DAX Index Future June 2015

Trading Metrics calculated at close of trading on 19-May-2015

Day Change Summary
	Previous	Current
	18-May-2015	19-May-2015	Change	Change %	Previous Week
Open	11,480.5	11,669.0	188.5	1.6%	11,727.0
High	11,645.5	11,888.0	242.5	2.1%	11,731.5
Low	11,385.5	11,655.0	269.5	2.4%	11,225.0
Close	11,600.5	11,883.5	283.0	2.4%	11,438.0
Range	260.0	233.0	-27.0	-10.4%	506.5
ATR	268.1	269.5	1.4	0.5%	0.0
Volume	119,545	74,224	-45,321	-37.9%	563,552

Daily Pivots for day following 19-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,507.8	12,428.7	12,011.7
R3	12,274.8	12,195.7	11,947.6
R2	12,041.8	12,041.8	11,926.2
R1	11,962.7	11,962.7	11,904.9	12,002.3
PP	11,808.8	11,808.8	11,808.8	11,828.6
S1	11,729.7	11,729.7	11,862.1	11,769.3
S2	11,575.8	11,575.8	11,840.8
S3	11,342.8	11,496.7	11,819.4
S4	11,109.8	11,263.7	11,755.4

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,984.3	12,717.7	11,716.6
R3	12,477.8	12,211.2	11,577.3
R2	11,971.3	11,971.3	11,530.9
R1	11,704.7	11,704.7	11,484.4	11,584.8
PP	11,464.8	11,464.8	11,464.8	11,404.9
S1	11,198.2	11,198.2	11,391.6	11,078.3
S2	10,958.3	10,958.3	11,345.1
S3	10,451.8	10,691.7	11,298.7
S4	9,945.3	10,185.2	11,159.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,888.0	11,225.0	663.0	5.6%	285.3	2.4%	99%	True	False	100,029
10	11,888.0	11,178.0	710.0	6.0%	263.7	2.2%	99%	True	False	108,617
20	12,113.5	11,178.0	935.5	7.9%	282.3	2.4%	75%	False	False	120,732
40	12,429.5	11,178.0	1,251.5	10.5%	242.6	2.0%	56%	False	False	114,244
60	12,429.5	10,888.0	1,541.5	13.0%	216.9	1.8%	65%	False	False	83,284
80	12,429.5	10,267.0	2,162.5	18.2%	204.6	1.7%	75%	False	False	62,606
100	12,429.5	9,418.5	3,011.0	25.3%	202.8	1.7%	82%	False	False	50,183
120	12,429.5	9,251.0	3,178.5	26.7%	191.9	1.6%	83%	False	False	41,835

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	58.5
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	12,878.3
2.618	12,498.0
1.618	12,265.0
1.000	12,121.0
0.618	12,032.0
HIGH	11,888.0
0.618	11,799.0
0.500	11,771.5
0.382	11,744.0
LOW	11,655.0
0.618	11,511.0
1.000	11,422.0
1.618	11,278.0
2.618	11,045.0
4.250	10,664.8

Fisher Pivots for day following 19-May-2015
Pivot	1 day	3 day
R1	11,846.2	11,801.3
PP	11,808.8	11,719.0
S1	11,771.5	11,636.8

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

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