DAX Index Future September 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	9,613.5	9,702.5	89.0	0.9%	9,496.0
High	9,736.5	9,790.0	53.5	0.5%	9,790.0
Low	9,537.5	9,688.5	151.0	1.6%	9,467.0
Close	9,727.0	9,750.5	23.5	0.2%	9,750.5
Range	199.0	101.5	-97.5	-49.0%	323.0
ATR	151.4	147.8	-3.6	-2.4%	0.0
Volume	129,769	81,890	-47,879	-36.9%	530,502

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,047.5	10,000.5	9,806.3
R3	9,946.0	9,899.0	9,778.4
R2	9,844.5	9,844.5	9,769.1
R1	9,797.5	9,797.5	9,759.8	9,821.0
PP	9,743.0	9,743.0	9,743.0	9,754.8
S1	9,696.0	9,696.0	9,741.2	9,719.5
S2	9,641.5	9,641.5	9,731.9
S3	9,540.0	9,594.5	9,722.6
S4	9,438.5	9,493.0	9,694.7

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,638.2	10,517.3	9,928.2
R3	10,315.2	10,194.3	9,839.3
R2	9,992.2	9,992.2	9,809.7
R1	9,871.3	9,871.3	9,780.1	9,931.8
PP	9,669.2	9,669.2	9,669.2	9,699.4
S1	9,548.3	9,548.3	9,720.9	9,608.8
S2	9,346.2	9,346.2	9,691.3
S3	9,023.2	9,225.3	9,661.7
S4	8,700.2	8,902.3	9,572.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,790.0	9,368.0	422.0	4.3%	146.7	1.5%	91%	True	False	115,309
10	9,790.0	9,288.0	502.0	5.1%	133.4	1.4%	92%	True	False	101,711
20	9,790.0	8,903.0	887.0	9.1%	134.9	1.4%	96%	True	False	98,133
40	9,877.0	8,903.0	974.0	10.0%	139.8	1.4%	87%	False	False	106,324
60	10,056.0	8,903.0	1,153.0	11.8%	126.6	1.3%	74%	False	False	95,617
80	10,056.0	8,903.0	1,153.0	11.8%	115.9	1.2%	74%	False	False	72,105
100	10,056.0	8,903.0	1,153.0	11.8%	118.3	1.2%	74%	False	False	57,734
120	10,056.0	8,903.0	1,153.0	11.8%	118.5	1.2%	74%	False	False	48,142

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	21.2
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	10,221.4
2.618	10,055.7
1.618	9,954.2
1.000	9,891.5
0.618	9,852.7
HIGH	9,790.0
0.618	9,751.2
0.500	9,739.3
0.382	9,727.3
LOW	9,688.5
0.618	9,625.8
1.000	9,587.0
1.618	9,524.3
2.618	9,422.8
4.250	9,257.1

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	9,746.8	9,718.0
PP	9,743.0	9,685.5
S1	9,739.3	9,653.0

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

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