DAX Index Future September 2014

Trading Metrics calculated at close of trading on 20-Jun-2014

Day Change Summary
	Previous	Current
	19-Jun-2014	20-Jun-2014	Change	Change %	Previous Week
Open	10,013.0	10,006.5	-6.5	-0.1%	9,897.0
High	10,030.5	10,056.0	25.5	0.3%	10,056.0
Low	10,000.0	9,982.0	-18.0	-0.2%	9,868.5
Close	10,012.5	10,006.0	-6.5	-0.1%	10,006.0
Range	30.5	74.0	43.5	142.6%	187.5
ATR	89.8	88.7	-1.1	-1.3%	0.0
Volume	75,564	89,772	14,208	18.8%	365,729

Daily Pivots for day following 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,236.7	10,195.3	10,046.7
R3	10,162.7	10,121.3	10,026.4
R2	10,088.7	10,088.7	10,019.6
R1	10,047.3	10,047.3	10,012.8	10,031.0
PP	10,014.7	10,014.7	10,014.7	10,006.5
S1	9,973.3	9,973.3	9,999.2	9,957.0
S2	9,940.7	9,940.7	9,992.4
S3	9,866.7	9,899.3	9,985.7
S4	9,792.7	9,825.3	9,965.3

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,539.3	10,460.2	10,109.1
R3	10,351.8	10,272.7	10,057.6
R2	10,164.3	10,164.3	10,040.4
R1	10,085.2	10,085.2	10,023.2	10,124.8
PP	9,976.8	9,976.8	9,976.8	9,996.6
S1	9,897.7	9,897.7	9,988.8	9,937.3
S2	9,789.3	9,789.3	9,971.6
S3	9,601.8	9,710.2	9,954.4
S4	9,414.3	9,522.7	9,902.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,056.0	9,868.5	187.5	1.9%	73.5	0.7%	73%	True	False	73,145
10	10,056.0	9,837.0	219.0	2.2%	74.2	0.7%	77%	True	False	42,818
20	10,056.0	9,800.5	255.5	2.6%	73.7	0.7%	80%	True	False	21,870
40	10,056.0	9,395.0	661.0	6.6%	90.4	0.9%	92%	True	False	11,152
60	10,056.0	9,113.5	942.5	9.4%	103.0	1.0%	95%	True	False	7,508
80	10,056.0	8,953.5	1,102.5	11.0%	111.8	1.1%	95%	True	False	5,650
100	10,056.0	8,953.5	1,102.5	11.0%	111.7	1.1%	95%	True	False	4,527
120	10,056.0	8,953.5	1,102.5	11.0%	105.9	1.1%	95%	True	False	3,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,370.5
2.618	10,249.7
1.618	10,175.7
1.000	10,130.0
0.618	10,101.7
HIGH	10,056.0
0.618	10,027.7
0.500	10,019.0
0.382	10,010.3
LOW	9,982.0
0.618	9,936.3
1.000	9,908.0
1.618	9,862.3
2.618	9,788.3
4.250	9,667.5

Fisher Pivots for day following 20-Jun-2014
Pivot	1 day	3 day
R1	10,019.0	10,001.3
PP	10,014.7	9,996.7
S1	10,010.3	9,992.0

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

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