DAX Index Future June 2014

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	9,942.0	9,885.0	-57.0	-0.6%	10,008.0
High	9,947.5	9,927.5	-20.0	-0.2%	10,038.0
Low	9,828.0	9,872.5	44.5	0.5%	9,828.0
Close	9,921.0	9,901.0	-20.0	-0.2%	9,921.0
Range	119.5	55.0	-64.5	-54.0%	210.0
ATR	97.5	94.4	-3.0	-3.1%	0.0
Volume	98,696	160,588	61,892	62.7%	445,284

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,065.3	10,038.2	9,931.3
R3	10,010.3	9,983.2	9,916.1
R2	9,955.3	9,955.3	9,911.1
R1	9,928.2	9,928.2	9,906.0	9,941.8
PP	9,900.3	9,900.3	9,900.3	9,907.1
S1	9,873.2	9,873.2	9,896.0	9,886.8
S2	9,845.3	9,845.3	9,890.9
S3	9,790.3	9,818.2	9,885.9
S4	9,735.3	9,763.2	9,870.8

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,559.0	10,450.0	10,036.5
R3	10,349.0	10,240.0	9,978.8
R2	10,139.0	10,139.0	9,959.5
R1	10,030.0	10,030.0	9,940.3	9,979.5
PP	9,929.0	9,929.0	9,929.0	9,903.8
S1	9,820.0	9,820.0	9,901.8	9,769.5
S2	9,719.0	9,719.0	9,882.5
S3	9,509.0	9,610.0	9,863.3
S4	9,299.0	9,400.0	9,805.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,038.0	9,828.0	210.0	2.1%	81.5	0.8%	35%	False	False	108,242
10	10,038.0	9,828.0	210.0	2.1%	78.3	0.8%	35%	False	False	99,044
20	10,038.0	9,536.5	501.5	5.1%	80.5	0.8%	73%	False	False	82,460
40	10,038.0	9,236.5	801.5	8.1%	104.8	1.1%	83%	False	False	92,017
60	10,038.0	9,102.5	935.5	9.4%	115.3	1.2%	85%	False	False	96,511
80	10,038.0	8,934.5	1,103.5	11.1%	120.6	1.2%	88%	False	False	74,488
100	10,038.0	8,934.5	1,103.5	11.1%	124.9	1.3%	88%	False	False	59,622
120	10,038.0	8,934.5	1,103.5	11.1%	119.5	1.2%	88%	False	False	49,707

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	17.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,161.3
2.618	10,071.5
1.618	10,016.5
1.000	9,982.5
0.618	9,961.5
HIGH	9,927.5
0.618	9,906.5
0.500	9,900.0
0.382	9,893.5
LOW	9,872.5
0.618	9,838.5
1.000	9,817.5
1.618	9,783.5
2.618	9,728.5
4.250	9,638.8

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	9,900.7	9,900.8
PP	9,900.3	9,900.7
S1	9,900.0	9,900.5

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

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