DAX Index Future September 2015

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	11,400.0	10,955.0	-445.0	-3.9%	11,224.0
High	11,566.0	11,293.0	-273.0	-2.4%	11,643.0
Low	11,372.0	10,841.0	-531.0	-4.7%	11,214.5
Close	11,501.5	11,098.0	-403.5	-3.5%	11,501.5
Range	194.0	452.0	258.0	133.0%	428.5
ATR	255.6	284.5	28.9	11.3%	0.0
Volume	159,056	168,822	9,766	6.1%	602,931

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,433.3	12,217.7	11,346.6
R3	11,981.3	11,765.7	11,222.3
R2	11,529.3	11,529.3	11,180.9
R1	11,313.7	11,313.7	11,139.4	11,421.5
PP	11,077.3	11,077.3	11,077.3	11,131.3
S1	10,861.7	10,861.7	11,056.6	10,969.5
S2	10,625.3	10,625.3	11,015.1
S3	10,173.3	10,409.7	10,973.7
S4	9,721.3	9,957.7	10,849.4

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,738.5	12,548.5	11,737.2
R3	12,310.0	12,120.0	11,619.3
R2	11,881.5	11,881.5	11,580.1
R1	11,691.5	11,691.5	11,540.8	11,786.5
PP	11,453.0	11,453.0	11,453.0	11,500.5
S1	11,263.0	11,263.0	11,462.2	11,358.0
S2	11,024.5	11,024.5	11,422.9
S3	10,596.0	10,834.5	11,383.7
S4	10,167.5	10,406.0	11,265.8

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	10,841.0	802.0	7.2%	250.9	2.3%	32%	False	True	131,466
10	11,643.0	10,805.0	838.0	7.6%	279.7	2.5%	35%	False	False	118,960
20	11,643.0	10,805.0	838.0	7.6%	252.9	2.3%	35%	False	False	68,093
40	11,934.0	10,805.0	1,129.0	10.2%	241.4	2.2%	26%	False	False	34,370
60	12,428.5	10,805.0	1,623.5	14.6%	230.5	2.1%	18%	False	False	23,091
80	12,428.5	10,805.0	1,623.5	14.6%	217.0	2.0%	18%	False	False	17,386
100	12,428.5	10,638.0	1,790.5	16.1%	187.2	1.7%	26%	False	False	13,911
120	12,428.5	9,524.5	2,904.0	26.2%	178.0	1.6%	54%	False	False	11,597

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	52.3
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	13,214.0
2.618	12,476.3
1.618	12,024.3
1.000	11,745.0
0.618	11,572.3
HIGH	11,293.0
0.618	11,120.3
0.500	11,067.0
0.382	11,013.7
LOW	10,841.0
0.618	10,561.7
1.000	10,389.0
1.618	10,109.7
2.618	9,657.7
4.250	8,920.0

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	11,087.7	11,225.5
PP	11,077.3	11,183.0
S1	11,067.0	11,140.5

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

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