DAX Index Future December 2016

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	10,500.0	10,590.0	90.0	0.9%	10,550.0
High	10,637.5	10,614.5	-23.0	-0.2%	10,570.0
Low	10,478.0	10,471.5	-6.5	-0.1%	10,173.5
Close	10,624.0	10,580.5	-43.5	-0.4%	10,512.5
Range	159.5	143.0	-16.5	-10.3%	396.5
ATR	186.5	184.1	-2.4	-1.3%	0.0
Volume	80,777	87,200	6,423	8.0%	602,226

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,984.5	10,925.5	10,659.2
R3	10,841.5	10,782.5	10,619.8
R2	10,698.5	10,698.5	10,606.7
R1	10,639.5	10,639.5	10,593.6	10,597.5
PP	10,555.5	10,555.5	10,555.5	10,534.5
S1	10,496.5	10,496.5	10,567.4	10,454.5
S2	10,412.5	10,412.5	10,554.3
S3	10,269.5	10,353.5	10,541.2
S4	10,126.5	10,210.5	10,501.9

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,608.2	11,456.8	10,730.6
R3	11,211.7	11,060.3	10,621.5
R2	10,815.2	10,815.2	10,585.2
R1	10,663.8	10,663.8	10,548.8	10,541.3
PP	10,418.7	10,418.7	10,418.7	10,357.4
S1	10,267.3	10,267.3	10,476.2	10,144.8
S2	10,022.2	10,022.2	10,439.8
S3	9,625.7	9,870.8	10,403.5
S4	9,229.2	9,474.3	10,294.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,637.5	10,173.5	464.0	4.4%	229.3	2.2%	88%	False	False	110,506
10	10,698.0	10,173.5	524.5	5.0%	197.8	1.9%	78%	False	False	106,287
20	10,770.0	10,173.5	596.5	5.6%	174.6	1.6%	68%	False	False	84,421
40	10,783.5	10,173.5	610.0	5.8%	152.0	1.4%	67%	False	False	42,364
60	10,783.5	9,777.5	1,006.0	9.5%	139.6	1.3%	80%	False	False	28,286
80	10,783.5	9,164.5	1,619.0	15.3%	150.6	1.4%	87%	False	False	21,259
100	10,783.5	9,164.5	1,619.0	15.3%	137.7	1.3%	87%	False	False	17,014
120	10,783.5	9,164.5	1,619.0	15.3%	120.6	1.1%	87%	False	False	14,179

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.5
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	11,222.3
2.618	10,988.9
1.618	10,845.9
1.000	10,757.5
0.618	10,702.9
HIGH	10,614.5
0.618	10,559.9
0.500	10,543.0
0.382	10,526.1
LOW	10,471.5
0.618	10,383.1
1.000	10,328.5
1.618	10,240.1
2.618	10,097.1
4.250	9,863.8

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	10,568.0	10,522.2
PP	10,555.5	10,463.8
S1	10,543.0	10,405.5

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

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