DAX Index Future September 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	11,194.0	11,243.5	49.5	0.4%	11,758.0
High	11,280.0	11,314.0	34.0	0.3%	11,807.0
Low	11,119.5	11,137.5	18.0	0.2%	11,282.0
Close	11,209.0	11,247.5	38.5	0.3%	11,349.0
Range	160.5	176.5	16.0	10.0%	525.0
ATR	226.7	223.1	-3.6	-1.6%	0.0
Volume	103,958	88,619	-15,339	-14.8%	461,448

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,762.5	11,681.5	11,344.6
R3	11,586.0	11,505.0	11,296.0
R2	11,409.5	11,409.5	11,279.9
R1	11,328.5	11,328.5	11,263.7	11,369.0
PP	11,233.0	11,233.0	11,233.0	11,253.3
S1	11,152.0	11,152.0	11,231.3	11,192.5
S2	11,056.5	11,056.5	11,215.1
S3	10,880.0	10,975.5	11,199.0
S4	10,703.5	10,799.0	11,150.4

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	11,549.5	11,029.5	520.0	4.6%	215.5	1.9%	42%	False	False	109,164
10	11,807.0	11,029.5	777.5	6.9%	180.6	1.6%	28%	False	False	93,088
20	11,807.0	10,650.0	1,157.0	10.3%	193.5	1.7%	52%	False	False	94,730
40	11,807.0	10,650.0	1,157.0	10.3%	226.9	2.0%	52%	False	False	86,449
60	11,934.0	10,650.0	1,284.0	11.4%	223.2	2.0%	47%	False	False	57,895
80	12,428.5	10,650.0	1,778.5	15.8%	224.1	2.0%	34%	False	False	43,552
100	12,428.5	10,650.0	1,778.5	15.8%	215.2	1.9%	34%	False	False	34,901
120	12,428.5	10,638.0	1,790.5	15.9%	191.7	1.7%	34%	False	False	29,088

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	39.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,064.1
2.618	11,776.1
1.618	11,599.6
1.000	11,490.5
0.618	11,423.1
HIGH	11,314.0
0.618	11,246.6
0.500	11,225.8
0.382	11,204.9
LOW	11,137.5
0.618	11,028.4
1.000	10,961.0
1.618	10,851.9
2.618	10,675.4
4.250	10,387.4

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	11,240.3	11,228.3
PP	11,233.0	11,209.2
S1	11,225.8	11,190.0

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

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