DAX Index Future June 2015

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

Day Change Summary
	Previous	Current
	19-May-2015	20-May-2015	Change	Change %	Previous Week
Open	11,669.0	11,846.5	177.5	1.5%	11,727.0
High	11,888.0	11,893.0	5.0	0.0%	11,731.5
Low	11,655.0	11,788.5	133.5	1.1%	11,225.0
Close	11,883.5	11,865.0	-18.5	-0.2%	11,438.0
Range	233.0	104.5	-128.5	-55.2%	506.5
ATR	269.5	257.7	-11.8	-4.4%	0.0
Volume	74,224	70,749	-3,475	-4.7%	563,552

Daily Pivots for day following 20-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,162.3	12,118.2	11,922.5
R3	12,057.8	12,013.7	11,893.7
R2	11,953.3	11,953.3	11,884.2
R1	11,909.2	11,909.2	11,874.6	11,931.3
PP	11,848.8	11,848.8	11,848.8	11,859.9
S1	11,804.7	11,804.7	11,855.4	11,826.8
S2	11,744.3	11,744.3	11,845.8
S3	11,639.8	11,700.2	11,836.3
S4	11,535.3	11,595.7	11,807.5

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	11,893.0	11,225.0	668.0	5.6%	245.4	2.1%	96%	True	False	93,934
10	11,893.0	11,178.0	715.0	6.0%	251.8	2.1%	96%	True	False	103,196
20	12,085.0	11,178.0	907.0	7.6%	278.9	2.4%	76%	False	False	117,994
40	12,429.5	11,178.0	1,251.5	10.5%	239.7	2.0%	55%	False	False	112,939
60	12,429.5	10,964.5	1,465.0	12.3%	216.2	1.8%	61%	False	False	84,456
80	12,429.5	10,505.0	1,924.5	16.2%	202.2	1.7%	71%	False	False	63,480
100	12,429.5	9,418.5	3,011.0	25.4%	202.1	1.7%	81%	False	False	50,886
120	12,429.5	9,251.0	3,178.5	26.8%	192.0	1.6%	82%	False	False	42,424

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	54.6
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	12,337.1
2.618	12,166.6
1.618	12,062.1
1.000	11,997.5
0.618	11,957.6
HIGH	11,893.0
0.618	11,853.1
0.500	11,840.8
0.382	11,828.4
LOW	11,788.5
0.618	11,723.9
1.000	11,684.0
1.618	11,619.4
2.618	11,514.9
4.250	11,344.4

Fisher Pivots for day following 20-May-2015
Pivot	1 day	3 day
R1	11,856.9	11,789.8
PP	11,848.8	11,714.5
S1	11,840.8	11,639.3

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

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