DAX Index Future September 2015

Trading Metrics calculated at close of trading on 08-Jul-2015

Day Change Summary
	Previous	Current
	07-Jul-2015	08-Jul-2015	Change	Change %	Previous Week
Open	10,905.5	10,761.0	-144.5	-1.3%	10,955.0
High	10,949.5	10,806.0	-143.5	-1.3%	11,293.0
Low	10,659.5	10,650.0	-9.5	-0.1%	10,841.0
Close	10,668.0	10,751.0	83.0	0.8%	11,100.0
Range	290.0	156.0	-134.0	-46.2%	452.0
ATR	282.2	273.2	-9.0	-3.2%	0.0
Volume	139,728	110,029	-29,699	-21.3%	436,744

Daily Pivots for day following 08-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,203.7	11,133.3	10,836.8
R3	11,047.7	10,977.3	10,793.9
R2	10,891.7	10,891.7	10,779.6
R1	10,821.3	10,821.3	10,765.3	10,778.5
PP	10,735.7	10,735.7	10,735.7	10,714.3
S1	10,665.3	10,665.3	10,736.7	10,622.5
S2	10,579.7	10,579.7	10,722.4
S3	10,423.7	10,509.3	10,708.1
S4	10,267.7	10,353.3	10,665.2

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,434.0	12,219.0	11,348.6
R3	11,982.0	11,767.0	11,224.3
R2	11,530.0	11,530.0	11,182.9
R1	11,315.0	11,315.0	11,141.4	11,422.5
PP	11,078.0	11,078.0	11,078.0	11,131.8
S1	10,863.0	10,863.0	11,058.6	10,970.5
S2	10,626.0	10,626.0	11,017.1
S3	10,174.0	10,411.0	10,975.7
S4	9,722.0	9,959.0	10,851.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,287.5	10,650.0	637.5	5.9%	236.9	2.2%	16%	False	True	104,422
10	11,610.0	10,650.0	960.0	8.9%	256.1	2.4%	11%	False	True	119,492
20	11,643.0	10,650.0	993.0	9.2%	262.7	2.4%	10%	False	True	100,310
40	11,934.0	10,650.0	1,284.0	11.9%	237.5	2.2%	8%	False	True	50,754
60	12,428.5	10,650.0	1,778.5	16.5%	239.9	2.2%	6%	False	True	34,021
80	12,428.5	10,650.0	1,778.5	16.5%	225.1	2.1%	6%	False	True	25,594
100	12,428.5	10,650.0	1,778.5	16.5%	198.4	1.8%	6%	False	True	20,485
120	12,428.5	9,790.0	2,638.5	24.5%	183.7	1.7%	36%	False	False	17,074

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	62.5
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	11,469.0
2.618	11,214.4
1.618	11,058.4
1.000	10,962.0
0.618	10,902.4
HIGH	10,806.0
0.618	10,746.4
0.500	10,728.0
0.382	10,709.6
LOW	10,650.0
0.618	10,553.6
1.000	10,494.0
1.618	10,397.6
2.618	10,241.6
4.250	9,987.0

Fisher Pivots for day following 08-Jul-2015
Pivot	1 day	3 day
R1	10,743.3	10,823.5
PP	10,735.7	10,799.3
S1	10,728.0	10,775.2

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

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