DAX Index Future September 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	11,080.0	10,983.0	-97.0	-0.9%	11,544.0
High	11,156.5	11,094.0	-62.5	-0.6%	11,621.5
Low	10,977.5	10,909.0	-68.5	-0.6%	10,892.5
Close	11,002.0	10,992.0	-10.0	-0.1%	10,992.0
Range	179.0	185.0	6.0	3.4%	729.0
ATR	219.7	217.2	-2.5	-1.1%	0.0
Volume	83,960	104,465	20,505	24.4%	559,960

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,553.3	11,457.7	11,093.8
R3	11,368.3	11,272.7	11,042.9
R2	11,183.3	11,183.3	11,025.9
R1	11,087.7	11,087.7	11,009.0	11,135.5
PP	10,998.3	10,998.3	10,998.3	11,022.3
S1	10,902.7	10,902.7	10,975.0	10,950.5
S2	10,813.3	10,813.3	10,958.1
S3	10,628.3	10,717.7	10,941.1
S4	10,443.3	10,532.7	10,890.3

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,355.7	12,902.8	11,393.0
R3	12,626.7	12,173.8	11,192.5
R2	11,897.7	11,897.7	11,125.7
R1	11,444.8	11,444.8	11,058.8	11,306.8
PP	11,168.7	11,168.7	11,168.7	11,099.6
S1	10,715.8	10,715.8	10,925.2	10,577.8
S2	10,439.7	10,439.7	10,858.4
S3	9,710.7	9,986.8	10,791.5
S4	8,981.7	9,257.8	10,591.1

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%	235.2	2.1%	14%	False	False	111,992
10	11,673.0	10,892.5	780.5	7.1%	192.2	1.7%	13%	False	False	94,709
20	11,807.0	10,892.5	914.5	8.3%	188.5	1.7%	11%	False	False	96,324
40	11,807.0	10,650.0	1,157.0	10.5%	207.2	1.9%	30%	False	False	101,791
60	11,934.0	10,650.0	1,284.0	11.7%	214.7	2.0%	27%	False	False	75,311
80	12,080.0	10,650.0	1,430.0	13.0%	226.7	2.1%	24%	False	False	56,663
100	12,428.5	10,650.0	1,778.5	16.2%	217.5	2.0%	19%	False	False	45,395
120	12,428.5	10,650.0	1,778.5	16.2%	203.9	1.9%	19%	False	False	37,854

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	39.8
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,880.3
2.618	11,578.3
1.618	11,393.3
1.000	11,279.0
0.618	11,208.3
HIGH	11,094.0
0.618	11,023.3
0.500	11,001.5
0.382	10,979.7
LOW	10,909.0
0.618	10,794.7
1.000	10,724.0
1.618	10,609.7
2.618	10,424.7
4.250	10,122.8

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	11,001.5	11,047.3
PP	10,998.3	11,028.8
S1	10,995.2	11,010.4

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

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