DAX Index Future September 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	10,987.0	11,264.0	277.0	2.5%	11,501.0
High	11,312.0	11,459.5	147.5	1.3%	11,514.0
Low	10,950.0	11,244.0	294.0	2.7%	11,150.0
Close	11,282.0	11,325.0	43.0	0.4%	11,220.5
Range	362.0	215.5	-146.5	-40.5%	364.0
ATR	232.3	231.1	-1.2	-0.5%	0.0
Volume	18,301	18,301	0	0.0%	10,097

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,989.3	11,872.7	11,443.5
R3	11,773.8	11,657.2	11,384.3
R2	11,558.3	11,558.3	11,364.5
R1	11,441.7	11,441.7	11,344.8	11,500.0
PP	11,342.8	11,342.8	11,342.8	11,372.0
S1	11,226.2	11,226.2	11,305.2	11,284.5
S2	11,127.3	11,127.3	11,285.5
S3	10,911.8	11,010.7	11,265.7
S4	10,696.3	10,795.2	11,206.5

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	11,459.5	10,870.0	589.5	5.2%	229.3	2.0%	77%	True	False	8,850
10	11,705.0	10,870.0	835.0	7.4%	225.7	2.0%	54%	False	False	5,275
20	11,934.0	10,870.0	1,064.0	9.4%	213.5	1.9%	43%	False	False	2,938
40	12,353.0	10,870.0	1,483.0	13.1%	236.5	2.1%	31%	False	False	1,779
60	12,428.5	10,870.0	1,558.5	13.8%	217.9	1.9%	29%	False	False	1,296
80	12,428.5	10,795.0	1,633.5	14.4%	188.3	1.7%	32%	False	False	985
100	12,428.5	10,175.0	2,253.5	19.9%	169.2	1.5%	51%	False	False	792

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	31.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,375.4
2.618	12,023.7
1.618	11,808.2
1.000	11,675.0
0.618	11,592.7
HIGH	11,459.5
0.618	11,377.2
0.500	11,351.8
0.382	11,326.3
LOW	11,244.0
0.618	11,110.8
1.000	11,028.5
1.618	10,895.3
2.618	10,679.8
4.250	10,328.1

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	11,351.8	11,271.6
PP	11,342.8	11,218.2
S1	11,333.9	11,164.8

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

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