DAX Index Future September 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	11,315.0	11,100.0	-215.0	-1.9%	11,758.0
High	11,320.0	11,248.5	-71.5	-0.6%	11,807.0
Low	11,029.5	11,066.0	36.5	0.3%	11,282.0
Close	11,076.5	11,165.0	88.5	0.8%	11,349.0
Range	290.5	182.5	-108.0	-37.2%	525.0
ATR	235.6	231.8	-3.8	-1.6%	0.0
Volume	116,851	103,497	-13,354	-11.4%	461,448

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,707.3	11,618.7	11,265.4
R3	11,524.8	11,436.2	11,215.2
R2	11,342.3	11,342.3	11,198.5
R1	11,253.7	11,253.7	11,181.7	11,298.0
PP	11,159.8	11,159.8	11,159.8	11,182.0
S1	11,071.2	11,071.2	11,148.3	11,115.5
S2	10,977.3	10,977.3	11,131.5
S3	10,794.8	10,888.7	11,114.8
S4	10,612.3	10,706.2	11,064.6

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,054.3	12,726.7	11,637.8
R3	12,529.3	12,201.7	11,493.4
R2	12,004.3	12,004.3	11,445.3
R1	11,676.7	11,676.7	11,397.1	11,578.0
PP	11,479.3	11,479.3	11,479.3	11,430.0
S1	11,151.7	11,151.7	11,300.9	11,053.0
S2	10,954.3	10,954.3	11,252.8
S3	10,429.3	10,626.7	11,204.6
S4	9,904.3	10,101.7	11,060.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,630.0	11,029.5	600.5	5.4%	209.9	1.9%	23%	False	False	106,248
10	11,807.0	11,029.5	777.5	7.0%	175.1	1.6%	17%	False	False	89,814
20	11,807.0	10,650.0	1,157.0	10.4%	204.2	1.8%	45%	False	False	95,344
40	11,807.0	10,650.0	1,157.0	10.4%	228.6	2.0%	45%	False	False	81,718
60	11,934.0	10,650.0	1,284.0	11.5%	229.0	2.1%	40%	False	False	54,695
80	12,428.5	10,650.0	1,778.5	15.9%	223.9	2.0%	29%	False	False	41,154
100	12,428.5	10,650.0	1,778.5	15.9%	214.4	1.9%	29%	False	False	32,978
120	12,428.5	10,638.0	1,790.5	16.0%	190.0	1.7%	29%	False	False	27,483

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,024.1
2.618	11,726.3
1.618	11,543.8
1.000	11,431.0
0.618	11,361.3
HIGH	11,248.5
0.618	11,178.8
0.500	11,157.3
0.382	11,135.7
LOW	11,066.0
0.618	10,953.2
1.000	10,883.5
1.618	10,770.7
2.618	10,588.2
4.250	10,290.4

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	11,162.4	11,289.5
PP	11,159.8	11,248.0
S1	11,157.3	11,206.5

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

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