DAX Index Future September 2014

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	9,516.5	9,613.5	97.0	1.0%	9,403.0
High	9,685.5	9,736.5	51.0	0.5%	9,601.0
Low	9,516.0	9,537.5	21.5	0.2%	9,368.0
Close	9,618.0	9,727.0	109.0	1.1%	9,440.5
Range	169.5	199.0	29.5	17.4%	233.0
ATR	147.7	151.4	3.7	2.5%	0.0
Volume	173,224	129,769	-43,455	-25.1%	417,817

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,264.0	10,194.5	9,836.5
R3	10,065.0	9,995.5	9,781.7
R2	9,866.0	9,866.0	9,763.5
R1	9,796.5	9,796.5	9,745.2	9,831.3
PP	9,667.0	9,667.0	9,667.0	9,684.4
S1	9,597.5	9,597.5	9,708.8	9,632.3
S2	9,468.0	9,468.0	9,690.5
S3	9,269.0	9,398.5	9,672.3
S4	9,070.0	9,199.5	9,617.6

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,168.8	10,037.7	9,568.7
R3	9,935.8	9,804.7	9,504.6
R2	9,702.8	9,702.8	9,483.2
R1	9,571.7	9,571.7	9,461.9	9,637.3
PP	9,469.8	9,469.8	9,469.8	9,502.6
S1	9,338.7	9,338.7	9,419.1	9,404.3
S2	9,236.8	9,236.8	9,397.8
S3	9,003.8	9,105.7	9,376.4
S4	8,770.8	8,872.7	9,312.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,736.5	9,368.0	368.5	3.8%	157.1	1.6%	97%	True	False	118,040
10	9,736.5	9,276.5	460.0	4.7%	136.3	1.4%	98%	True	False	103,740
20	9,736.5	8,903.0	833.5	8.6%	139.7	1.4%	99%	True	False	101,803
40	9,877.0	8,903.0	974.0	10.0%	142.4	1.5%	85%	False	False	106,406
60	10,056.0	8,903.0	1,153.0	11.9%	126.7	1.3%	71%	False	False	94,433
80	10,056.0	8,903.0	1,153.0	11.9%	115.3	1.2%	71%	False	False	71,083
100	10,056.0	8,903.0	1,153.0	11.9%	118.6	1.2%	71%	False	False	56,918
120	10,056.0	8,903.0	1,153.0	11.9%	118.9	1.2%	71%	False	False	47,460

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	26.2
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	10,582.3
2.618	10,257.5
1.618	10,058.5
1.000	9,935.5
0.618	9,859.5
HIGH	9,736.5
0.618	9,660.5
0.500	9,637.0
0.382	9,613.5
LOW	9,537.5
0.618	9,414.5
1.000	9,338.5
1.618	9,215.5
2.618	9,016.5
4.250	8,691.8

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	9,697.0	9,685.3
PP	9,667.0	9,643.5
S1	9,637.0	9,601.8

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

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