DAX Index Future December 2015

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	10,200.5	9,885.0	-315.5	-3.1%	10,172.0
High	10,219.0	10,000.5	-218.5	-2.1%	10,338.0
Low	9,857.0	9,782.0	-75.0	-0.8%	9,857.0
Close	9,909.0	9,969.5	60.5	0.6%	9,909.0
Range	362.0	218.5	-143.5	-39.6%	481.0
ATR	261.1	258.1	-3.0	-1.2%	0.0
Volume	106,925	152,949	46,024	43.0%	452,324

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,572.8	10,489.7	10,089.7
R3	10,354.3	10,271.2	10,029.6
R2	10,135.8	10,135.8	10,009.6
R1	10,052.7	10,052.7	9,989.5	10,094.3
PP	9,917.3	9,917.3	9,917.3	9,938.1
S1	9,834.2	9,834.2	9,949.5	9,875.8
S2	9,698.8	9,698.8	9,929.4
S3	9,480.3	9,615.7	9,909.4
S4	9,261.8	9,397.2	9,849.3

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,477.7	11,174.3	10,173.6
R3	10,996.7	10,693.3	10,041.3
R2	10,515.7	10,515.7	9,997.2
R1	10,212.3	10,212.3	9,953.1	10,123.5
PP	10,034.7	10,034.7	10,034.7	9,990.3
S1	9,731.3	9,731.3	9,864.9	9,642.5
S2	9,553.7	9,553.7	9,820.8
S3	9,072.7	9,250.3	9,776.7
S4	8,591.7	8,769.3	9,644.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,338.0	9,782.0	556.0	5.6%	226.9	2.3%	34%	False	True	104,711
10	10,521.5	9,782.0	739.5	7.4%	226.2	2.3%	25%	False	True	68,202
20	10,521.5	9,320.0	1,201.5	12.1%	254.2	2.5%	54%	False	False	35,129
40	11,670.5	9,320.0	2,350.5	23.6%	228.0	2.3%	28%	False	False	17,855
60	11,811.0	9,320.0	2,491.0	25.0%	216.1	2.2%	26%	False	False	11,985
80	11,811.0	9,320.0	2,491.0	25.0%	214.8	2.2%	26%	False	False	9,081
100	11,900.5	9,320.0	2,580.5	25.9%	208.8	2.1%	25%	False	False	7,275
120	12,421.0	9,320.0	3,101.0	31.1%	201.4	2.0%	21%	False	False	6,070

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	53.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,929.1
2.618	10,572.5
1.618	10,354.0
1.000	10,219.0
0.618	10,135.5
HIGH	10,000.5
0.618	9,917.0
0.500	9,891.3
0.382	9,865.5
LOW	9,782.0
0.618	9,647.0
1.000	9,563.5
1.618	9,428.5
2.618	9,210.0
4.250	8,853.4

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	9,943.4	10,052.8
PP	9,917.3	10,025.0
S1	9,891.3	9,997.3

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

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