DAX Index Future March 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	9,961.0	10,315.0	354.0	3.6%	9,661.5
High	10,316.0	10,315.0	-1.0	0.0%	10,316.0
Low	9,944.0	10,215.0	271.0	2.7%	9,582.5
Close	10,201.0	10,249.0	48.0	0.5%	10,201.0
Range	372.0	100.0	-272.0	-73.1%	733.5
ATR	245.5	236.1	-9.4	-3.8%	0.0
Volume	78,838	147,497	68,659	87.1%	823,619

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,559.7	10,504.3	10,304.0
R3	10,459.7	10,404.3	10,276.5
R2	10,359.7	10,359.7	10,267.3
R1	10,304.3	10,304.3	10,258.2	10,282.0
PP	10,259.7	10,259.7	10,259.7	10,248.5
S1	10,204.3	10,204.3	10,239.8	10,182.0
S2	10,159.7	10,159.7	10,230.7
S3	10,059.7	10,104.3	10,221.5
S4	9,959.7	10,004.3	10,194.0

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%	278.5	2.7%	91%	False	False	165,226
10	10,316.0	9,383.5	932.5	9.1%	250.3	2.4%	93%	False	False	149,304
20	10,316.0	9,227.0	1,089.0	10.6%	232.3	2.3%	94%	False	False	124,323
40	10,316.0	9,227.0	1,089.0	10.6%	192.3	1.9%	94%	False	False	67,760
60	10,316.0	8,667.5	1,648.5	16.1%	180.7	1.8%	96%	False	False	45,385
80	10,316.0	8,367.5	1,948.5	19.0%	182.9	1.8%	97%	False	False	34,152
100	10,316.0	8,367.5	1,948.5	19.0%	159.5	1.6%	97%	False	False	27,400
120	10,316.0	8,367.5	1,948.5	19.0%	148.2	1.4%	97%	False	False	22,840

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	45.7
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	10,740.0
2.618	10,576.8
1.618	10,476.8
1.000	10,415.0
0.618	10,376.8
HIGH	10,315.0
0.618	10,276.8
0.500	10,265.0
0.382	10,253.2
LOW	10,215.0
0.618	10,153.2
1.000	10,115.0
1.618	10,053.2
2.618	9,953.2
4.250	9,790.0

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	10,265.0	10,149.1
PP	10,259.7	10,049.2
S1	10,254.3	9,949.3

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

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