DAX Index Future September 2014

Trading Metrics calculated at close of trading on 23-Jun-2014

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	10,006.5	10,012.5	6.0	0.1%	9,897.0
High	10,056.0	10,020.5	-35.5	-0.4%	10,056.0
Low	9,982.0	9,881.0	-101.0	-1.0%	9,868.5
Close	10,006.0	9,932.5	-73.5	-0.7%	10,006.0
Range	74.0	139.5	65.5	88.5%	187.5
ATR	88.7	92.3	3.6	4.1%	0.0
Volume	89,772	68,776	-20,996	-23.4%	365,729

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,363.2	10,287.3	10,009.2
R3	10,223.7	10,147.8	9,970.9
R2	10,084.2	10,084.2	9,958.1
R1	10,008.3	10,008.3	9,945.3	9,976.5
PP	9,944.7	9,944.7	9,944.7	9,928.8
S1	9,868.8	9,868.8	9,919.7	9,837.0
S2	9,805.2	9,805.2	9,906.9
S3	9,665.7	9,729.3	9,894.1
S4	9,526.2	9,589.8	9,855.8

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%	90.6	0.9%	34%	False	False	72,650
10	10,056.0	9,837.0	219.0	2.2%	84.7	0.9%	44%	False	False	49,545
20	10,056.0	9,837.0	219.0	2.2%	75.4	0.8%	44%	False	False	25,295
40	10,056.0	9,397.5	658.5	6.6%	90.5	0.9%	81%	False	False	12,869
60	10,056.0	9,113.5	942.5	9.5%	103.2	1.0%	87%	False	False	8,652
80	10,056.0	8,953.5	1,102.5	11.1%	112.5	1.1%	89%	False	False	6,509
100	10,056.0	8,953.5	1,102.5	11.1%	110.5	1.1%	89%	False	False	5,215
120	10,056.0	8,953.5	1,102.5	11.1%	107.0	1.1%	89%	False	False	4,349

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.4
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	10,613.4
2.618	10,385.7
1.618	10,246.2
1.000	10,160.0
0.618	10,106.7
HIGH	10,020.5
0.618	9,967.2
0.500	9,950.8
0.382	9,934.3
LOW	9,881.0
0.618	9,794.8
1.000	9,741.5
1.618	9,655.3
2.618	9,515.8
4.250	9,288.1

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	9,950.8	9,968.5
PP	9,944.7	9,956.5
S1	9,938.6	9,944.5

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

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