DAX Index Future September 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	11,200.0	11,080.0	-120.0	-1.1%	11,290.0
High	11,202.0	11,156.5	-45.5	-0.4%	11,673.0
Low	10,892.5	10,977.5	85.0	0.8%	11,246.5
Close	10,946.0	11,002.0	56.0	0.5%	11,494.5
Range	309.5	179.0	-130.5	-42.2%	426.5
ATR	220.4	219.7	-0.7	-0.3%	0.0
Volume	111,825	83,960	-27,865	-24.9%	387,138

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,582.3	11,471.2	11,100.5
R3	11,403.3	11,292.2	11,051.2
R2	11,224.3	11,224.3	11,034.8
R1	11,113.2	11,113.2	11,018.4	11,079.3
PP	11,045.3	11,045.3	11,045.3	11,028.4
S1	10,934.2	10,934.2	10,985.6	10,900.3
S2	10,866.3	10,866.3	10,969.2
S3	10,687.3	10,755.2	10,952.8
S4	10,508.3	10,576.2	10,903.6

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	11,621.5	10,892.5	729.0	6.6%	219.3	2.0%	15%	False	False	106,259
10	11,673.0	10,892.5	780.5	7.1%	189.6	1.7%	14%	False	False	94,764
20	11,807.0	10,892.5	914.5	8.3%	185.1	1.7%	12%	False	False	93,926
40	11,807.0	10,650.0	1,157.0	10.5%	214.7	2.0%	30%	False	False	102,117
60	11,934.0	10,650.0	1,284.0	11.7%	213.1	1.9%	27%	False	False	73,598
80	12,099.5	10,650.0	1,449.5	13.2%	226.1	2.1%	24%	False	False	55,366
100	12,428.5	10,650.0	1,778.5	16.2%	217.2	2.0%	20%	False	False	44,354
120	12,428.5	10,650.0	1,778.5	16.2%	203.7	1.9%	20%	False	False	36,984

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	37.1
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,917.3
2.618	11,625.1
1.618	11,446.1
1.000	11,335.5
0.618	11,267.1
HIGH	11,156.5
0.618	11,088.1
0.500	11,067.0
0.382	11,045.9
LOW	10,977.5
0.618	10,866.9
1.000	10,798.5
1.618	10,687.9
2.618	10,508.9
4.250	10,216.8

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	11,067.0	11,233.0
PP	11,045.3	11,156.0
S1	11,023.7	11,079.0

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

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