DAX Index Future March 2015

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	9,437.5	9,688.0	250.5	2.7%	10,093.0
High	9,682.5	9,885.0	202.5	2.1%	10,099.5
Low	9,437.5	9,662.0	224.5	2.4%	9,555.0
Close	9,584.5	9,811.0	226.5	2.4%	9,600.0
Range	245.0	223.0	-22.0	-9.0%	544.5
ATR	199.5	206.7	7.2	3.6%	0.0
Volume	89,464	135,848	46,384	51.8%	63,700

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,455.0	10,356.0	9,933.7
R3	10,232.0	10,133.0	9,872.3
R2	10,009.0	10,009.0	9,851.9
R1	9,910.0	9,910.0	9,831.4	9,959.5
PP	9,786.0	9,786.0	9,786.0	9,810.8
S1	9,687.0	9,687.0	9,790.6	9,736.5
S2	9,563.0	9,563.0	9,770.1
S3	9,340.0	9,464.0	9,749.7
S4	9,117.0	9,241.0	9,688.4

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	9,885.0	9,227.0	658.0	6.7%	292.5	3.0%	89%	True	False	89,241
10	10,109.0	9,227.0	882.0	9.0%	226.7	2.3%	66%	False	False	48,104
20	10,123.0	9,227.0	896.0	9.1%	176.2	1.8%	65%	False	False	25,337
40	10,123.0	8,843.5	1,279.5	13.0%	159.7	1.6%	76%	False	False	13,348
60	10,123.0	8,367.5	1,755.5	17.9%	170.9	1.7%	82%	False	False	9,059
80	10,123.0	8,367.5	1,755.5	17.9%	148.5	1.5%	82%	False	False	6,894
100	10,123.0	8,367.5	1,755.5	17.9%	137.5	1.4%	82%	False	False	5,528
120	10,123.0	8,367.5	1,755.5	17.9%	123.7	1.3%	82%	False	False	4,609

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	34.4
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	10,832.8
2.618	10,468.8
1.618	10,245.8
1.000	10,108.0
0.618	10,022.8
HIGH	9,885.0
0.618	9,799.8
0.500	9,773.5
0.382	9,747.2
LOW	9,662.0
0.618	9,524.2
1.000	9,439.0
1.618	9,301.2
2.618	9,078.2
4.250	8,714.3

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	9,798.5	9,726.0
PP	9,786.0	9,641.0
S1	9,773.5	9,556.0

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

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