DAX Index Future December 2015

Trading Metrics calculated at close of trading on 09-Oct-2015

Day Change Summary
	Previous	Current
	08-Oct-2015	09-Oct-2015	Change	Change %	Previous Week
Open	9,939.0	10,119.0	180.0	1.8%	9,739.0
High	10,105.0	10,147.0	42.0	0.4%	10,147.0
Low	9,907.5	10,044.5	137.0	1.4%	9,647.5
Close	10,001.0	10,098.0	97.0	1.0%	10,098.0
Range	197.5	102.5	-95.0	-48.1%	499.5
ATR	270.5	261.7	-8.9	-3.3%	0.0
Volume	87,626	67,186	-20,440	-23.3%	535,414

Daily Pivots for day following 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,404.0	10,353.5	10,154.4
R3	10,301.5	10,251.0	10,126.2
R2	10,199.0	10,199.0	10,116.8
R1	10,148.5	10,148.5	10,107.4	10,122.5
PP	10,096.5	10,096.5	10,096.5	10,083.5
S1	10,046.0	10,046.0	10,088.6	10,020.0
S2	9,994.0	9,994.0	10,079.2
S3	9,891.5	9,943.5	10,069.8
S4	9,789.0	9,841.0	10,041.6

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,462.7	11,279.8	10,372.7
R3	10,963.2	10,780.3	10,235.4
R2	10,463.7	10,463.7	10,189.6
R1	10,280.8	10,280.8	10,143.8	10,372.3
PP	9,964.2	9,964.2	9,964.2	10,009.9
S1	9,781.3	9,781.3	10,052.2	9,872.8
S2	9,464.7	9,464.7	10,006.4
S3	8,965.2	9,281.8	9,960.6
S4	8,465.7	8,782.3	9,823.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,147.0	9,647.5	499.5	4.9%	195.5	1.9%	90%	True	False	107,082
10	10,147.0	9,301.0	846.0	8.4%	224.3	2.2%	94%	True	False	119,453
20	10,338.0	9,301.0	1,037.0	10.3%	237.2	2.3%	77%	False	False	115,670
40	11,111.5	9,301.0	1,810.5	17.9%	251.6	2.5%	44%	False	False	60,405
60	11,811.0	9,301.0	2,510.0	24.9%	224.9	2.2%	32%	False	False	40,399
80	11,811.0	9,301.0	2,510.0	24.9%	221.1	2.2%	32%	False	False	30,378
100	11,900.5	9,301.0	2,599.5	25.7%	215.8	2.1%	31%	False	False	24,348
120	12,080.0	9,301.0	2,779.0	27.5%	214.8	2.1%	29%	False	False	20,300

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	62.9
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	10,582.6
2.618	10,415.3
1.618	10,312.8
1.000	10,249.5
0.618	10,210.3
HIGH	10,147.0
0.618	10,107.8
0.500	10,095.8
0.382	10,083.7
LOW	10,044.5
0.618	9,981.2
1.000	9,942.0
1.618	9,878.7
2.618	9,776.2
4.250	9,608.9

Fisher Pivots for day following 09-Oct-2015
Pivot	1 day	3 day
R1	10,097.3	10,071.3
PP	10,096.5	10,044.7
S1	10,095.8	10,018.0

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

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