DAX Index Future September 2015

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	11,224.0	11,525.0	301.0	2.7%	11,101.5
High	11,489.5	11,643.0	153.5	1.3%	11,297.5
Low	11,214.5	11,522.0	307.5	2.7%	10,805.0
Close	11,472.5	11,544.0	71.5	0.6%	11,049.0
Range	275.0	121.0	-154.0	-56.0%	492.5
ATR	270.0	262.9	-7.1	-2.6%	0.0
Volume	114,423	119,814	5,391	4.7%	490,040

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,932.7	11,859.3	11,610.6
R3	11,811.7	11,738.3	11,577.3
R2	11,690.7	11,690.7	11,566.2
R1	11,617.3	11,617.3	11,555.1	11,654.0
PP	11,569.7	11,569.7	11,569.7	11,588.0
S1	11,496.3	11,496.3	11,532.9	11,533.0
S2	11,448.7	11,448.7	11,521.8
S3	11,327.7	11,375.3	11,510.7
S4	11,206.7	11,254.3	11,477.5

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,528.0	12,281.0	11,319.9
R3	12,035.5	11,788.5	11,184.4
R2	11,543.0	11,543.0	11,139.3
R1	11,296.0	11,296.0	11,094.1	11,173.3
PP	11,050.5	11,050.5	11,050.5	10,989.1
S1	10,803.5	10,803.5	11,003.9	10,680.8
S2	10,558.0	10,558.0	10,958.7
S3	10,065.5	10,311.0	10,913.6
S4	9,573.0	9,818.5	10,778.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,643.0	10,811.0	832.0	7.2%	277.0	2.4%	88%	True	False	115,844
10	11,643.0	10,805.0	838.0	7.3%	269.3	2.3%	88%	True	False	81,129
20	11,800.0	10,805.0	995.0	8.6%	234.8	2.0%	74%	False	False	41,410
40	12,080.0	10,805.0	1,275.0	11.0%	245.5	2.1%	58%	False	False	20,977
60	12,428.5	10,805.0	1,623.5	14.1%	225.3	2.0%	46%	False	False	14,157
80	12,428.5	10,805.0	1,623.5	14.1%	208.1	1.8%	46%	False	False	10,668
100	12,428.5	10,638.0	1,790.5	15.5%	180.2	1.6%	51%	False	False	8,537
120	12,428.5	9,420.0	3,008.5	26.1%	172.9	1.5%	71%	False	False	7,118

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	41.7
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	12,157.3
2.618	11,959.8
1.618	11,838.8
1.000	11,764.0
0.618	11,717.8
HIGH	11,643.0
0.618	11,596.8
0.500	11,582.5
0.382	11,568.2
LOW	11,522.0
0.618	11,447.2
1.000	11,401.0
1.618	11,326.2
2.618	11,205.2
4.250	11,007.8

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	11,582.5	11,469.8
PP	11,569.7	11,395.7
S1	11,556.8	11,321.5

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

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