DAX Index Future December 2015

Trading Metrics calculated at close of trading on 29-Sep-2015

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	9,577.0	9,420.0	-157.0	-1.6%	9,885.0
High	9,678.5	9,539.0	-139.5	-1.4%	10,019.0
Low	9,434.0	9,301.0	-133.0	-1.4%	9,361.0
Close	9,490.5	9,466.5	-24.0	-0.3%	9,705.0
Range	244.5	238.0	-6.5	-2.7%	658.0
ATR	278.4	275.6	-2.9	-1.0%	0.0
Volume	146,904	127,717	-19,187	-13.1%	666,557

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,149.5	10,046.0	9,597.4
R3	9,911.5	9,808.0	9,532.0
R2	9,673.5	9,673.5	9,510.1
R1	9,570.0	9,570.0	9,488.3	9,621.8
PP	9,435.5	9,435.5	9,435.5	9,461.4
S1	9,332.0	9,332.0	9,444.7	9,383.8
S2	9,197.5	9,197.5	9,422.9
S3	8,959.5	9,094.0	9,401.1
S4	8,721.5	8,856.0	9,335.6

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,669.0	11,345.0	10,066.9
R3	11,011.0	10,687.0	9,886.0
R2	10,353.0	10,353.0	9,825.6
R1	10,029.0	10,029.0	9,765.3	9,862.0
PP	9,695.0	9,695.0	9,695.0	9,611.5
S1	9,371.0	9,371.0	9,644.7	9,204.0
S2	9,037.0	9,037.0	9,584.4
S3	8,379.0	8,713.0	9,524.1
S4	7,721.0	8,055.0	9,343.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,746.5	9,301.0	445.5	4.7%	248.7	2.6%	37%	False	True	135,331
10	10,338.0	9,301.0	1,037.0	11.0%	265.0	2.8%	16%	False	True	125,102
20	10,521.5	9,301.0	1,220.5	12.9%	241.7	2.6%	14%	False	True	73,950
40	11,670.5	9,301.0	2,369.5	25.0%	243.6	2.6%	7%	False	True	37,473
60	11,811.0	9,301.0	2,510.0	26.5%	220.8	2.3%	7%	False	True	25,097
80	11,811.0	9,301.0	2,510.0	26.5%	223.9	2.4%	7%	False	True	18,925
100	11,900.5	9,301.0	2,599.5	27.5%	212.9	2.2%	6%	False	True	15,154
120	12,421.0	9,301.0	3,120.0	33.0%	209.9	2.2%	5%	False	True	12,636

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	65.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,550.5
2.618	10,162.1
1.618	9,924.1
1.000	9,777.0
0.618	9,686.1
HIGH	9,539.0
0.618	9,448.1
0.500	9,420.0
0.382	9,391.9
LOW	9,301.0
0.618	9,153.9
1.000	9,063.0
1.618	8,915.9
2.618	8,677.9
4.250	8,289.5

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	9,451.0	9,523.8
PP	9,435.5	9,504.7
S1	9,420.0	9,485.6

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

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