DAX Index Future December 2013

Trading Metrics calculated at close of trading on 27-Sep-2013

Day Change Summary
	Previous	Current
	26-Sep-2013	27-Sep-2013	Change	Change %	Previous Week
Open	8,684.0	8,670.0	-14.0	-0.2%	8,683.0
High	8,696.0	8,688.0	-8.0	-0.1%	8,704.0
Low	8,630.0	8,615.5	-14.5	-0.2%	8,609.0
Close	8,660.5	8,664.0	3.5	0.0%	8,664.0
Range	66.0	72.5	6.5	9.8%	95.0
ATR	95.3	93.6	-1.6	-1.7%	0.0
Volume	84,926	102,915	17,989	21.2%	431,460

Daily Pivots for day following 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,873.3	8,841.2	8,703.9
R3	8,800.8	8,768.7	8,683.9
R2	8,728.3	8,728.3	8,677.3
R1	8,696.2	8,696.2	8,670.6	8,676.0
PP	8,655.8	8,655.8	8,655.8	8,645.8
S1	8,623.7	8,623.7	8,657.4	8,603.5
S2	8,583.3	8,583.3	8,650.7
S3	8,510.8	8,551.2	8,644.1
S4	8,438.3	8,478.7	8,624.1

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	8,944.0	8,899.0	8,716.3
R3	8,849.0	8,804.0	8,690.1
R2	8,754.0	8,754.0	8,681.4
R1	8,709.0	8,709.0	8,672.7	8,684.0
PP	8,659.0	8,659.0	8,659.0	8,646.5
S1	8,614.0	8,614.0	8,655.3	8,589.0
S2	8,564.0	8,564.0	8,646.6
S3	8,469.0	8,519.0	8,637.9
S4	8,374.0	8,424.0	8,611.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,704.0	8,609.0	95.0	1.1%	71.5	0.8%	58%	False	False	86,292
10	8,779.0	8,584.5	194.5	2.2%	77.4	0.9%	41%	False	False	81,344
20	8,779.0	8,103.5	675.5	7.8%	84.9	1.0%	83%	False	False	44,788
40	8,779.0	8,095.0	684.0	7.9%	90.1	1.0%	83%	False	False	22,499
60	8,779.0	7,858.0	921.0	10.6%	89.1	1.0%	88%	False	False	15,055
80	8,779.0	7,700.0	1,079.0	12.5%	99.6	1.1%	89%	False	False	11,318
100	8,779.0	7,700.0	1,079.0	12.5%	101.3	1.2%	89%	False	False	9,071
120	8,779.0	7,442.5	1,336.5	15.4%	101.3	1.2%	91%	False	False	7,580

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	19.2
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	8,996.1
2.618	8,877.8
1.618	8,805.3
1.000	8,760.5
0.618	8,732.8
HIGH	8,688.0
0.618	8,660.3
0.500	8,651.8
0.382	8,643.2
LOW	8,615.5
0.618	8,570.7
1.000	8,543.0
1.618	8,498.2
2.618	8,425.7
4.250	8,307.4

Fisher Pivots for day following 27-Sep-2013
Pivot	1 day	3 day
R1	8,659.9	8,661.3
PP	8,655.8	8,658.5
S1	8,651.8	8,655.8

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

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