DAX Index Future September 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	10,027.5	10,125.5	98.0	1.0%	9,806.5
High	10,138.0	10,380.5	242.5	2.4%	10,383.0
Low	9,960.0	10,111.0	151.0	1.5%	9,317.5
Close	10,067.0	10,325.0	258.0	2.6%	10,271.0
Range	178.0	269.5	91.5	51.4%	1,065.5
ATR	290.2	291.9	1.7	0.6%	0.0
Volume	115,863	107,944	-7,919	-6.8%	624,852

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,080.7	10,972.3	10,473.2
R3	10,811.2	10,702.8	10,399.1
R2	10,541.7	10,541.7	10,374.4
R1	10,433.3	10,433.3	10,349.7	10,487.5
PP	10,272.2	10,272.2	10,272.2	10,299.3
S1	10,163.8	10,163.8	10,300.3	10,218.0
S2	10,002.7	10,002.7	10,275.6
S3	9,733.2	9,894.3	10,250.9
S4	9,463.7	9,624.8	10,176.8

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	10,380.5	9,885.0	495.5	4.8%	206.0	2.0%	89%	True	False	106,467
10	10,437.0	9,317.5	1,119.5	10.8%	316.5	3.1%	90%	False	False	132,387
20	11,621.5	9,317.5	2,304.0	22.3%	269.8	2.6%	44%	False	False	124,418
40	11,807.0	9,317.5	2,489.5	24.1%	223.4	2.2%	40%	False	False	105,802
60	11,807.0	9,317.5	2,489.5	24.1%	234.7	2.3%	40%	False	False	105,578
80	11,934.0	9,317.5	2,616.5	25.3%	230.4	2.2%	39%	False	False	79,697
100	12,368.5	9,317.5	3,051.0	29.5%	234.7	2.3%	33%	False	False	63,878
120	12,428.5	9,317.5	3,111.0	30.1%	226.2	2.2%	32%	False	False	53,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	78.7
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	11,525.9
2.618	11,086.1
1.618	10,816.6
1.000	10,650.0
0.618	10,547.1
HIGH	10,380.5
0.618	10,277.6
0.500	10,245.8
0.382	10,213.9
LOW	10,111.0
0.618	9,944.4
1.000	9,841.5
1.618	9,674.9
2.618	9,405.4
4.250	8,965.6

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	10,298.6	10,260.9
PP	10,272.2	10,196.8
S1	10,245.8	10,132.8

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

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