DAX Index Future September 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	10,723.0	10,721.0	-2.0	0.0%	10,427.5
High	10,734.5	10,804.0	69.5	0.6%	10,744.0
Low	10,680.0	10,710.5	30.5	0.3%	10,396.5
Close	10,717.0	10,747.5	30.5	0.3%	10,717.0
Range	54.5	93.5	39.0	71.6%	347.5
ATR	156.6	152.1	-4.5	-2.9%	0.0
Volume	52,799	79,633	26,834	50.8%	366,562

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,034.5	10,984.5	10,798.9
R3	10,941.0	10,891.0	10,773.2
R2	10,847.5	10,847.5	10,764.6
R1	10,797.5	10,797.5	10,756.1	10,822.5
PP	10,754.0	10,754.0	10,754.0	10,766.5
S1	10,704.0	10,704.0	10,738.9	10,729.0
S2	10,660.5	10,660.5	10,730.4
S3	10,567.0	10,610.5	10,721.8
S4	10,473.5	10,517.0	10,696.1

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,661.7	11,536.8	10,908.1
R3	11,314.2	11,189.3	10,812.6
R2	10,966.7	10,966.7	10,780.7
R1	10,841.8	10,841.8	10,748.9	10,904.3
PP	10,619.2	10,619.2	10,619.2	10,650.4
S1	10,494.3	10,494.3	10,685.1	10,556.8
S2	10,271.7	10,271.7	10,653.3
S3	9,924.2	10,146.8	10,621.4
S4	9,576.7	9,799.3	10,525.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,804.0	10,406.0	398.0	3.7%	128.2	1.2%	86%	True	False	69,899
10	10,804.0	10,088.0	716.0	6.7%	134.7	1.3%	92%	True	False	74,664
20	10,804.0	9,910.5	893.5	8.3%	130.9	1.2%	94%	True	False	76,339
40	10,804.0	9,152.5	1,651.5	15.4%	170.1	1.6%	97%	True	False	86,951
60	10,804.0	9,152.5	1,651.5	15.4%	161.6	1.5%	97%	True	False	65,603
80	10,804.0	9,152.5	1,651.5	15.4%	158.3	1.5%	97%	True	False	49,243
100	10,804.0	9,152.5	1,651.5	15.4%	156.1	1.5%	97%	True	False	39,432
120	10,804.0	9,152.5	1,651.5	15.4%	150.2	1.4%	97%	True	False	32,872

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,201.4
2.618	11,048.8
1.618	10,955.3
1.000	10,897.5
0.618	10,861.8
HIGH	10,804.0
0.618	10,768.3
0.500	10,757.3
0.382	10,746.2
LOW	10,710.5
0.618	10,652.7
1.000	10,617.0
1.618	10,559.2
2.618	10,465.7
4.250	10,313.1

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	10,757.3	10,737.2
PP	10,754.0	10,726.8
S1	10,750.8	10,716.5

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

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