DAX Index Future December 2014

Trading Metrics calculated at close of trading on 17-Dec-2014

Day Change Summary
	Previous	Current
	16-Dec-2014	17-Dec-2014	Change	Change %	Previous Week
Open	9,363.5	9,441.0	77.5	0.8%	10,089.5
High	9,577.5	9,673.0	95.5	1.0%	10,093.0
Low	9,216.5	9,428.0	211.5	2.3%	9,544.5
Close	9,564.5	9,573.5	9.0	0.1%	9,589.5
Range	361.0	245.0	-116.0	-32.1%	548.5
ATR	204.2	207.2	2.9	1.4%	0.0
Volume	195,946	158,318	-37,628	-19.2%	791,962

Daily Pivots for day following 17-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,293.2	10,178.3	9,708.3
R3	10,048.2	9,933.3	9,640.9
R2	9,803.2	9,803.2	9,618.4
R1	9,688.3	9,688.3	9,596.0	9,745.8
PP	9,558.2	9,558.2	9,558.2	9,586.9
S1	9,443.3	9,443.3	9,551.0	9,500.8
S2	9,313.2	9,313.2	9,528.6
S3	9,068.2	9,198.3	9,506.1
S4	8,823.2	8,953.3	9,438.8

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	11,387.8	11,037.2	9,891.2
R3	10,839.3	10,488.7	9,740.3
R2	10,290.8	10,290.8	9,690.1
R1	9,940.2	9,940.2	9,639.8	9,841.3
PP	9,742.3	9,742.3	9,742.3	9,692.9
S1	9,391.7	9,391.7	9,539.2	9,292.8
S2	9,193.8	9,193.8	9,488.9
S3	8,645.3	8,843.2	9,438.7
S4	8,096.8	8,294.7	9,287.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,911.0	9,216.5	694.5	7.3%	278.9	2.9%	51%	False	False	210,677
10	10,127.0	9,216.5	910.5	9.5%	236.9	2.5%	39%	False	False	167,170
20	10,127.0	9,216.5	910.5	9.5%	176.5	1.8%	39%	False	False	138,479
40	10,127.0	8,817.0	1,310.0	13.7%	169.3	1.8%	58%	False	False	129,092
60	10,127.0	8,350.0	1,777.0	18.6%	182.9	1.9%	69%	False	False	137,265
80	10,127.0	8,350.0	1,777.0	18.6%	164.4	1.7%	69%	False	False	110,773
100	10,127.0	8,350.0	1,777.0	18.6%	159.6	1.7%	69%	False	False	88,699
120	10,127.0	8,350.0	1,777.0	18.6%	151.0	1.6%	69%	False	False	73,954

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	False
Bear Hook	False
Bull Hook	False
Stretch	45.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,714.3
2.618	10,314.4
1.618	10,069.4
1.000	9,918.0
0.618	9,824.4
HIGH	9,673.0
0.618	9,579.4
0.500	9,550.5
0.382	9,521.6
LOW	9,428.0
0.618	9,276.6
1.000	9,183.0
1.618	9,031.6
2.618	8,786.6
4.250	8,386.8

Fisher Pivots for day following 17-Dec-2014
Pivot	1 day	3 day
R1	9,565.8	9,532.1
PP	9,558.2	9,490.7
S1	9,550.5	9,449.3

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

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