DAX Index Future September 2014

Trading Metrics calculated at close of trading on 01-Aug-2014

Day Change Summary
	Previous	Current
	31-Jul-2014	01-Aug-2014	Change	Change %	Previous Week
Open	9,599.0	9,396.0	-203.0	-2.1%	9,650.5
High	9,607.5	9,409.5	-198.0	-2.1%	9,710.0
Low	9,367.5	9,152.5	-215.0	-2.3%	9,152.5
Close	9,418.5	9,212.5	-206.0	-2.2%	9,212.5
Range	240.0	257.0	17.0	7.1%	557.5
ATR	132.9	142.4	9.5	7.2%	0.0
Volume	168,085	133,643	-34,442	-20.5%	664,325

Daily Pivots for day following 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,029.2	9,877.8	9,353.9
R3	9,772.2	9,620.8	9,283.2
R2	9,515.2	9,515.2	9,259.6
R1	9,363.8	9,363.8	9,236.1	9,311.0
PP	9,258.2	9,258.2	9,258.2	9,231.8
S1	9,106.8	9,106.8	9,188.9	9,054.0
S2	9,001.2	9,001.2	9,165.4
S3	8,744.2	8,849.8	9,141.8
S4	8,487.2	8,592.8	9,071.2

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	11,030.8	10,679.2	9,519.1
R3	10,473.3	10,121.7	9,365.8
R2	9,915.8	9,915.8	9,314.7
R1	9,564.2	9,564.2	9,263.6	9,461.3
PP	9,358.3	9,358.3	9,358.3	9,306.9
S1	9,006.7	9,006.7	9,161.4	8,903.8
S2	8,800.8	8,800.8	9,110.3
S3	8,243.3	8,449.2	9,059.2
S4	7,685.8	7,891.7	8,905.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,710.0	9,152.5	557.5	6.1%	180.5	2.0%	11%	False	True	132,865
10	9,819.0	9,152.5	666.5	7.2%	156.7	1.7%	9%	False	True	111,751
20	10,020.5	9,152.5	868.0	9.4%	142.7	1.5%	7%	False	True	105,937
40	10,056.0	9,152.5	903.5	9.8%	113.0	1.2%	7%	False	True	80,000
60	10,056.0	9,152.5	903.5	9.8%	104.1	1.1%	7%	False	True	53,572
80	10,056.0	9,113.5	942.5	10.2%	113.4	1.2%	11%	False	False	40,244
100	10,056.0	8,953.5	1,102.5	12.0%	115.1	1.2%	23%	False	False	32,220
120	10,056.0	8,953.5	1,102.5	12.0%	113.8	1.2%	23%	False	False	26,856

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	26.7
Widest range in 97 trading days

Fibonacci Retracements and Extensions
4.250	10,501.8
2.618	10,082.3
1.618	9,825.3
1.000	9,666.5
0.618	9,568.3
HIGH	9,409.5
0.618	9,311.3
0.500	9,281.0
0.382	9,250.7
LOW	9,152.5
0.618	8,993.7
1.000	8,895.5
1.618	8,736.7
2.618	8,479.7
4.250	8,060.3

Fisher Pivots for day following 01-Aug-2014
Pivot	1 day	3 day
R1	9,281.0	9,431.3
PP	9,258.2	9,358.3
S1	9,235.3	9,285.4

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

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