DAX Index Future September 2015

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	11,243.5	11,282.0	38.5	0.3%	11,315.0
High	11,314.0	11,329.0	15.0	0.1%	11,329.0
Low	11,137.5	11,169.5	32.0	0.3%	11,029.5
Close	11,247.5	11,306.0	58.5	0.5%	11,306.0
Range	176.5	159.5	-17.0	-9.6%	299.5
ATR	223.1	218.6	-4.5	-2.0%	0.0
Volume	88,619	105,015	16,396	18.5%	517,940

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,746.7	11,685.8	11,393.7
R3	11,587.2	11,526.3	11,349.9
R2	11,427.7	11,427.7	11,335.2
R1	11,366.8	11,366.8	11,320.6	11,397.3
PP	11,268.2	11,268.2	11,268.2	11,283.4
S1	11,207.3	11,207.3	11,291.4	11,237.8
S2	11,108.7	11,108.7	11,276.8
S3	10,949.2	11,047.8	11,262.1
S4	10,789.7	10,888.3	11,218.3

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,120.0	12,012.5	11,470.7
R3	11,820.5	11,713.0	11,388.4
R2	11,521.0	11,521.0	11,360.9
R1	11,413.5	11,413.5	11,333.5	11,317.5
PP	11,221.5	11,221.5	11,221.5	11,173.5
S1	11,114.0	11,114.0	11,278.5	11,018.0
S2	10,922.0	10,922.0	11,251.1
S3	10,622.5	10,814.5	11,223.6
S4	10,323.0	10,515.0	11,141.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,329.0	11,029.5	299.5	2.6%	193.9	1.7%	92%	True	False	103,588
10	11,807.0	11,029.5	777.5	6.9%	184.9	1.6%	36%	False	False	97,938
20	11,807.0	10,650.0	1,157.0	10.2%	193.5	1.7%	57%	False	False	96,828
40	11,807.0	10,650.0	1,157.0	10.2%	224.4	2.0%	57%	False	False	89,023
60	11,934.0	10,650.0	1,284.0	11.4%	222.4	2.0%	51%	False	False	59,639
80	12,428.5	10,650.0	1,778.5	15.7%	224.9	2.0%	37%	False	False	44,862
100	12,428.5	10,650.0	1,778.5	15.7%	216.0	1.9%	37%	False	False	35,951
120	12,428.5	10,638.0	1,790.5	15.8%	192.9	1.7%	37%	False	False	29,963

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	40.9
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	12,006.9
2.618	11,746.6
1.618	11,587.1
1.000	11,488.5
0.618	11,427.6
HIGH	11,329.0
0.618	11,268.1
0.500	11,249.3
0.382	11,230.4
LOW	11,169.5
0.618	11,070.9
1.000	11,010.0
1.618	10,911.4
2.618	10,751.9
4.250	10,491.6

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	11,287.1	11,278.8
PP	11,268.2	11,251.5
S1	11,249.3	11,224.3

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

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