DAX Index Future September 2014

Trading Metrics calculated at close of trading on 02-Jul-2014

Day Change Summary
	Previous	Current
	01-Jul-2014	02-Jul-2014	Change	Change %	Previous Week
Open	9,860.0	9,908.5	48.5	0.5%	10,012.5
High	9,935.0	9,944.0	9.0	0.1%	10,020.5
Low	9,840.5	9,896.0	55.5	0.6%	9,756.5
Close	9,901.0	9,922.0	21.0	0.2%	9,825.0
Range	94.5	48.0	-46.5	-49.2%	264.0
ATR	93.5	90.2	-3.2	-3.5%	0.0
Volume	63,011	87,909	24,898	39.5%	403,354

Daily Pivots for day following 02-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,064.7	10,041.3	9,948.4
R3	10,016.7	9,993.3	9,935.2
R2	9,968.7	9,968.7	9,930.8
R1	9,945.3	9,945.3	9,926.4	9,957.0
PP	9,920.7	9,920.7	9,920.7	9,926.5
S1	9,897.3	9,897.3	9,917.6	9,909.0
S2	9,872.7	9,872.7	9,913.2
S3	9,824.7	9,849.3	9,908.8
S4	9,776.7	9,801.3	9,895.6

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,659.3	10,506.2	9,970.2
R3	10,395.3	10,242.2	9,897.6
R2	10,131.3	10,131.3	9,873.4
R1	9,978.2	9,978.2	9,849.2	9,922.8
PP	9,867.3	9,867.3	9,867.3	9,839.6
S1	9,714.2	9,714.2	9,800.8	9,658.8
S2	9,603.3	9,603.3	9,776.6
S3	9,339.3	9,450.2	9,752.4
S4	9,075.3	9,186.2	9,679.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,944.0	9,756.5	187.5	1.9%	90.2	0.9%	88%	True	False	73,963
10	10,056.0	9,756.5	299.5	3.0%	83.4	0.8%	55%	False	False	79,089
20	10,056.0	9,756.5	299.5	3.0%	82.7	0.8%	55%	False	False	52,874
40	10,056.0	9,507.5	548.5	5.5%	84.8	0.9%	76%	False	False	26,745
60	10,056.0	9,113.5	942.5	9.5%	104.2	1.1%	86%	False	False	17,915
80	10,056.0	8,953.5	1,102.5	11.1%	108.4	1.1%	88%	False	False	13,465
100	10,056.0	8,953.5	1,102.5	11.1%	107.3	1.1%	88%	False	False	10,779
120	10,056.0	8,953.5	1,102.5	11.1%	108.6	1.1%	88%	False	False	8,988

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.3
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	10,148.0
2.618	10,069.7
1.618	10,021.7
1.000	9,992.0
0.618	9,973.7
HIGH	9,944.0
0.618	9,925.7
0.500	9,920.0
0.382	9,914.3
LOW	9,896.0
0.618	9,866.3
1.000	9,848.0
1.618	9,818.3
2.618	9,770.3
4.250	9,692.0

Fisher Pivots for day following 02-Jul-2014
Pivot	1 day	3 day
R1	9,921.3	9,906.3
PP	9,920.7	9,890.5
S1	9,920.0	9,874.8

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

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