DAX Index Future September 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	9,993.0	10,217.5	224.5	2.2%	11,031.0
High	10,204.0	10,383.0	179.0	1.8%	11,114.0
Low	9,849.0	10,165.5	316.5	3.2%	9,980.0
Close	10,033.0	10,332.5	299.5	3.0%	10,152.0
Range	355.0	217.5	-137.5	-38.7%	1,134.0
ATR	310.2	313.0	2.8	0.9%	0.0
Volume	122,931	84,523	-38,408	-31.2%	772,197

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,946.2	10,856.8	10,452.1
R3	10,728.7	10,639.3	10,392.3
R2	10,511.2	10,511.2	10,372.4
R1	10,421.8	10,421.8	10,352.4	10,466.5
PP	10,293.7	10,293.7	10,293.7	10,316.0
S1	10,204.3	10,204.3	10,312.6	10,249.0
S2	10,076.2	10,076.2	10,292.6
S3	9,858.7	9,986.8	10,272.7
S4	9,641.2	9,769.3	10,212.9

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	10,437.0	9,317.5	1,119.5	10.8%	426.9	4.1%	91%	False	False	158,308
10	11,114.0	9,317.5	1,796.5	17.4%	327.0	3.2%	56%	False	False	142,473
20	11,673.0	9,317.5	2,355.5	22.8%	258.3	2.5%	43%	False	False	118,619
40	11,807.0	9,317.5	2,489.5	24.1%	225.9	2.2%	41%	False	False	106,674
60	11,807.0	9,317.5	2,489.5	24.1%	237.4	2.3%	41%	False	False	97,172
80	11,934.0	9,317.5	2,616.5	25.3%	231.9	2.2%	39%	False	False	73,076
100	12,428.5	9,317.5	3,111.0	30.1%	230.9	2.2%	33%	False	False	58,565
120	12,428.5	9,317.5	3,111.0	30.1%	222.4	2.2%	33%	False	False	48,854

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	67.6
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	11,307.4
2.618	10,952.4
1.618	10,734.9
1.000	10,600.5
0.618	10,517.4
HIGH	10,383.0
0.618	10,299.9
0.500	10,274.3
0.382	10,248.6
LOW	10,165.5
0.618	10,031.1
1.000	9,948.0
1.618	9,813.6
2.618	9,596.1
4.250	9,241.1

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	10,313.1	10,235.8
PP	10,293.7	10,139.0
S1	10,274.3	10,042.3

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

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