DAX Index Future March 2015

Trading Metrics calculated at close of trading on 27-Feb-2015

Day Change Summary
	Previous	Current
	26-Feb-2015	27-Feb-2015	Change	Change %	Previous Week
Open	11,229.5	11,318.5	89.0	0.8%	11,134.5
High	11,335.5	11,402.5	67.0	0.6%	11,402.5
Low	11,189.0	11,303.5	114.5	1.0%	11,070.0
Close	11,324.5	11,384.5	60.0	0.5%	11,384.5
Range	146.5	99.0	-47.5	-32.4%	332.5
ATR	173.8	168.4	-5.3	-3.1%	0.0
Volume	91,250	83,087	-8,163	-8.9%	415,287

Daily Pivots for day following 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,660.5	11,621.5	11,439.0
R3	11,561.5	11,522.5	11,411.7
R2	11,462.5	11,462.5	11,402.7
R1	11,423.5	11,423.5	11,393.6	11,443.0
PP	11,363.5	11,363.5	11,363.5	11,373.3
S1	11,324.5	11,324.5	11,375.4	11,344.0
S2	11,264.5	11,264.5	11,366.4
S3	11,165.5	11,225.5	11,357.3
S4	11,066.5	11,126.5	11,330.1

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,283.2	12,166.3	11,567.4
R3	11,950.7	11,833.8	11,475.9
R2	11,618.2	11,618.2	11,445.5
R1	11,501.3	11,501.3	11,415.0	11,559.8
PP	11,285.7	11,285.7	11,285.7	11,314.9
S1	11,168.8	11,168.8	11,354.0	11,227.3
S2	10,953.2	10,953.2	11,323.5
S3	10,620.7	10,836.3	11,293.1
S4	10,288.2	10,503.8	11,201.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,402.5	11,070.0	332.5	2.9%	107.5	0.9%	95%	True	False	83,057
10	11,402.5	10,765.5	637.0	5.6%	125.0	1.1%	97%	True	False	87,203
20	11,402.5	10,592.5	810.0	7.1%	146.8	1.3%	98%	True	False	97,395
40	11,402.5	9,383.5	2,019.0	17.7%	195.1	1.7%	99%	True	False	119,314
60	11,402.5	9,227.0	2,175.5	19.1%	189.9	1.7%	99%	True	False	93,229
80	11,402.5	8,910.0	2,492.5	21.9%	177.3	1.6%	99%	True	False	70,363
100	11,402.5	8,367.5	3,035.0	26.7%	181.6	1.6%	99%	True	False	56,389
120	11,402.5	8,367.5	3,035.0	26.7%	167.6	1.5%	99%	True	False	47,045

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	35.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,823.3
2.618	11,661.7
1.618	11,562.7
1.000	11,501.5
0.618	11,463.7
HIGH	11,402.5
0.618	11,364.7
0.500	11,353.0
0.382	11,341.3
LOW	11,303.5
0.618	11,242.3
1.000	11,204.5
1.618	11,143.3
2.618	11,044.3
4.250	10,882.8

Fisher Pivots for day following 27-Feb-2015
Pivot	1 day	3 day
R1	11,374.0	11,352.9
PP	11,363.5	11,321.3
S1	11,353.0	11,289.8

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

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