DAX Index Future September 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	9,462.0	9,587.0	125.0	1.3%	9,222.0
High	9,593.0	9,601.0	8.0	0.1%	9,415.5
Low	9,443.0	9,545.0	102.0	1.1%	9,191.5
Close	9,591.5	9,570.0	-21.5	-0.2%	9,347.5
Range	150.0	56.0	-94.0	-62.7%	224.0
ATR	151.4	144.5	-6.8	-4.5%	0.0
Volume	65,301	122,284	56,983	87.3%	411,614

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,740.0	9,711.0	9,600.8
R3	9,684.0	9,655.0	9,585.4
R2	9,628.0	9,628.0	9,580.3
R1	9,599.0	9,599.0	9,575.1	9,585.5
PP	9,572.0	9,572.0	9,572.0	9,565.3
S1	9,543.0	9,543.0	9,564.9	9,529.5
S2	9,516.0	9,516.0	9,559.7
S3	9,460.0	9,487.0	9,554.6
S4	9,404.0	9,431.0	9,539.2

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,990.2	9,892.8	9,470.7
R3	9,766.2	9,668.8	9,409.1
R2	9,542.2	9,542.2	9,388.6
R1	9,444.8	9,444.8	9,368.0	9,493.5
PP	9,318.2	9,318.2	9,318.2	9,342.5
S1	9,220.8	9,220.8	9,327.0	9,269.5
S2	9,094.2	9,094.2	9,306.4
S3	8,870.2	8,996.8	9,285.9
S4	8,646.2	8,772.8	9,224.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,601.0	9,276.5	324.5	3.4%	115.5	1.2%	90%	True	False	89,441
10	9,601.0	9,042.5	558.5	5.8%	124.6	1.3%	94%	True	False	90,089
20	9,607.5	8,903.0	704.5	7.4%	146.7	1.5%	95%	False	False	109,244
40	10,044.0	8,903.0	1,141.0	11.9%	136.7	1.4%	58%	False	False	102,898
60	10,056.0	8,903.0	1,153.0	12.0%	119.1	1.2%	58%	False	False	84,797
80	10,056.0	8,903.0	1,153.0	12.0%	111.9	1.2%	58%	False	False	63,732
100	10,056.0	8,903.0	1,153.0	12.0%	117.6	1.2%	58%	False	False	51,030
120	10,056.0	8,903.0	1,153.0	12.0%	119.0	1.2%	58%	False	False	42,545

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	31.0
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	9,839.0
2.618	9,747.6
1.618	9,691.6
1.000	9,657.0
0.618	9,635.6
HIGH	9,601.0
0.618	9,579.6
0.500	9,573.0
0.382	9,566.4
LOW	9,545.0
0.618	9,510.4
1.000	9,489.0
1.618	9,454.4
2.618	9,398.4
4.250	9,307.0

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	9,573.0	9,547.3
PP	9,572.0	9,524.5
S1	9,571.0	9,501.8

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

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