DAX Index Future September 2014

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

Day Change Summary
	Previous	Current
	15-Jul-2014	16-Jul-2014	Change	Change %	Previous Week
Open	9,769.5	9,737.0	-32.5	-0.3%	10,014.0
High	9,793.0	9,877.0	84.0	0.9%	10,020.5
Low	9,690.0	9,735.0	45.0	0.5%	9,620.5
Close	9,746.0	9,859.0	113.0	1.2%	9,650.5
Range	103.0	142.0	39.0	37.9%	400.0
ATR	109.0	111.4	2.4	2.2%	0.0
Volume	88,453	123,687	35,234	39.8%	489,296

Daily Pivots for day following 16-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,249.7	10,196.3	9,937.1
R3	10,107.7	10,054.3	9,898.1
R2	9,965.7	9,965.7	9,885.0
R1	9,912.3	9,912.3	9,872.0	9,939.0
PP	9,823.7	9,823.7	9,823.7	9,837.0
S1	9,770.3	9,770.3	9,846.0	9,797.0
S2	9,681.7	9,681.7	9,833.0
S3	9,539.7	9,628.3	9,820.0
S4	9,397.7	9,486.3	9,780.9

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	9,877.0	9,620.5	256.5	2.6%	128.3	1.3%	93%	True	False	93,036
10	10,044.0	9,620.5	423.5	4.3%	120.1	1.2%	56%	False	False	91,504
20	10,056.0	9,620.5	435.5	4.4%	103.6	1.1%	55%	False	False	83,374
40	10,056.0	9,595.5	460.5	4.7%	90.0	0.9%	57%	False	False	47,282
60	10,056.0	9,395.0	661.0	6.7%	99.5	1.0%	70%	False	False	31,655
80	10,056.0	9,113.5	942.5	9.6%	106.1	1.1%	79%	False	False	23,797
100	10,056.0	8,953.5	1,102.5	11.2%	110.7	1.1%	82%	False	False	19,048
120	10,056.0	8,953.5	1,102.5	11.2%	112.4	1.1%	82%	False	False	15,879

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	14.4
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,480.5
2.618	10,248.8
1.618	10,106.8
1.000	10,019.0
0.618	9,964.8
HIGH	9,877.0
0.618	9,822.8
0.500	9,806.0
0.382	9,789.2
LOW	9,735.0
0.618	9,647.2
1.000	9,593.0
1.618	9,505.2
2.618	9,363.2
4.250	9,131.5

Fisher Pivots for day following 16-Jul-2014
Pivot	1 day	3 day
R1	9,841.3	9,833.8
PP	9,823.7	9,808.7
S1	9,806.0	9,783.5

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

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