DAX Index Future September 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	9,210.5	9,244.5	34.0	0.4%	9,102.0
High	9,266.0	9,326.0	60.0	0.6%	9,326.0
Low	9,141.0	9,042.5	-98.5	-1.1%	9,042.5
Close	9,228.5	9,074.0	-154.5	-1.7%	9,074.0
Range	125.0	283.5	158.5	126.8%	283.5
ATR	150.6	160.0	9.5	6.3%	0.0
Volume	134,195	78,855	-55,340	-41.2%	502,426

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,998.0	9,819.5	9,229.9
R3	9,714.5	9,536.0	9,152.0
R2	9,431.0	9,431.0	9,126.0
R1	9,252.5	9,252.5	9,100.0	9,200.0
PP	9,147.5	9,147.5	9,147.5	9,121.3
S1	8,969.0	8,969.0	9,048.0	8,916.5
S2	8,864.0	8,864.0	9,022.0
S3	8,580.5	8,685.5	8,996.0
S4	8,297.0	8,402.0	8,918.1

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,998.0	9,819.5	9,229.9
R3	9,714.5	9,536.0	9,152.0
R2	9,431.0	9,431.0	9,126.0
R1	9,252.5	9,252.5	9,100.0	9,200.0
PP	9,147.5	9,147.5	9,147.5	9,121.3
S1	8,969.0	8,969.0	9,048.0	8,916.5
S2	8,864.0	8,864.0	9,022.0
S3	8,580.5	8,685.5	8,996.0
S4	8,297.0	8,402.0	8,918.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,326.0	9,042.5	283.5	3.1%	154.8	1.7%	11%	True	True	100,485
10	9,326.0	8,903.0	423.0	4.7%	159.9	1.8%	40%	True	False	119,531
20	9,819.0	8,903.0	916.0	10.1%	158.3	1.7%	19%	False	False	115,641
40	10,056.0	8,903.0	1,153.0	12.7%	134.7	1.5%	15%	False	False	101,387
60	10,056.0	8,903.0	1,153.0	12.7%	114.3	1.3%	15%	False	False	73,388
80	10,056.0	8,903.0	1,153.0	12.7%	114.5	1.3%	15%	False	False	55,151
100	10,056.0	8,903.0	1,153.0	12.7%	116.5	1.3%	15%	False	False	44,164
120	10,056.0	8,903.0	1,153.0	12.7%	119.4	1.3%	15%	False	False	36,815

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40.0
Widest range in 160 trading days

Fibonacci Retracements and Extensions
4.250	10,530.9
2.618	10,068.2
1.618	9,784.7
1.000	9,609.5
0.618	9,501.2
HIGH	9,326.0
0.618	9,217.7
0.500	9,184.3
0.382	9,150.8
LOW	9,042.5
0.618	8,867.3
1.000	8,759.0
1.618	8,583.8
2.618	8,300.3
4.250	7,837.6

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	9,184.3	9,184.3
PP	9,147.5	9,147.5
S1	9,110.8	9,110.8

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

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