7	10,078.7	10,078.7	10,106.3
S1	9,968.3	9,968.3	10,111.0	10,023.5
S2	9,800.2	9,800.2	10,085.4
S3	9,521.7	9,689.8	10,059.9
S4	9,243.2	9,411.3	9,983.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,189.0	9,910.5	278.5	2.7%	134.5	1.3%	81%	False	False	76,479
10	10,189.0	9,675.5	513.5	5.1%	144.6	1.4%	90%	False	False	76,912
20	10,189.0	9,152.5	1,036.5	10.2%	200.2	2.0%	95%	False	False	87,695
40	10,357.0	9,152.5	1,204.5	11.9%	174.1	1.7%	82%	False	False	67,776
60	10,357.0	9,152.5	1,204.5	11.9%	167.2	1.6%	82%	False	False	45,237
80	10,508.0	9,152.5	1,355.5	13.4%	162.3	1.6%	73%	False	False	33,974
100	10,508.0	9,152.5	1,355.5	13.4%	152.5	1.5%	73%	False	False	27,202
120	10,508.0	8,732.0	1,776.0	17.5%	152.4	1.5%	79%	False	False	22,674

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	35.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,660.6
2.618	10,473.8
1.618	10,359.3
1.000	10,288.5
0.618	10,244.8
HIGH	10,174.0
0.618	10,130.3
0.500	10,116.8
0.382	10,103.2
LOW	10,059.5
0.618	9,988.7
1.000	9,945.0
1.618	9,874.2
2.618	9,759.7
4.250	9,572.9

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	10,129.9	10,118.9
PP	10,123.3	10,101.3
S1	10,116.8	10,083.8

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

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