DAX Index Future March 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	9,815.5	9,661.5	-154.0	-1.6%	9,726.5
High	9,868.0	9,823.0	-45.0	-0.5%	9,868.0
Low	9,602.5	9,625.0	22.5	0.2%	9,383.5
Close	9,623.0	9,786.5	163.5	1.7%	9,623.0
Range	265.5	198.0	-67.5	-25.4%	484.5
ATR	217.7	216.4	-1.3	-0.6%	0.0
Volume	131,384	144,983	13,599	10.4%	671,304

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,338.8	10,260.7	9,895.4
R3	10,140.8	10,062.7	9,841.0
R2	9,942.8	9,942.8	9,822.8
R1	9,864.7	9,864.7	9,804.7	9,903.8
PP	9,744.8	9,744.8	9,744.8	9,764.4
S1	9,666.7	9,666.7	9,768.4	9,705.8
S2	9,546.8	9,546.8	9,750.2
S3	9,348.8	9,468.7	9,732.1
S4	9,150.8	9,270.7	9,677.6

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,078.3	10,835.2	9,889.5
R3	10,593.8	10,350.7	9,756.2
R2	10,109.3	10,109.3	9,711.8
R1	9,866.2	9,866.2	9,667.4	9,745.5
PP	9,624.8	9,624.8	9,624.8	9,564.5
S1	9,381.7	9,381.7	9,578.6	9,261.0
S2	9,140.3	9,140.3	9,534.2
S3	8,655.8	8,897.2	9,489.8
S4	8,171.3	8,412.7	9,356.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,868.0	9,383.5	484.5	5.0%	222.0	2.3%	83%	False	False	133,383
10	9,958.5	9,383.5	575.0	5.9%	206.3	2.1%	70%	False	False	116,363
20	9,965.5	9,227.0	738.5	7.5%	218.4	2.2%	76%	False	False	91,803
40	10,123.0	9,145.5	977.5	10.0%	173.5	1.8%	66%	False	False	47,202
60	10,123.0	8,367.5	1,755.5	17.9%	179.1	1.8%	81%	False	False	31,664
80	10,123.0	8,367.5	1,755.5	17.9%	170.5	1.7%	81%	False	False	23,845
100	10,123.0	8,367.5	1,755.5	17.9%	148.8	1.5%	81%	False	False	19,140
120	10,123.0	8,367.5	1,755.5	17.9%	139.7	1.4%	81%	False	False	15,956

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	46.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,664.5
2.618	10,341.4
1.618	10,143.4
1.000	10,021.0
0.618	9,945.4
HIGH	9,823.0
0.618	9,747.4
0.500	9,724.0
0.382	9,700.6
LOW	9,625.0
0.618	9,502.6
1.000	9,427.0
1.618	9,304.6
2.618	9,106.6
4.250	8,783.5

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	9,765.7	9,769.4
PP	9,744.8	9,752.3
S1	9,724.0	9,735.3

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

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