DAX Index Future September 2014

Trading Metrics calculated at close of trading on 15-Sep-2014

Day Change Summary
	Previous	Current
	12-Sep-2014	15-Sep-2014	Change	Change %	Previous Week
Open	9,711.5	9,600.0	-111.5	-1.1%	9,784.5
High	9,721.5	9,686.0	-35.5	-0.4%	9,784.5
Low	9,617.0	9,586.5	-30.5	-0.3%	9,617.0
Close	9,649.5	9,661.5	12.0	0.1%	9,649.5
Range	104.5	99.5	-5.0	-4.8%	167.5
ATR	132.9	130.5	-2.4	-1.8%	0.0
Volume	103,243	161,401	58,158	56.3%	514,203

Daily Pivots for day following 15-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,943.2	9,901.8	9,716.2
R3	9,843.7	9,802.3	9,688.9
R2	9,744.2	9,744.2	9,679.7
R1	9,702.8	9,702.8	9,670.6	9,723.5
PP	9,644.7	9,644.7	9,644.7	9,655.0
S1	9,603.3	9,603.3	9,652.4	9,624.0
S2	9,545.2	9,545.2	9,643.3
S3	9,445.7	9,503.8	9,634.1
S4	9,346.2	9,404.3	9,606.8

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	9,771.0	9,586.5	184.5	1.9%	104.1	1.1%	41%	False	True	114,785
10	9,790.0	9,467.0	323.0	3.3%	117.5	1.2%	60%	False	False	120,610
20	9,790.0	9,191.5	598.5	6.2%	115.8	1.2%	79%	False	False	101,776
40	9,819.0	8,903.0	916.0	9.5%	137.0	1.4%	83%	False	False	108,709
60	10,056.0	8,903.0	1,153.0	11.9%	128.4	1.3%	66%	False	False	101,517
80	10,056.0	8,903.0	1,153.0	11.9%	114.7	1.2%	66%	False	False	80,485
100	10,056.0	8,903.0	1,153.0	11.9%	114.7	1.2%	66%	False	False	64,476
120	10,056.0	8,903.0	1,153.0	11.9%	116.4	1.2%	66%	False	False	53,766

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	True
Bull Hook	False
Stretch	24.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,108.9
2.618	9,946.5
1.618	9,847.0
1.000	9,785.5
0.618	9,747.5
HIGH	9,686.0
0.618	9,648.0
0.500	9,636.3
0.382	9,624.5
LOW	9,586.5
0.618	9,525.0
1.000	9,487.0
1.618	9,425.5
2.618	9,326.0
4.250	9,163.6

Fisher Pivots for day following 15-Sep-2014
Pivot	1 day	3 day
R1	9,653.1	9,662.0
PP	9,644.7	9,661.8
S1	9,636.3	9,661.7

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

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