DAX Index Future September 2015

Trading Metrics calculated at close of trading on 19-Aug-2015

Day Change Summary
	Previous	Current
	18-Aug-2015	19-Aug-2015	Change	Change %	Previous Week
Open	10,973.5	10,847.0	-126.5	-1.2%	11,544.0
High	10,984.0	10,856.0	-128.0	-1.2%	11,621.5
Low	10,880.0	10,670.0	-210.0	-1.9%	10,892.5
Close	10,916.5	10,686.0	-230.5	-2.1%	10,992.0
Range	104.0	186.0	82.0	78.8%	729.0
ATR	214.8	217.1	2.3	1.1%	0.0
Volume	103,029	149,218	46,189	44.8%	559,960

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,295.3	11,176.7	10,788.3
R3	11,109.3	10,990.7	10,737.2
R2	10,923.3	10,923.3	10,720.1
R1	10,804.7	10,804.7	10,703.1	10,771.0
PP	10,737.3	10,737.3	10,737.3	10,720.5
S1	10,618.7	10,618.7	10,669.0	10,585.0
S2	10,551.3	10,551.3	10,651.9
S3	10,365.3	10,432.7	10,634.9
S4	10,179.3	10,246.7	10,583.7

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	11,156.5	10,670.0	486.5	4.6%	191.3	1.8%	3%	False	True	102,619
10	11,673.0	10,670.0	1,003.0	9.4%	201.5	1.9%	2%	False	True	103,457
20	11,673.0	10,670.0	1,003.0	9.4%	197.2	1.8%	2%	False	True	100,880
40	11,807.0	10,650.0	1,157.0	10.8%	205.7	1.9%	3%	False	False	100,344
60	11,807.0	10,650.0	1,157.0	10.8%	215.4	2.0%	3%	False	False	80,699
80	12,080.0	10,650.0	1,430.0	13.4%	225.6	2.1%	3%	False	False	60,661
100	12,428.5	10,650.0	1,778.5	16.6%	217.5	2.0%	2%	False	False	48,631
120	12,428.5	10,650.0	1,778.5	16.6%	207.3	1.9%	2%	False	False	40,560

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	40.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,646.5
2.618	11,342.9
1.618	11,156.9
1.000	11,042.0
0.618	10,970.9
HIGH	10,856.0
0.618	10,784.9
0.500	10,763.0
0.382	10,741.1
LOW	10,670.0
0.618	10,555.1
1.000	10,484.0
1.618	10,369.1
2.618	10,183.1
4.250	9,879.5

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	10,763.0	10,892.0
PP	10,737.3	10,823.3
S1	10,711.7	10,754.7

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

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