DAX Index Future June 2015

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

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	11,814.0	11,919.5	105.5	0.9%	12,068.5
High	11,924.5	11,984.0	59.5	0.5%	12,069.0
Low	11,650.0	11,828.0	178.0	1.5%	11,650.0
Close	11,876.0	11,889.0	13.0	0.1%	11,889.0
Range	274.5	156.0	-118.5	-43.2%	419.0
ATR	199.6	196.5	-3.1	-1.6%	0.0
Volume	104,722	89,238	-15,484	-14.8%	576,404

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,368.3	12,284.7	11,974.8
R3	12,212.3	12,128.7	11,931.9
R2	12,056.3	12,056.3	11,917.6
R1	11,972.7	11,972.7	11,903.3	11,936.5
PP	11,900.3	11,900.3	11,900.3	11,882.3
S1	11,816.7	11,816.7	11,874.7	11,780.5
S2	11,744.3	11,744.3	11,860.4
S3	11,588.3	11,660.7	11,846.1
S4	11,432.3	11,504.7	11,803.2

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,126.3	12,926.7	12,119.5
R3	12,707.3	12,507.7	12,004.2
R2	12,288.3	12,288.3	11,965.8
R1	12,088.7	12,088.7	11,927.4	11,979.0
PP	11,869.3	11,869.3	11,869.3	11,814.5
S1	11,669.7	11,669.7	11,850.6	11,560.0
S2	11,450.3	11,450.3	11,812.2
S3	11,031.3	11,250.7	11,773.8
S4	10,612.3	10,831.7	11,658.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,069.0	11,650.0	419.0	3.5%	214.0	1.8%	57%	False	False	115,280
10	12,243.0	11,650.0	593.0	5.0%	222.3	1.9%	40%	False	False	108,008
20	12,243.0	11,215.0	1,028.0	8.6%	196.4	1.7%	66%	False	False	61,503
40	12,243.0	10,617.0	1,626.0	13.7%	163.4	1.4%	78%	False	False	31,060
60	12,243.0	9,418.5	2,824.5	23.8%	183.2	1.5%	87%	False	False	20,919
80	12,243.0	9,251.0	2,992.0	25.2%	177.3	1.5%	88%	False	False	15,733
100	12,243.0	9,158.5	3,084.5	25.9%	160.9	1.4%	89%	False	False	12,596
120	12,243.0	8,419.0	3,824.0	32.2%	157.8	1.3%	91%	False	False	10,506

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	50.5
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	12,647.0
2.618	12,392.4
1.618	12,236.4
1.000	12,140.0
0.618	12,080.4
HIGH	11,984.0
0.618	11,924.4
0.500	11,906.0
0.382	11,887.6
LOW	11,828.0
0.618	11,731.6
1.000	11,672.0
1.618	11,575.6
2.618	11,419.6
4.250	11,165.0

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	11,906.0	11,876.0
PP	11,900.3	11,863.0
S1	11,894.7	11,850.0

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

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