DAX Index Future March 2015

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	9,769.5	9,758.0	-11.5	-0.1%	9,615.0
High	9,811.0	9,758.5	-52.5	-0.5%	9,901.0
Low	9,748.5	9,587.5	-161.0	-1.7%	9,614.0
Close	9,763.0	9,603.0	-160.0	-1.6%	9,832.0
Range	62.5	171.0	108.5	173.6%	287.0
ATR	89.4	95.5	6.2	6.9%	0.0
Volume	105	161	56	53.3%	1,517

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,162.7	10,053.8	9,697.1
R3	9,991.7	9,882.8	9,650.0
R2	9,820.7	9,820.7	9,634.4
R1	9,711.8	9,711.8	9,618.7	9,680.8
PP	9,649.7	9,649.7	9,649.7	9,634.1
S1	9,540.8	9,540.8	9,587.3	9,509.8
S2	9,478.7	9,478.7	9,571.7
S3	9,307.7	9,369.8	9,556.0
S4	9,136.7	9,198.8	9,509.0

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,643.3	10,524.7	9,989.9
R3	10,356.3	10,237.7	9,910.9
R2	10,069.3	10,069.3	9,884.6
R1	9,950.7	9,950.7	9,858.3	10,010.0
PP	9,782.3	9,782.3	9,782.3	9,812.0
S1	9,663.7	9,663.7	9,805.7	9,723.0
S2	9,495.3	9,495.3	9,779.4
S3	9,208.3	9,376.7	9,753.1
S4	8,921.3	9,089.7	9,674.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,901.0	9,587.5	313.5	3.3%	99.6	1.0%	5%	False	True	257
10	9,901.0	9,587.5	313.5	3.3%	77.3	0.8%	5%	False	True	219
20	9,901.0	9,405.0	496.0	5.2%	68.3	0.7%	40%	False	False	388
40	9,901.0	8,931.5	969.5	10.1%	80.7	0.8%	69%	False	False	219
60	10,055.0	8,931.5	1,123.5	11.7%	71.2	0.7%	60%	False	False	151

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	10.8
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	10,485.3
2.618	10,206.2
1.618	10,035.2
1.000	9,929.5
0.618	9,864.2
HIGH	9,758.5
0.618	9,693.2
0.500	9,673.0
0.382	9,652.8
LOW	9,587.5
0.618	9,481.8
1.000	9,416.5
1.618	9,310.8
2.618	9,139.8
4.250	8,860.8

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	9,673.0	9,744.3
PP	9,649.7	9,697.2
S1	9,626.3	9,650.1

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

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