DAX Index Future September 2014

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	9,724.0	9,711.5	-12.5	-0.1%	9,784.5
High	9,737.5	9,721.5	-16.0	-0.2%	9,784.5
Low	9,628.0	9,617.0	-11.0	-0.1%	9,617.0
Close	9,683.5	9,649.5	-34.0	-0.4%	9,649.5
Range	109.5	104.5	-5.0	-4.6%	167.5
ATR	135.1	132.9	-2.2	-1.6%	0.0
Volume	90,458	103,243	12,785	14.1%	514,203

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,976.2	9,917.3	9,707.0
R3	9,871.7	9,812.8	9,678.2
R2	9,767.2	9,767.2	9,668.7
R1	9,708.3	9,708.3	9,659.1	9,685.5
PP	9,662.7	9,662.7	9,662.7	9,651.3
S1	9,603.8	9,603.8	9,639.9	9,581.0
S2	9,558.2	9,558.2	9,630.3
S3	9,453.7	9,499.3	9,620.8
S4	9,349.2	9,394.8	9,592.0

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,186.2	10,085.3	9,741.6
R3	10,018.7	9,917.8	9,695.6
R2	9,851.2	9,851.2	9,680.2
R1	9,750.3	9,750.3	9,664.9	9,717.0
PP	9,683.7	9,683.7	9,683.7	9,667.0
S1	9,582.8	9,582.8	9,634.1	9,549.5
S2	9,516.2	9,516.2	9,618.8
S3	9,348.7	9,415.3	9,603.4
S4	9,181.2	9,247.8	9,557.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,784.5	9,617.0	167.5	1.7%	98.4	1.0%	19%	False	True	102,840
10	9,790.0	9,368.0	422.0	4.4%	122.6	1.3%	67%	False	False	109,075
20	9,790.0	9,042.5	747.5	7.7%	125.0	1.3%	81%	False	False	97,649
40	9,819.0	8,903.0	916.0	9.5%	137.0	1.4%	81%	False	False	107,162
60	10,056.0	8,903.0	1,153.0	11.9%	127.2	1.3%	65%	False	False	100,086
80	10,056.0	8,903.0	1,153.0	11.9%	114.0	1.2%	65%	False	False	78,470
100	10,056.0	8,903.0	1,153.0	11.9%	114.5	1.2%	65%	False	False	62,863
120	10,056.0	8,903.0	1,153.0	11.9%	117.1	1.2%	65%	False	False	52,423

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,165.6
2.618	9,995.1
1.618	9,890.6
1.000	9,826.0
0.618	9,786.1
HIGH	9,721.5
0.618	9,681.6
0.500	9,669.3
0.382	9,656.9
LOW	9,617.0
0.618	9,552.4
1.000	9,512.5
1.618	9,447.9
2.618	9,343.4
4.250	9,172.9

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	9,669.3	9,682.0
PP	9,662.7	9,671.2
S1	9,656.1	9,660.3

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

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