DAX Index Future September 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	11,027.0	10,987.0	-40.0	-0.4%	11,501.0
High	11,072.5	11,312.0	239.5	2.2%	11,514.0
Low	10,870.0	10,950.0	80.0	0.7%	11,150.0
Close	10,992.5	11,282.0	289.5	2.6%	11,220.5
Range	202.5	362.0	159.5	78.8%	364.0
ATR	222.3	232.3	10.0	4.5%	0.0
Volume	2,288	18,301	16,013	699.9%	10,097

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,267.3	12,136.7	11,481.1
R3	11,905.3	11,774.7	11,381.6
R2	11,543.3	11,543.3	11,348.4
R1	11,412.7	11,412.7	11,315.2	11,478.0
PP	11,181.3	11,181.3	11,181.3	11,214.0
S1	11,050.7	11,050.7	11,248.8	11,116.0
S2	10,819.3	10,819.3	11,215.6
S3	10,457.3	10,688.7	11,182.5
S4	10,095.3	10,326.7	11,082.9

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,386.8	12,167.7	11,420.7
R3	12,022.8	11,803.7	11,320.6
R2	11,658.8	11,658.8	11,287.2
R1	11,439.7	11,439.7	11,253.9	11,367.3
PP	11,294.8	11,294.8	11,294.8	11,258.6
S1	11,075.7	11,075.7	11,187.1	11,003.3
S2	10,930.8	10,930.8	11,153.8
S3	10,566.8	10,711.7	11,120.4
S4	10,202.8	10,347.7	11,020.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,456.0	10,870.0	586.0	5.2%	238.4	2.1%	70%	False	False	5,601
10	11,777.0	10,870.0	907.0	8.0%	218.1	1.9%	45%	False	False	3,483
20	11,934.0	10,870.0	1,064.0	9.4%	217.6	1.9%	39%	False	False	2,053
40	12,368.5	10,870.0	1,498.5	13.3%	234.8	2.1%	27%	False	False	1,327
60	12,428.5	10,870.0	1,558.5	13.8%	217.8	1.9%	26%	False	False	992
80	12,428.5	10,795.0	1,633.5	14.5%	186.1	1.6%	30%	False	False	757
100	12,428.5	10,030.0	2,398.5	21.3%	169.0	1.5%	52%	False	False	609

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31.8
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	12,850.5
2.618	12,259.7
1.618	11,897.7
1.000	11,674.0
0.618	11,535.7
HIGH	11,312.0
0.618	11,173.7
0.500	11,131.0
0.382	11,088.3
LOW	10,950.0
0.618	10,726.3
1.000	10,588.0
1.618	10,364.3
2.618	10,002.3
4.250	9,411.5

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	11,231.7	11,218.3
PP	11,181.3	11,154.7
S1	11,131.0	11,091.0

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

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