DAX Index Future June 2015

Trading Metrics calculated at close of trading on 02-Apr-2015

Day Change Summary
	Previous	Current
	01-Apr-2015	02-Apr-2015	Change	Change %	Previous Week
Open	11,902.0	12,056.0	154.0	1.3%	12,068.5
High	12,147.5	12,058.0	-89.5	-0.7%	12,069.0
Low	11,870.0	11,959.0	89.0	0.7%	11,650.0
Close	12,035.0	11,980.0	-55.0	-0.5%	11,889.0
Range	277.5	99.0	-178.5	-64.3%	419.0
ATR	206.4	198.7	-7.7	-3.7%	0.0
Volume	72,920	89,964	17,044	23.4%	576,404

Daily Pivots for day following 02-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,296.0	12,237.0	12,034.5
R3	12,197.0	12,138.0	12,007.2
R2	12,098.0	12,098.0	11,998.2
R1	12,039.0	12,039.0	11,989.1	12,019.0
PP	11,999.0	11,999.0	11,999.0	11,989.0
S1	11,940.0	11,940.0	11,970.9	11,920.0
S2	11,900.0	11,900.0	11,961.9
S3	11,801.0	11,841.0	11,952.8
S4	11,702.0	11,742.0	11,925.6

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	12,154.0	11,828.0	326.0	2.7%	192.7	1.6%	47%	False	False	98,302
10	12,154.0	11,650.0	504.0	4.2%	204.1	1.7%	65%	False	False	108,806
20	12,243.0	11,421.5	821.5	6.9%	205.2	1.7%	68%	False	False	80,994
40	12,243.0	10,617.0	1,626.0	13.6%	169.3	1.4%	84%	False	False	41,018
60	12,243.0	9,630.0	2,613.0	21.8%	181.3	1.5%	90%	False	False	27,602
80	12,243.0	9,251.0	2,992.0	25.0%	182.3	1.5%	91%	False	False	20,756
100	12,243.0	9,158.5	3,084.5	25.7%	164.6	1.4%	91%	False	False	16,617
120	12,243.0	8,419.0	3,824.0	31.9%	160.7	1.3%	93%	False	False	13,858

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	43.9
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	12,478.8
2.618	12,317.2
1.618	12,218.2
1.000	12,157.0
0.618	12,119.2
HIGH	12,058.0
0.618	12,020.2
0.500	12,008.5
0.382	11,996.8
LOW	11,959.0
0.618	11,897.8
1.000	11,860.0
1.618	11,798.8
2.618	11,699.8
4.250	11,538.3

Fisher Pivots for day following 02-Apr-2015
Pivot	1 day	3 day
R1	12,008.5	12,012.0
PP	11,999.0	12,001.3
S1	11,989.5	11,990.7

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

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