DAX Index Future March 2015

Trading Metrics calculated at close of trading on 16-Jan-2015

Day Change Summary
	Previous	Current
	15-Jan-2015	16-Jan-2015	Change	Change %	Previous Week
Open	9,954.0	9,961.0	7.0	0.1%	9,661.5
High	10,070.0	10,316.0	246.0	2.4%	10,316.0
Low	9,582.5	9,944.0	361.5	3.8%	9,582.5
Close	10,015.0	10,201.0	186.0	1.9%	10,201.0
Range	487.5	372.0	-115.5	-23.7%	733.5
ATR	235.7	245.5	9.7	4.1%	0.0
Volume	211,573	78,838	-132,735	-62.7%	823,619

Daily Pivots for day following 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,269.7	11,107.3	10,405.6
R3	10,897.7	10,735.3	10,303.3
R2	10,525.7	10,525.7	10,269.2
R1	10,363.3	10,363.3	10,235.1	10,444.5
PP	10,153.7	10,153.7	10,153.7	10,194.3
S1	9,991.3	9,991.3	10,166.9	10,072.5
S2	9,781.7	9,781.7	10,132.8
S3	9,409.7	9,619.3	10,098.7
S4	9,037.7	9,247.3	9,996.4

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,233.7	11,950.8	10,604.4
R3	11,500.2	11,217.3	10,402.7
R2	10,766.7	10,766.7	10,335.5
R1	10,483.8	10,483.8	10,268.2	10,625.3
PP	10,033.2	10,033.2	10,033.2	10,103.9
S1	9,750.3	9,750.3	10,133.8	9,891.8
S2	9,299.7	9,299.7	10,066.5
S3	8,566.2	9,016.8	9,999.3
S4	7,832.7	8,283.3	9,797.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,316.0	9,582.5	733.5	7.2%	298.1	2.9%	84%	True	False	164,723
10	10,316.0	9,383.5	932.5	9.1%	274.8	2.7%	88%	True	False	149,492
20	10,316.0	9,227.0	1,089.0	10.7%	246.3	2.4%	89%	True	False	122,810
40	10,316.0	9,145.5	1,170.5	11.5%	194.7	1.9%	90%	True	False	64,091
60	10,316.0	8,667.5	1,648.5	16.2%	182.3	1.8%	93%	True	False	42,933
80	10,316.0	8,367.5	1,948.5	19.1%	182.5	1.8%	94%	True	False	32,310
100	10,316.0	8,367.5	1,948.5	19.1%	159.3	1.6%	94%	True	False	25,925
120	10,316.0	8,367.5	1,948.5	19.1%	148.4	1.5%	94%	True	False	21,611

Crabel Price Patterns
NR	True
NR4	False
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	52.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,897.0
2.618	11,289.9
1.618	10,917.9
1.000	10,688.0
0.618	10,545.9
HIGH	10,316.0
0.618	10,173.9
0.500	10,130.0
0.382	10,086.1
LOW	9,944.0
0.618	9,714.1
1.000	9,572.0
1.618	9,342.1
2.618	8,970.1
4.250	8,363.0

Fisher Pivots for day following 16-Jan-2015
Pivot	1 day	3 day
R1	10,177.3	10,117.1
PP	10,153.7	10,033.2
S1	10,130.0	9,949.3

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

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