DAX Index Future September 2014

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	9,327.5	9,343.5	16.0	0.2%	9,102.0
High	9,342.0	9,407.5	65.5	0.7%	9,326.0
Low	9,245.5	9,276.5	31.0	0.3%	9,042.5
Close	9,314.5	9,394.0	79.5	0.9%	9,074.0
Range	96.5	131.0	34.5	35.8%	283.5
ATR	153.5	151.9	-1.6	-1.0%	0.0
Volume	85,534	102,184	16,650	19.5%	502,426

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,752.3	9,704.2	9,466.1
R3	9,621.3	9,573.2	9,430.0
R2	9,490.3	9,490.3	9,418.0
R1	9,442.2	9,442.2	9,406.0	9,466.3
PP	9,359.3	9,359.3	9,359.3	9,371.4
S1	9,311.2	9,311.2	9,382.0	9,335.3
S2	9,228.3	9,228.3	9,370.0
S3	9,097.3	9,180.2	9,358.0
S4	8,966.3	9,049.2	9,322.0

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	9,407.5	9,042.5	365.0	3.9%	134.9	1.4%	96%	True	False	84,335
10	9,407.5	8,903.0	504.5	5.4%	136.4	1.5%	97%	True	False	94,555
20	9,798.0	8,903.0	895.0	9.5%	153.4	1.6%	55%	False	False	115,096
40	10,044.0	8,903.0	1,141.0	12.1%	135.6	1.4%	43%	False	False	101,320
60	10,056.0	8,903.0	1,153.0	12.3%	115.6	1.2%	43%	False	False	79,081
80	10,056.0	8,903.0	1,153.0	12.3%	111.7	1.2%	43%	False	False	59,427
100	10,056.0	8,903.0	1,153.0	12.3%	115.7	1.2%	43%	False	False	47,583
120	10,056.0	8,903.0	1,153.0	12.3%	119.2	1.3%	43%	False	False	39,670

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	32.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,964.3
2.618	9,750.5
1.618	9,619.5
1.000	9,538.5
0.618	9,488.5
HIGH	9,407.5
0.618	9,357.5
0.500	9,342.0
0.382	9,326.5
LOW	9,276.5
0.618	9,195.5
1.000	9,145.5
1.618	9,064.5
2.618	8,933.5
4.250	8,719.8

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	9,376.7	9,371.5
PP	9,359.3	9,349.0
S1	9,342.0	9,326.5

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

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