DAX Index Future June 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	9,411.0	9,435.5	24.5	0.3%	9,091.0
High	9,509.5	9,490.5	-19.0	-0.2%	9,398.0
Low	9,378.5	9,415.5	37.0	0.4%	9,075.5
Close	9,459.0	9,471.0	12.0	0.1%	9,382.0
Range	131.0	75.0	-56.0	-42.7%	322.5
ATR	166.2	159.7	-6.5	-3.9%	0.0
Volume	104,238	99,539	-4,699	-4.5%	412,742

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,684.0	9,652.5	9,512.3
R3	9,609.0	9,577.5	9,491.6
R2	9,534.0	9,534.0	9,484.8
R1	9,502.5	9,502.5	9,477.9	9,518.3
PP	9,459.0	9,459.0	9,459.0	9,466.9
S1	9,427.5	9,427.5	9,464.1	9,443.3
S2	9,384.0	9,384.0	9,457.3
S3	9,309.0	9,352.5	9,450.4
S4	9,234.0	9,277.5	9,429.8

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,252.7	10,139.8	9,559.4
R3	9,930.2	9,817.3	9,470.7
R2	9,607.7	9,607.7	9,441.1
R1	9,494.8	9,494.8	9,411.6	9,551.3
PP	9,285.2	9,285.2	9,285.2	9,313.4
S1	9,172.3	9,172.3	9,352.4	9,228.8
S2	8,962.7	8,962.7	9,322.9
S3	8,640.2	8,849.8	9,293.3
S4	8,317.7	8,527.3	9,204.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,509.5	9,173.0	336.5	3.6%	129.7	1.4%	89%	False	False	102,936
10	9,509.5	8,934.5	575.0	6.1%	163.9	1.7%	93%	False	False	80,653
20	9,714.0	8,934.5	779.5	8.2%	153.3	1.6%	69%	False	False	42,160
40	9,755.5	8,934.5	821.0	8.7%	136.2	1.4%	65%	False	False	21,174
60	9,819.0	8,934.5	884.5	9.3%	132.9	1.4%	61%	False	False	14,164
80	9,819.0	8,934.5	884.5	9.3%	119.3	1.3%	61%	False	False	10,645
100	9,819.0	8,934.5	884.5	9.3%	105.9	1.1%	61%	False	False	8,531
120	9,819.0	8,521.5	1,297.5	13.7%	96.7	1.0%	73%	False	False	7,122

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	38.9
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	9,809.3
2.618	9,686.9
1.618	9,611.9
1.000	9,565.5
0.618	9,536.9
HIGH	9,490.5
0.618	9,461.9
0.500	9,453.0
0.382	9,444.2
LOW	9,415.5
0.618	9,369.2
1.000	9,340.5
1.618	9,294.2
2.618	9,219.2
4.250	9,096.8

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	9,465.0	9,431.8
PP	9,459.0	9,392.7
S1	9,453.0	9,353.5

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

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