DAX Index Future September 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	10,153.0	9,806.5	-346.5	-3.4%	11,031.0
High	10,437.0	9,936.5	-500.5	-4.8%	11,114.0
Low	9,980.0	9,317.5	-662.5	-6.6%	9,980.0
Close	10,152.0	9,630.5	-521.5	-5.1%	10,152.0
Range	457.0	619.0	162.0	35.4%	1,134.0
ATR	245.4	287.5	42.1	17.1%	0.0
Volume	243,466	192,014	-51,452	-21.1%	772,197

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,485.2	11,176.8	9,971.0
R3	10,866.2	10,557.8	9,800.7
R2	10,247.2	10,247.2	9,744.0
R1	9,938.8	9,938.8	9,687.2	9,783.5
PP	9,628.2	9,628.2	9,628.2	9,550.5
S1	9,319.8	9,319.8	9,573.8	9,164.5
S2	9,009.2	9,009.2	9,517.0
S3	8,390.2	8,700.8	9,460.3
S4	7,771.2	8,081.8	9,290.1

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,817.3	13,118.7	10,775.7
R3	12,683.3	11,984.7	10,463.9
R2	11,549.3	11,549.3	10,359.9
R1	10,850.7	10,850.7	10,256.0	10,633.0
PP	10,415.3	10,415.3	10,415.3	10,306.5
S1	9,716.7	9,716.7	10,048.1	9,499.0
S2	9,281.3	9,281.3	9,944.1
S3	8,147.3	8,582.7	9,840.2
S4	7,013.3	7,448.7	9,528.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,984.0	9,317.5	1,666.5	17.3%	344.8	3.6%	19%	False	True	178,357
10	11,573.5	9,317.5	2,256.0	23.4%	301.1	3.1%	14%	False	True	139,431
20	11,673.0	9,317.5	2,355.5	24.5%	231.4	2.4%	13%	False	True	115,619
40	11,807.0	9,317.5	2,489.5	25.9%	224.5	2.3%	13%	False	True	107,115
60	11,807.0	9,317.5	2,489.5	25.9%	229.0	2.4%	13%	False	True	91,321
80	11,934.0	9,317.5	2,616.5	27.2%	230.1	2.4%	12%	False	True	68,646
100	12,428.5	9,317.5	3,111.0	32.3%	225.5	2.3%	10%	False	True	55,018
120	12,428.5	9,317.5	3,111.0	32.3%	217.0	2.3%	10%	False	True	45,889

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	56.9
Widest range in 164 trading days

Fibonacci Retracements and Extensions
4.250	12,567.3
2.618	11,557.0
1.618	10,938.0
1.000	10,555.5
0.618	10,319.0
HIGH	9,936.5
0.618	9,700.0
0.500	9,627.0
0.382	9,554.0
LOW	9,317.5
0.618	8,935.0
1.000	8,698.5
1.618	8,316.0
2.618	7,697.0
4.250	6,686.8

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	9,629.3	9,987.8
PP	9,628.2	9,868.7
S1	9,627.0	9,749.6

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

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