DAX Index Future September 2016

Trading Metrics calculated at close of trading on 18-Aug-2016

Day Change Summary
	Previous	Current
	17-Aug-2016	18-Aug-2016	Change	Change %	Previous Week
Open	10,660.0	10,614.0	-46.0	-0.4%	10,427.5
High	10,703.0	10,626.5	-76.5	-0.7%	10,744.0
Low	10,512.0	10,546.5	34.5	0.3%	10,396.5
Close	10,539.5	10,600.5	61.0	0.6%	10,717.0
Range	191.0	80.0	-111.0	-58.1%	347.5
ATR	152.5	147.8	-4.7	-3.1%	0.0
Volume	58,738	82,012	23,274	39.6%	366,562

Daily Pivots for day following 18-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,831.2	10,795.8	10,644.5
R3	10,751.2	10,715.8	10,622.5
R2	10,671.2	10,671.2	10,615.2
R1	10,635.8	10,635.8	10,607.8	10,613.5
PP	10,591.2	10,591.2	10,591.2	10,580.0
S1	10,555.8	10,555.8	10,593.2	10,533.5
S2	10,511.2	10,511.2	10,585.8
S3	10,431.2	10,475.8	10,578.5
S4	10,351.2	10,395.8	10,556.5

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	10,512.0	292.0	2.8%	105.4	1.0%	30%	False	False	72,805
10	10,804.0	10,209.0	595.0	5.6%	126.8	1.2%	66%	False	False	73,968
20	10,804.0	10,059.5	744.5	7.0%	129.6	1.2%	73%	False	False	76,557
40	10,804.0	9,152.5	1,651.5	15.6%	168.3	1.6%	88%	False	False	85,275
60	10,804.0	9,152.5	1,651.5	15.6%	158.9	1.5%	88%	False	False	69,452
80	10,804.0	9,152.5	1,651.5	15.6%	157.7	1.5%	88%	False	False	52,135
100	10,804.0	9,152.5	1,651.5	15.6%	156.2	1.5%	88%	False	False	41,741
120	10,804.0	9,152.5	1,651.5	15.6%	148.8	1.4%	88%	False	False	34,802

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	24.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,966.5
2.618	10,835.9
1.618	10,755.9
1.000	10,706.5
0.618	10,675.9
HIGH	10,626.5
0.618	10,595.9
0.500	10,586.5
0.382	10,577.1
LOW	10,546.5
0.618	10,497.1
1.000	10,466.5
1.618	10,417.1
2.618	10,337.1
4.250	10,206.5

Fisher Pivots for day following 18-Aug-2016
Pivot	1 day	3 day
R1	10,595.8	10,625.3
PP	10,591.2	10,617.0
S1	10,586.5	10,608.8

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

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