DAX Index Future December 2014

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	9,466.0	9,509.5	43.5	0.5%	9,173.0
High	9,490.5	9,737.5	247.0	2.6%	9,737.5
Low	9,377.5	9,507.0	129.5	1.4%	9,125.0
Close	9,486.5	9,732.0	245.5	2.6%	9,732.0
Range	113.0	230.5	117.5	104.0%	612.5
ATR	166.5	172.6	6.0	3.6%	0.0
Volume	162,340	105,993	-56,347	-34.7%	588,218

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,350.3	10,271.7	9,858.8
R3	10,119.8	10,041.2	9,795.4
R2	9,889.3	9,889.3	9,774.3
R1	9,810.7	9,810.7	9,753.1	9,850.0
PP	9,658.8	9,658.8	9,658.8	9,678.5
S1	9,580.2	9,580.2	9,710.9	9,619.5
S2	9,428.3	9,428.3	9,689.7
S3	9,197.8	9,349.7	9,668.6
S4	8,967.3	9,119.2	9,605.2

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	11,369.0	11,163.0	10,068.9
R3	10,756.5	10,550.5	9,900.4
R2	10,144.0	10,144.0	9,844.3
R1	9,938.0	9,938.0	9,788.1	10,041.0
PP	9,531.5	9,531.5	9,531.5	9,583.0
S1	9,325.5	9,325.5	9,675.9	9,428.5
S2	8,919.0	8,919.0	9,619.7
S3	8,306.5	8,713.0	9,563.6
S4	7,694.0	8,100.5	9,395.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,737.5	9,125.0	612.5	6.3%	163.1	1.7%	99%	True	False	117,643
10	9,737.5	9,125.0	612.5	6.3%	145.0	1.5%	99%	True	False	114,338
20	9,737.5	8,835.0	902.5	9.3%	160.1	1.6%	99%	True	False	119,097
40	9,737.5	8,350.0	1,387.5	14.3%	182.3	1.9%	100%	True	False	136,744
60	9,896.0	8,350.0	1,546.0	15.9%	162.6	1.7%	89%	False	False	107,662
80	9,896.0	8,350.0	1,546.0	15.9%	156.0	1.6%	89%	False	False	80,905
100	10,051.0	8,350.0	1,701.0	17.5%	148.1	1.5%	81%	False	False	64,772
120	10,057.5	8,350.0	1,707.5	17.5%	134.5	1.4%	81%	False	False	54,000

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.6
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	10,717.1
2.618	10,340.9
1.618	10,110.4
1.000	9,968.0
0.618	9,879.9
HIGH	9,737.5
0.618	9,649.4
0.500	9,622.3
0.382	9,595.1
LOW	9,507.0
0.618	9,364.6
1.000	9,276.5
1.618	9,134.1
2.618	8,903.6
4.250	8,527.4

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	9,695.4	9,673.8
PP	9,658.8	9,615.7
S1	9,622.3	9,557.5

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

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