DAX Index Future December 2015

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	9,885.0	9,991.0	106.0	1.1%	10,172.0
High	10,000.5	10,019.0	18.5	0.2%	10,338.0
Low	9,782.0	9,557.5	-224.5	-2.3%	9,857.0
Close	9,969.5	9,569.0	-400.5	-4.0%	9,909.0
Range	218.5	461.5	243.0	111.2%	481.0
ATR	258.1	272.6	14.5	5.6%	0.0
Volume	152,949	111,571	-41,378	-27.1%	452,324

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,099.7	10,795.8	9,822.8
R3	10,638.2	10,334.3	9,695.9
R2	10,176.7	10,176.7	9,653.6
R1	9,872.8	9,872.8	9,611.3	9,794.0
PP	9,715.2	9,715.2	9,715.2	9,675.8
S1	9,411.3	9,411.3	9,526.7	9,332.5
S2	9,253.7	9,253.7	9,484.4
S3	8,792.2	8,949.8	9,442.1
S4	8,330.7	8,488.3	9,315.2

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	9,557.5	780.5	8.2%	281.3	2.9%	1%	False	True	114,873
10	10,521.5	9,557.5	964.0	10.1%	244.6	2.6%	1%	False	True	78,837
20	10,521.5	9,557.5	964.0	10.1%	246.6	2.6%	1%	False	True	40,501
40	11,670.5	9,320.0	2,350.5	24.6%	232.9	2.4%	11%	False	False	20,628
60	11,811.0	9,320.0	2,491.0	26.0%	216.8	2.3%	10%	False	False	13,837
80	11,811.0	9,320.0	2,491.0	26.0%	219.3	2.3%	10%	False	False	10,476
100	11,900.5	9,320.0	2,580.5	27.0%	211.9	2.2%	10%	False	False	8,389
120	12,421.0	9,320.0	3,101.0	32.4%	203.5	2.1%	8%	False	False	7,000

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	51.1
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	11,980.4
2.618	11,227.2
1.618	10,765.7
1.000	10,480.5
0.618	10,304.2
HIGH	10,019.0
0.618	9,842.7
0.500	9,788.3
0.382	9,733.8
LOW	9,557.5
0.618	9,272.3
1.000	9,096.0
1.618	8,810.8
2.618	8,349.3
4.250	7,596.1

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	9,788.3	9,888.3
PP	9,715.2	9,781.8
S1	9,642.1	9,675.4

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

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