DAX Index Future September 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	9,702.5	9,784.5	82.0	0.8%	9,496.0
High	9,790.0	9,784.5	-5.5	-0.1%	9,790.0
Low	9,688.5	9,713.5	25.0	0.3%	9,467.0
Close	9,750.5	9,752.0	1.5	0.0%	9,750.5
Range	101.5	71.0	-30.5	-30.0%	323.0
ATR	147.8	142.3	-5.5	-3.7%	0.0
Volume	81,890	101,679	19,789	24.2%	530,502

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,963.0	9,928.5	9,791.1
R3	9,892.0	9,857.5	9,771.5
R2	9,821.0	9,821.0	9,765.0
R1	9,786.5	9,786.5	9,758.5	9,768.3
PP	9,750.0	9,750.0	9,750.0	9,740.9
S1	9,715.5	9,715.5	9,745.5	9,697.3
S2	9,679.0	9,679.0	9,739.0
S3	9,608.0	9,644.5	9,732.5
S4	9,537.0	9,573.5	9,713.0

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	9,467.0	323.0	3.3%	130.9	1.3%	88%	False	False	126,436
10	9,790.0	9,368.0	422.0	4.3%	127.7	1.3%	91%	False	False	104,999
20	9,790.0	9,042.5	747.5	7.7%	128.5	1.3%	95%	False	False	98,201
40	9,877.0	8,903.0	974.0	10.0%	139.4	1.4%	87%	False	False	107,159
60	10,056.0	8,903.0	1,153.0	11.8%	126.5	1.3%	74%	False	False	97,054
80	10,056.0	8,903.0	1,153.0	11.8%	114.5	1.2%	74%	False	False	73,359
100	10,056.0	8,903.0	1,153.0	11.8%	117.6	1.2%	74%	False	False	58,747
120	10,056.0	8,903.0	1,153.0	11.8%	118.0	1.2%	74%	False	False	48,989

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.5
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	10,086.3
2.618	9,970.4
1.618	9,899.4
1.000	9,855.5
0.618	9,828.4
HIGH	9,784.5
0.618	9,757.4
0.500	9,749.0
0.382	9,740.6
LOW	9,713.5
0.618	9,669.6
1.000	9,642.5
1.618	9,598.6
2.618	9,527.6
4.250	9,411.8

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	9,751.0	9,722.6
PP	9,750.0	9,693.2
S1	9,749.0	9,663.8

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

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