DAX Index Future December 2014

Trading Metrics calculated at close of trading on 11-Dec-2014

Day Change Summary
	Previous	Current
	10-Dec-2014	11-Dec-2014	Change	Change %	Previous Week
Open	9,885.0	9,773.0	-112.0	-1.1%	9,927.0
High	9,914.0	9,911.0	-3.0	0.0%	10,127.0
Low	9,735.0	9,763.5	28.5	0.3%	9,836.5
Close	9,814.5	9,875.0	60.5	0.6%	10,092.0
Range	179.0	147.5	-31.5	-17.6%	290.5
ATR	167.1	165.7	-1.4	-0.8%	0.0
Volume	140,545	163,721	23,176	16.5%	551,299

Daily Pivots for day following 11-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,292.3	10,231.2	9,956.1
R3	10,144.8	10,083.7	9,915.6
R2	9,997.3	9,997.3	9,902.0
R1	9,936.2	9,936.2	9,888.5	9,966.8
PP	9,849.8	9,849.8	9,849.8	9,865.1
S1	9,788.7	9,788.7	9,861.5	9,819.3
S2	9,702.3	9,702.3	9,848.0
S3	9,554.8	9,641.2	9,834.4
S4	9,407.3	9,493.7	9,793.9

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,890.0	10,781.5	10,251.8
R3	10,599.5	10,491.0	10,171.9
R2	10,309.0	10,309.0	10,145.3
R1	10,200.5	10,200.5	10,118.6	10,254.8
PP	10,018.5	10,018.5	10,018.5	10,045.6
S1	9,910.0	9,910.0	10,065.4	9,964.3
S2	9,728.0	9,728.0	10,038.7
S3	9,437.5	9,619.5	10,012.1
S4	9,147.0	9,329.0	9,932.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,099.5	9,735.0	364.5	3.7%	166.3	1.7%	38%	False	False	134,247
10	10,127.0	9,735.0	392.0	4.0%	150.4	1.5%	36%	False	False	123,928
20	10,127.0	9,125.0	1,002.0	10.1%	146.0	1.5%	75%	False	False	115,526
40	10,127.0	8,350.0	1,777.0	18.0%	166.0	1.7%	86%	False	False	121,339
60	10,127.0	8,350.0	1,777.0	18.0%	168.6	1.7%	86%	False	False	129,188
80	10,127.0	8,350.0	1,777.0	18.0%	153.7	1.6%	86%	False	False	99,668
100	10,127.0	8,350.0	1,777.0	18.0%	151.8	1.5%	86%	False	False	79,808
120	10,127.0	8,350.0	1,777.0	18.0%	143.1	1.4%	86%	False	False	66,546

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,537.9
2.618	10,297.2
1.618	10,149.7
1.000	10,058.5
0.618	10,002.2
HIGH	9,911.0
0.618	9,854.7
0.500	9,837.3
0.382	9,819.8
LOW	9,763.5
0.618	9,672.3
1.000	9,616.0
1.618	9,524.8
2.618	9,377.3
4.250	9,136.6

Fisher Pivots for day following 11-Dec-2014
Pivot	1 day	3 day
R1	9,862.4	9,865.3
PP	9,849.8	9,855.7
S1	9,837.3	9,846.0

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

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