DAX Index Future September 2015

Trading Metrics calculated at close of trading on 21-Jul-2015

Day Change Summary
	Previous	Current
	20-Jul-2015	21-Jul-2015	Change	Change %	Previous Week
Open	11,758.0	11,783.0	25.0	0.2%	11,326.0
High	11,807.0	11,783.0	-24.0	-0.2%	11,791.5
Low	11,717.0	11,570.0	-147.0	-1.3%	11,254.0
Close	11,756.0	11,609.5	-146.5	-1.2%	11,675.0
Range	90.0	213.0	123.0	136.7%	537.5
ATR	238.2	236.4	-1.8	-0.8%	0.0
Volume	72,127	78,426	6,299	8.7%	351,130

Daily Pivots for day following 21-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,293.2	12,164.3	11,726.7
R3	12,080.2	11,951.3	11,668.1
R2	11,867.2	11,867.2	11,648.6
R1	11,738.3	11,738.3	11,629.0	11,696.3
PP	11,654.2	11,654.2	11,654.2	11,633.1
S1	11,525.3	11,525.3	11,590.0	11,483.3
S2	11,441.2	11,441.2	11,570.5
S3	11,228.2	11,312.3	11,550.9
S4	11,015.2	11,099.3	11,492.4

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,186.0	12,968.0	11,970.6
R3	12,648.5	12,430.5	11,822.8
R2	12,111.0	12,111.0	11,773.5
R1	11,893.0	11,893.0	11,724.3	12,002.0
PP	11,573.5	11,573.5	11,573.5	11,628.0
S1	11,355.5	11,355.5	11,625.7	11,464.5
S2	11,036.0	11,036.0	11,576.5
S3	10,498.5	10,818.0	11,527.2
S4	9,961.0	10,280.5	11,379.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,807.0	11,478.0	329.0	2.8%	140.2	1.2%	40%	False	False	73,380
10	11,807.0	10,650.0	1,157.0	10.0%	176.4	1.5%	83%	False	False	82,827
20	11,807.0	10,650.0	1,157.0	10.0%	214.5	1.8%	83%	False	False	101,649
40	11,934.0	10,650.0	1,284.0	11.1%	230.0	2.0%	75%	False	False	68,547
60	12,080.0	10,650.0	1,430.0	12.3%	235.9	2.0%	67%	False	False	45,875
80	12,428.5	10,650.0	1,778.5	15.3%	223.3	1.9%	54%	False	False	34,536
100	12,428.5	10,650.0	1,778.5	15.3%	208.4	1.8%	54%	False	False	27,666
120	12,428.5	10,638.0	1,790.5	15.4%	185.0	1.6%	54%	False	False	23,057

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	12,688.3
2.618	12,340.6
1.618	12,127.6
1.000	11,996.0
0.618	11,914.6
HIGH	11,783.0
0.618	11,701.6
0.500	11,676.5
0.382	11,651.4
LOW	11,570.0
0.618	11,438.4
1.000	11,357.0
1.618	11,225.4
2.618	11,012.4
4.250	10,664.8

Fisher Pivots for day following 21-Jul-2015
Pivot	1 day	3 day
R1	11,676.5	11,688.5
PP	11,654.2	11,662.2
S1	11,631.8	11,635.8

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

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