DAX Index Future December 2015

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	9,420.0	9,589.5	169.5	1.8%	9,885.0
High	9,539.0	9,734.5	195.5	2.0%	10,019.0
Low	9,301.0	9,581.0	280.0	3.0%	9,361.0
Close	9,466.5	9,659.5	193.0	2.0%	9,705.0
Range	238.0	153.5	-84.5	-35.5%	658.0
ATR	275.6	275.0	-0.5	-0.2%	0.0
Volume	127,717	132,860	5,143	4.0%	666,557

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,118.8	10,042.7	9,743.9
R3	9,965.3	9,889.2	9,701.7
R2	9,811.8	9,811.8	9,687.6
R1	9,735.7	9,735.7	9,673.6	9,773.8
PP	9,658.3	9,658.3	9,658.3	9,677.4
S1	9,582.2	9,582.2	9,645.4	9,620.3
S2	9,504.8	9,504.8	9,631.4
S3	9,351.3	9,428.7	9,617.3
S4	9,197.8	9,275.2	9,575.1

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	4.6%	233.6	2.4%	80%	False	False	131,982
10	10,323.5	9,301.0	1,022.5	10.6%	263.6	2.7%	35%	False	False	133,613
20	10,521.5	9,301.0	1,220.5	12.6%	238.2	2.5%	29%	False	False	80,400
40	11,670.5	9,301.0	2,369.5	24.5%	245.3	2.5%	15%	False	False	40,792
60	11,811.0	9,301.0	2,510.0	26.0%	218.9	2.3%	14%	False	False	27,307
80	11,811.0	9,301.0	2,510.0	26.0%	223.5	2.3%	14%	False	False	20,585
100	11,900.5	9,301.0	2,599.5	26.9%	213.7	2.2%	14%	False	False	16,481
120	12,388.0	9,301.0	3,087.0	32.0%	210.5	2.2%	12%	False	False	13,743

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	60.6
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	10,386.9
2.618	10,136.4
1.618	9,982.9
1.000	9,888.0
0.618	9,829.4
HIGH	9,734.5
0.618	9,675.9
0.500	9,657.8
0.382	9,639.6
LOW	9,581.0
0.618	9,486.1
1.000	9,427.5
1.618	9,332.6
2.618	9,179.1
4.250	8,928.6

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	9,658.9	9,612.3
PP	9,658.3	9,565.0
S1	9,657.8	9,517.8

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

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