DAX Index Future September 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	11,607.5	11,587.5	-20.0	-0.2%	11,290.0
High	11,673.0	11,588.0	-85.0	-0.7%	11,673.0
Low	11,532.5	11,482.5	-50.0	-0.4%	11,246.5
Close	11,589.5	11,494.5	-95.0	-0.8%	11,494.5
Range	140.5	105.5	-35.0	-24.9%	426.5
ATR	204.3	197.3	-6.9	-3.4%	0.0
Volume	74,140	75,804	1,664	2.2%	387,138

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,838.2	11,771.8	11,552.5
R3	11,732.7	11,666.3	11,523.5
R2	11,627.2	11,627.2	11,513.8
R1	11,560.8	11,560.8	11,504.2	11,541.3
PP	11,521.7	11,521.7	11,521.7	11,511.9
S1	11,455.3	11,455.3	11,484.8	11,435.8
S2	11,416.2	11,416.2	11,475.2
S3	11,310.7	11,349.8	11,465.5
S4	11,205.2	11,244.3	11,436.5

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,750.8	12,549.2	11,729.1
R3	12,324.3	12,122.7	11,611.8
R2	11,897.8	11,897.8	11,572.7
R1	11,696.2	11,696.2	11,533.6	11,797.0
PP	11,471.3	11,471.3	11,471.3	11,521.8
S1	11,269.7	11,269.7	11,455.4	11,370.5
S2	11,044.8	11,044.8	11,416.3
S3	10,618.3	10,843.2	11,377.2
S4	10,191.8	10,416.7	11,259.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,673.0	11,246.5	426.5	3.7%	149.1	1.3%	58%	False	False	77,427
10	11,673.0	11,029.5	643.5	5.6%	171.5	1.5%	72%	False	False	90,507
20	11,807.0	11,029.5	777.5	6.8%	169.4	1.5%	60%	False	False	85,882
40	11,807.0	10,650.0	1,157.0	10.1%	214.4	1.9%	73%	False	False	97,595
60	11,934.0	10,650.0	1,284.0	11.2%	214.1	1.9%	66%	False	False	66,043
80	12,353.0	10,650.0	1,703.0	14.8%	225.4	2.0%	50%	False	False	49,687
100	12,428.5	10,650.0	1,778.5	15.5%	216.5	1.9%	47%	False	False	39,816
120	12,428.5	10,650.0	1,778.5	15.5%	197.0	1.7%	47%	False	False	33,189

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38.9
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,036.4
2.618	11,864.2
1.618	11,758.7
1.000	11,693.5
0.618	11,653.2
HIGH	11,588.0
0.618	11,547.7
0.500	11,535.3
0.382	11,522.8
LOW	11,482.5
0.618	11,417.3
1.000	11,377.0
1.618	11,311.8
2.618	11,206.3
4.250	11,034.1

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	11,535.3	11,574.8
PP	11,521.7	11,548.0
S1	11,508.1	11,521.3

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

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