DAX Index Future September 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	10,014.0	10,027.5	13.5	0.1%	9,806.5
High	10,118.0	10,138.0	20.0	0.2%	10,383.0
Low	9,885.0	9,960.0	75.0	0.8%	9,317.5
Close	9,995.0	10,067.0	72.0	0.7%	10,271.0
Range	233.0	178.0	-55.0	-23.6%	1,065.5
ATR	298.9	290.2	-8.6	-2.9%	0.0
Volume	103,145	115,863	12,718	12.3%	624,852

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,589.0	10,506.0	10,164.9
R3	10,411.0	10,328.0	10,116.0
R2	10,233.0	10,233.0	10,099.6
R1	10,150.0	10,150.0	10,083.3	10,191.5
PP	10,055.0	10,055.0	10,055.0	10,075.8
S1	9,972.0	9,972.0	10,050.7	10,013.5
S2	9,877.0	9,877.0	10,034.4
S3	9,699.0	9,794.0	10,018.1
S4	9,521.0	9,616.0	9,969.1

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,187.0	12,794.5	10,857.0
R3	12,121.5	11,729.0	10,564.0
R2	11,056.0	11,056.0	10,466.3
R1	10,663.5	10,663.5	10,368.7	10,859.8
PP	9,990.5	9,990.5	9,990.5	10,088.6
S1	9,598.0	9,598.0	10,173.3	9,794.3
S2	8,925.0	8,925.0	10,075.7
S3	7,859.5	8,532.5	9,978.0
S4	6,794.0	7,467.0	9,685.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,383.0	9,885.0	498.0	4.9%	195.6	1.9%	37%	False	False	101,782
10	10,658.0	9,317.5	1,340.5	13.3%	325.3	3.2%	56%	False	False	141,999
20	11,673.0	9,317.5	2,355.5	23.4%	263.4	2.6%	32%	False	False	122,728
40	11,807.0	9,317.5	2,489.5	24.7%	223.0	2.2%	30%	False	False	105,971
60	11,807.0	9,317.5	2,489.5	24.7%	236.2	2.3%	30%	False	False	104,084
80	11,934.0	9,317.5	2,616.5	26.0%	230.2	2.3%	29%	False	False	78,362
100	12,428.5	9,317.5	3,111.0	30.9%	233.1	2.3%	24%	False	False	62,801
120	12,428.5	9,317.5	3,111.0	30.9%	224.4	2.2%	24%	False	False	52,386

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	77.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,894.5
2.618	10,604.0
1.618	10,426.0
1.000	10,316.0
0.618	10,248.0
HIGH	10,138.0
0.618	10,070.0
0.500	10,049.0
0.382	10,028.0
LOW	9,960.0
0.618	9,850.0
1.000	9,782.0
1.618	9,672.0
2.618	9,494.0
4.250	9,203.5

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	10,061.0	10,097.0
PP	10,055.0	10,087.0
S1	10,049.0	10,077.0

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

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