DAX Index Future December 2015

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	9,510.0	9,591.5	81.5	0.9%	10,172.0
High	9,712.0	9,708.0	-4.0	0.0%	10,338.0
Low	9,483.0	9,361.0	-122.0	-1.3%	9,857.0
Close	9,620.5	9,415.5	-205.0	-2.1%	9,909.0
Range	229.0	347.0	118.0	51.5%	481.0
ATR	269.5	275.0	5.5	2.1%	0.0
Volume	149,605	125,932	-23,673	-15.8%	452,324

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,535.8	10,322.7	9,606.4
R3	10,188.8	9,975.7	9,510.9
R2	9,841.8	9,841.8	9,479.1
R1	9,628.7	9,628.7	9,447.3	9,561.8
PP	9,494.8	9,494.8	9,494.8	9,461.4
S1	9,281.7	9,281.7	9,383.7	9,214.8
S2	9,147.8	9,147.8	9,351.9
S3	8,800.8	8,934.7	9,320.1
S4	8,453.8	8,587.7	9,224.7

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	10,219.0	9,361.0	858.0	9.1%	323.6	3.4%	6%	False	True	129,396
10	10,338.0	9,361.0	977.0	10.4%	249.2	2.6%	6%	False	True	103,120
20	10,521.5	9,361.0	1,160.5	12.3%	235.1	2.5%	5%	False	True	54,219
40	11,670.5	9,320.0	2,350.5	25.0%	239.8	2.5%	4%	False	False	27,461
60	11,811.0	9,320.0	2,491.0	26.5%	218.3	2.3%	4%	False	False	18,422
80	11,811.0	9,320.0	2,491.0	26.5%	222.0	2.4%	4%	False	False	13,917
100	11,900.5	9,320.0	2,580.5	27.4%	211.9	2.3%	4%	False	False	11,144
120	12,421.0	9,320.0	3,101.0	32.9%	207.1	2.2%	3%	False	False	9,295

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	52.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,182.8
2.618	10,616.4
1.618	10,269.4
1.000	10,055.0
0.618	9,922.4
HIGH	9,708.0
0.618	9,575.4
0.500	9,534.5
0.382	9,493.6
LOW	9,361.0
0.618	9,146.6
1.000	9,014.0
1.618	8,799.6
2.618	8,452.6
4.250	7,886.3

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	9,534.5	9,690.0
PP	9,494.8	9,598.5
S1	9,455.2	9,507.0

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

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