DAX Index Future December 2016

Trading Metrics calculated at close of trading on 29-Sep-2016

Day Change Summary
	Previous	Current
	28-Sep-2016	29-Sep-2016	Change	Change %	Previous Week
Open	10,367.0	10,529.0	162.0	1.6%	10,336.0
High	10,514.0	10,568.0	54.0	0.5%	10,698.0
Low	10,361.5	10,246.5	-115.0	-1.1%	10,314.0
Close	10,427.0	10,390.0	-37.0	-0.4%	10,618.0
Range	152.5	321.5	169.0	110.8%	384.0
ATR	163.3	174.6	11.3	6.9%	0.0
Volume	125,072	135,702	10,630	8.5%	478,415

Daily Pivots for day following 29-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,366.0	11,199.5	10,566.8
R3	11,044.5	10,878.0	10,478.4
R2	10,723.0	10,723.0	10,448.9
R1	10,556.5	10,556.5	10,419.5	10,479.0
PP	10,401.5	10,401.5	10,401.5	10,362.8
S1	10,235.0	10,235.0	10,360.5	10,157.5
S2	10,080.0	10,080.0	10,331.1
S3	9,758.5	9,913.5	10,301.6
S4	9,437.0	9,592.0	10,213.2

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,695.3	11,540.7	10,829.2
R3	11,311.3	11,156.7	10,723.6
R2	10,927.3	10,927.3	10,688.4
R1	10,772.7	10,772.7	10,653.2	10,850.0
PP	10,543.3	10,543.3	10,543.3	10,582.0
S1	10,388.7	10,388.7	10,582.8	10,466.0
S2	10,159.3	10,159.3	10,547.6
S3	9,775.3	10,004.7	10,512.4
S4	9,391.3	9,620.7	10,406.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,672.0	10,246.5	425.5	4.1%	191.1	1.8%	34%	False	True	115,635
10	10,698.0	10,236.0	462.0	4.4%	166.9	1.6%	33%	False	False	103,006
20	10,770.0	10,236.0	534.0	5.1%	164.4	1.6%	29%	False	False	69,961
40	10,783.5	10,171.5	612.0	5.9%	142.8	1.4%	36%	False	False	35,085
60	10,783.5	9,339.0	1,444.5	13.9%	137.4	1.3%	73%	False	False	23,429
80	10,783.5	9,164.5	1,619.0	15.6%	145.1	1.4%	76%	False	False	17,618
100	10,783.5	9,164.5	1,619.0	15.6%	134.8	1.3%	76%	False	False	14,096
120	10,783.5	9,164.5	1,619.0	15.6%	115.8	1.1%	76%	False	False	11,748

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.1
Widest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	11,934.4
2.618	11,409.7
1.618	11,088.2
1.000	10,889.5
0.618	10,766.7
HIGH	10,568.0
0.618	10,445.2
0.500	10,407.3
0.382	10,369.3
LOW	10,246.5
0.618	10,047.8
1.000	9,925.0
1.618	9,726.3
2.618	9,404.8
4.250	8,880.1

Fisher Pivots for day following 29-Sep-2016
Pivot	1 day	3 day
R1	10,407.3	10,407.3
PP	10,401.5	10,401.5
S1	10,395.8	10,395.8

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

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