DAX Index Future September 2014

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	9,600.0	9,660.5	60.5	0.6%	9,784.5
High	9,686.0	9,677.0	-9.0	-0.1%	9,784.5
Low	9,586.5	9,587.0	0.5	0.0%	9,617.0
Close	9,661.5	9,628.0	-33.5	-0.3%	9,649.5
Range	99.5	90.0	-9.5	-9.5%	167.5
ATR	130.5	127.6	-2.9	-2.2%	0.0
Volume	161,401	160,682	-719	-0.4%	514,203

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,900.7	9,854.3	9,677.5
R3	9,810.7	9,764.3	9,652.8
R2	9,720.7	9,720.7	9,644.5
R1	9,674.3	9,674.3	9,636.3	9,652.5
PP	9,630.7	9,630.7	9,630.7	9,619.8
S1	9,584.3	9,584.3	9,619.8	9,562.5
S2	9,540.7	9,540.7	9,611.5
S3	9,450.7	9,494.3	9,603.3
S4	9,360.7	9,404.3	9,578.5

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	9,747.0	9,586.5	160.5	1.7%	102.9	1.1%	26%	False	False	125,943
10	9,790.0	9,516.0	274.0	2.8%	115.2	1.2%	41%	False	False	122,116
20	9,790.0	9,245.5	544.5	5.7%	116.4	1.2%	70%	False	False	106,262
40	9,819.0	8,903.0	916.0	9.5%	135.8	1.4%	79%	False	False	110,559
60	10,044.0	8,903.0	1,141.0	11.9%	128.7	1.3%	64%	False	False	102,699
80	10,056.0	8,903.0	1,153.0	12.0%	114.9	1.2%	63%	False	False	82,492
100	10,056.0	8,903.0	1,153.0	12.0%	113.4	1.2%	63%	False	False	66,080
120	10,056.0	8,903.0	1,153.0	12.0%	115.8	1.2%	63%	False	False	55,104

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	22.9
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	10,059.5
2.618	9,912.6
1.618	9,822.6
1.000	9,767.0
0.618	9,732.6
HIGH	9,677.0
0.618	9,642.6
0.500	9,632.0
0.382	9,621.4
LOW	9,587.0
0.618	9,531.4
1.000	9,497.0
1.618	9,441.4
2.618	9,351.4
4.250	9,204.5

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	9,632.0	9,654.0
PP	9,630.7	9,645.3
S1	9,629.3	9,636.7

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

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