DAX Index Future September 2015

Trading Metrics calculated at close of trading on 18-Jun-2015

Day Change Summary
	Previous	Current
	17-Jun-2015	18-Jun-2015	Change	Change %	Previous Week
Open	11,090.5	10,882.0	-208.5	-1.9%	11,207.0
High	11,125.5	11,297.5	172.0	1.5%	11,459.5
Low	10,878.5	10,811.0	-67.5	-0.6%	10,870.0
Close	10,979.5	11,113.5	134.0	1.2%	11,199.0
Range	247.0	486.5	239.5	97.0%	589.5
ATR	239.3	256.9	17.7	7.4%	0.0
Volume	79,169	117,481	38,312	48.4%	91,591

Daily Pivots for day following 18-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,533.5	12,310.0	11,381.1
R3	12,047.0	11,823.5	11,247.3
R2	11,560.5	11,560.5	11,202.7
R1	11,337.0	11,337.0	11,158.1	11,448.8
PP	11,074.0	11,074.0	11,074.0	11,129.9
S1	10,850.5	10,850.5	11,068.9	10,962.3
S2	10,587.5	10,587.5	11,024.3
S3	10,101.0	10,364.0	10,979.7
S4	9,614.5	9,877.5	10,845.9

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,944.7	12,661.3	11,523.2
R3	12,355.2	12,071.8	11,361.1
R2	11,765.7	11,765.7	11,307.1
R1	11,482.3	11,482.3	11,253.0	11,329.3
PP	11,176.2	11,176.2	11,176.2	11,099.6
S1	10,892.8	10,892.8	11,145.0	10,739.8
S2	10,586.7	10,586.7	11,090.9
S3	9,997.2	10,303.3	11,036.9
S4	9,407.7	9,713.8	10,874.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,366.5	10,805.0	561.5	5.1%	292.8	2.6%	55%	False	False	78,424
10	11,459.5	10,805.0	654.5	5.9%	261.1	2.3%	47%	False	False	43,637
20	11,934.0	10,805.0	1,129.0	10.2%	229.6	2.1%	27%	False	False	22,351
40	12,080.0	10,805.0	1,275.0	11.5%	246.2	2.2%	24%	False	False	11,535
60	12,428.5	10,805.0	1,623.5	14.6%	224.4	2.0%	19%	False	False	7,797
80	12,428.5	10,805.0	1,623.5	14.6%	202.2	1.8%	19%	False	False	5,886
100	12,428.5	10,617.0	1,811.5	16.3%	177.8	1.6%	27%	False	False	4,712

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41.3
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	13,365.1
2.618	12,571.2
1.618	12,084.7
1.000	11,784.0
0.618	11,598.2
HIGH	11,297.5
0.618	11,111.7
0.500	11,054.3
0.382	10,996.8
LOW	10,811.0
0.618	10,510.3
1.000	10,324.5
1.618	10,023.8
2.618	9,537.3
4.250	8,743.4

Fisher Pivots for day following 18-Jun-2015
Pivot	1 day	3 day
R1	11,093.8	11,092.8
PP	11,074.0	11,072.0
S1	11,054.3	11,051.3

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

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