DAX Index Future September 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	10,847.0	10,658.0	-189.0	-1.7%	11,544.0
High	10,856.0	10,658.0	-198.0	-1.8%	11,621.5
Low	10,670.0	10,300.0	-370.0	-3.5%	10,892.5
Close	10,686.0	10,430.0	-256.0	-2.4%	10,992.0
Range	186.0	358.0	172.0	92.5%	729.0
ATR	217.1	229.1	12.1	5.6%	0.0
Volume	149,218	204,061	54,843	36.8%	559,960

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,536.7	11,341.3	10,626.9
R3	11,178.7	10,983.3	10,528.5
R2	10,820.7	10,820.7	10,495.6
R1	10,625.3	10,625.3	10,462.8	10,544.0
PP	10,462.7	10,462.7	10,462.7	10,422.0
S1	10,267.3	10,267.3	10,397.2	10,186.0
S2	10,104.7	10,104.7	10,364.4
S3	9,746.7	9,909.3	10,331.6
S4	9,388.7	9,551.3	10,233.1

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	11,114.0	10,300.0	814.0	7.8%	227.1	2.2%	16%	False	True	126,639
10	11,621.5	10,300.0	1,321.5	12.7%	223.2	2.1%	10%	False	True	116,449
20	11,673.0	10,300.0	1,373.0	13.2%	205.5	2.0%	9%	False	True	106,333
40	11,807.0	10,300.0	1,507.0	14.4%	209.0	2.0%	9%	False	True	102,550
60	11,807.0	10,300.0	1,507.0	14.4%	218.3	2.1%	9%	False	True	84,094
80	12,080.0	10,300.0	1,780.0	17.1%	226.4	2.2%	7%	False	True	63,209
100	12,428.5	10,300.0	2,128.5	20.4%	218.3	2.1%	6%	False	True	50,667
120	12,428.5	10,300.0	2,128.5	20.4%	209.4	2.0%	6%	False	True	42,260

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34.4
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	12,179.5
2.618	11,595.2
1.618	11,237.2
1.000	11,016.0
0.618	10,879.2
HIGH	10,658.0
0.618	10,521.2
0.500	10,479.0
0.382	10,436.8
LOW	10,300.0
0.618	10,078.8
1.000	9,942.0
1.618	9,720.8
2.618	9,362.8
4.250	8,778.5

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	10,479.0	10,642.0
PP	10,462.7	10,571.3
S1	10,446.3	10,500.7

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

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