DAX Index Future March 2015

Trading Metrics calculated at close of trading on 12-Dec-2014

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	9,786.0	9,784.5	-1.5	0.0%	10,093.0
High	9,920.0	9,810.5	-109.5	-1.1%	10,099.5
Low	9,778.5	9,555.0	-223.5	-2.3%	9,555.0
Close	9,885.5	9,600.0	-285.5	-2.9%	9,600.0
Range	141.5	255.5	114.0	80.6%	544.5
ATR	155.8	168.3	12.5	8.0%	0.0
Volume	10,936	30,401	19,465	178.0%	63,700

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,421.7	10,266.3	9,740.5
R3	10,166.2	10,010.8	9,670.3
R2	9,910.7	9,910.7	9,646.8
R1	9,755.3	9,755.3	9,623.4	9,705.3
PP	9,655.2	9,655.2	9,655.2	9,630.1
S1	9,499.8	9,499.8	9,576.6	9,449.8
S2	9,399.7	9,399.7	9,553.2
S3	9,144.2	9,244.3	9,529.7
S4	8,888.7	8,988.8	9,459.5

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	11,385.0	11,037.0	9,899.5
R3	10,840.5	10,492.5	9,749.7
R2	10,296.0	10,296.0	9,699.8
R1	9,948.0	9,948.0	9,649.9	9,849.8
PP	9,751.5	9,751.5	9,751.5	9,702.4
S1	9,403.5	9,403.5	9,550.1	9,305.3
S2	9,207.0	9,207.0	9,500.2
S3	8,662.5	8,859.0	9,450.3
S4	8,118.0	8,314.5	9,300.5

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	9,555.0	544.5	5.7%	173.6	1.8%	8%	False	True	12,740
10	10,123.0	9,555.0	568.0	5.9%	161.0	1.7%	8%	False	True	7,978
20	10,123.0	9,145.5	977.5	10.2%	143.0	1.5%	46%	False	False	5,372
40	10,123.0	8,667.5	1,455.5	15.2%	150.3	1.6%	64%	False	False	2,994
60	10,123.0	8,367.5	1,755.5	18.3%	161.2	1.7%	70%	False	False	2,143
80	10,123.0	8,367.5	1,755.5	18.3%	137.6	1.4%	70%	False	False	1,704
100	10,123.0	8,367.5	1,755.5	18.3%	128.9	1.3%	70%	False	False	1,371
120	10,123.0	8,367.5	1,755.5	18.3%	114.8	1.2%	70%	False	False	1,145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.3
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	10,896.4
2.618	10,479.4
1.618	10,223.9
1.000	10,066.0
0.618	9,968.4
HIGH	9,810.5
0.618	9,712.9
0.500	9,682.8
0.382	9,652.6
LOW	9,555.0
0.618	9,397.1
1.000	9,299.5
1.618	9,141.6
2.618	8,886.1
4.250	8,469.1

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	9,682.8	9,738.0
PP	9,655.2	9,692.0
S1	9,627.6	9,646.0

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

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