DAX Index Future December 2014

Trading Metrics calculated at close of trading on 02-Dec-2014

Day Change Summary
	Previous	Current
	01-Dec-2014	02-Dec-2014	Change	Change %	Previous Week
Open	9,927.0	9,983.0	56.0	0.6%	9,710.0
High	9,984.0	10,043.0	59.0	0.6%	10,000.0
Low	9,897.5	9,911.5	14.0	0.1%	9,706.5
Close	9,959.5	9,941.5	-18.0	-0.2%	9,974.5
Range	86.5	131.5	45.0	52.0%	293.5
ATR	152.7	151.2	-1.5	-1.0%	0.0
Volume	120,383	78,220	-42,163	-35.0%	371,823

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,359.8	10,282.2	10,013.8
R3	10,228.3	10,150.7	9,977.7
R2	10,096.8	10,096.8	9,965.6
R1	10,019.2	10,019.2	9,953.6	9,992.3
PP	9,965.3	9,965.3	9,965.3	9,951.9
S1	9,887.7	9,887.7	9,929.4	9,860.8
S2	9,833.8	9,833.8	9,917.4
S3	9,702.3	9,756.2	9,905.3
S4	9,570.8	9,624.7	9,869.2

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,774.2	10,667.8	10,135.9
R3	10,480.7	10,374.3	10,055.2
R2	10,187.2	10,187.2	10,028.3
R1	10,080.8	10,080.8	10,001.4	10,134.0
PP	9,893.7	9,893.7	9,893.7	9,920.3
S1	9,787.3	9,787.3	9,947.6	9,840.5
S2	9,600.2	9,600.2	9,920.7
S3	9,306.7	9,493.8	9,893.8
S4	9,013.2	9,200.3	9,813.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,043.0	9,785.0	258.0	2.6%	107.1	1.1%	61%	True	False	92,475
10	10,043.0	9,313.0	730.0	7.3%	127.0	1.3%	86%	True	False	105,088
20	10,043.0	9,125.0	918.0	9.2%	140.2	1.4%	89%	True	False	109,920
40	10,043.0	8,350.0	1,693.0	17.0%	174.3	1.8%	94%	True	False	133,225
60	10,043.0	8,350.0	1,693.0	17.0%	159.6	1.6%	94%	True	False	116,763
80	10,043.0	8,350.0	1,693.0	17.0%	151.0	1.5%	94%	True	False	88,001
100	10,043.0	8,350.0	1,693.0	17.0%	147.6	1.5%	94%	True	False	70,459
120	10,057.5	8,350.0	1,707.5	17.2%	137.5	1.4%	93%	False	False	58,748

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,601.9
2.618	10,387.3
1.618	10,255.8
1.000	10,174.5
0.618	10,124.3
HIGH	10,043.0
0.618	9,992.8
0.500	9,977.3
0.382	9,961.7
LOW	9,911.5
0.618	9,830.2
1.000	9,780.0
1.618	9,698.7
2.618	9,567.2
4.250	9,352.6

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	9,977.3	9,970.3
PP	9,965.3	9,960.7
S1	9,953.4	9,951.1

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

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