DAX Index Future September 2014

Trading Metrics calculated at close of trading on 11-Jul-2014

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	9,825.5	9,690.0	-135.5	-1.4%	10,014.0
High	9,826.0	9,712.0	-114.0	-1.2%	10,020.5
Low	9,620.5	9,626.0	5.5	0.1%	9,620.5
Close	9,667.5	9,650.5	-17.0	-0.2%	9,650.5
Range	205.5	86.0	-119.5	-58.2%	400.0
ATR	108.1	106.5	-1.6	-1.5%	0.0
Volume	85,185	68,273	-16,912	-19.9%	489,296

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,920.8	9,871.7	9,697.8
R3	9,834.8	9,785.7	9,674.2
R2	9,748.8	9,748.8	9,666.3
R1	9,699.7	9,699.7	9,658.4	9,681.3
PP	9,662.8	9,662.8	9,662.8	9,653.6
S1	9,613.7	9,613.7	9,642.6	9,595.3
S2	9,576.8	9,576.8	9,634.7
S3	9,490.8	9,527.7	9,626.9
S4	9,404.8	9,441.7	9,603.2

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,963.8	10,707.2	9,870.5
R3	10,563.8	10,307.2	9,760.5
R2	10,163.8	10,163.8	9,723.8
R1	9,907.2	9,907.2	9,687.2	9,835.5
PP	9,763.8	9,763.8	9,763.8	9,728.0
S1	9,507.2	9,507.2	9,613.8	9,435.5
S2	9,363.8	9,363.8	9,577.2
S3	8,963.8	9,107.2	9,540.5
S4	8,563.8	8,707.2	9,430.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,020.5	9,620.5	400.0	4.1%	134.2	1.4%	8%	False	False	97,859
10	10,044.0	9,620.5	423.5	4.4%	109.6	1.1%	7%	False	False	82,288
20	10,056.0	9,620.5	435.5	4.5%	100.8	1.0%	7%	False	False	76,844
40	10,056.0	9,556.0	500.0	5.2%	89.7	0.9%	19%	False	False	39,559
60	10,056.0	9,113.5	942.5	9.8%	103.0	1.1%	57%	False	False	26,472
80	10,056.0	9,113.5	942.5	9.8%	107.3	1.1%	57%	False	False	19,903
100	10,056.0	8,953.5	1,102.5	11.4%	109.7	1.1%	63%	False	False	15,932
120	10,056.0	8,953.5	1,102.5	11.4%	111.5	1.2%	63%	False	False	13,282

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,077.5
2.618	9,937.1
1.618	9,851.1
1.000	9,798.0
0.618	9,765.1
HIGH	9,712.0
0.618	9,679.1
0.500	9,669.0
0.382	9,658.9
LOW	9,626.0
0.618	9,572.9
1.000	9,540.0
1.618	9,486.9
2.618	9,400.9
4.250	9,260.5

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	9,669.0	9,727.5
PP	9,662.8	9,701.8
S1	9,656.7	9,676.2

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

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