DAX Index Future December 2015

Trading Metrics calculated at close of trading on 15-Sep-2015

Day Change Summary
	Previous	Current
	14-Sep-2015	15-Sep-2015	Change	Change %	Previous Week
Open	10,172.0	10,180.0	8.0	0.1%	10,145.5
High	10,225.5	10,258.5	33.0	0.3%	10,521.5
Low	10,081.5	10,069.0	-12.5	-0.1%	10,077.0
Close	10,166.5	10,211.5	45.0	0.4%	10,138.5
Range	144.0	189.5	45.5	31.6%	444.5
ATR	268.1	262.4	-5.6	-2.1%	0.0
Volume	81,716	60,762	-20,954	-25.6%	76,754

Daily Pivots for day following 15-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,748.2	10,669.3	10,315.7
R3	10,558.7	10,479.8	10,263.6
R2	10,369.2	10,369.2	10,246.2
R1	10,290.3	10,290.3	10,228.9	10,329.8
PP	10,179.7	10,179.7	10,179.7	10,199.4
S1	10,100.8	10,100.8	10,194.1	10,140.3
S2	9,990.2	9,990.2	10,176.8
S3	9,800.7	9,911.3	10,159.4
S4	9,611.2	9,721.8	10,107.3

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,579.2	11,303.3	10,383.0
R3	11,134.7	10,858.8	10,260.7
R2	10,690.2	10,690.2	10,220.0
R1	10,414.3	10,414.3	10,179.2	10,330.0
PP	10,245.7	10,245.7	10,245.7	10,203.5
S1	9,969.8	9,969.8	10,097.8	9,885.5
S2	9,801.2	9,801.2	10,057.0
S3	9,356.7	9,525.3	10,016.3
S4	8,912.2	9,080.8	9,894.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,521.5	10,069.0	452.5	4.4%	207.9	2.0%	31%	False	True	42,802
10	10,521.5	9,888.0	633.5	6.2%	218.4	2.1%	51%	False	False	22,797
20	10,985.5	9,320.0	1,665.5	16.3%	260.1	2.5%	54%	False	False	12,237
40	11,785.0	9,320.0	2,465.0	24.1%	222.5	2.2%	36%	False	False	6,318
60	11,811.0	9,320.0	2,491.0	24.4%	212.3	2.1%	36%	False	False	4,298
80	11,900.5	9,320.0	2,580.5	25.3%	212.8	2.1%	35%	False	False	3,298
100	12,080.0	9,320.0	2,760.0	27.0%	209.7	2.1%	32%	False	False	2,648
120	12,421.0	9,320.0	3,101.0	30.4%	193.6	1.9%	29%	False	False	2,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	54.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,063.9
2.618	10,754.6
1.618	10,565.1
1.000	10,448.0
0.618	10,375.6
HIGH	10,258.5
0.618	10,186.1
0.500	10,163.8
0.382	10,141.4
LOW	10,069.0
0.618	9,951.9
1.000	9,879.5
1.618	9,762.4
2.618	9,572.9
4.250	9,263.6

Fisher Pivots for day following 15-Sep-2015
Pivot	1 day	3 day
R1	10,195.6	10,195.6
PP	10,179.7	10,179.7
S1	10,163.8	10,163.8

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

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