DAX Index Future December 2015

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	11,064.0	11,135.0	71.0	0.6%	10,500.0
High	11,166.0	11,143.0	-23.0	-0.2%	11,166.0
Low	11,049.0	11,027.0	-22.0	-0.2%	10,482.0
Close	11,126.0	11,112.5	-13.5	-0.1%	11,126.0
Range	117.0	116.0	-1.0	-0.9%	684.0
ATR	207.3	200.8	-6.5	-3.1%	0.0
Volume	69,543	116,852	47,309	68.0%	447,657

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,442.2	11,393.3	11,176.3
R3	11,326.2	11,277.3	11,144.4
R2	11,210.2	11,210.2	11,133.8
R1	11,161.3	11,161.3	11,123.1	11,127.8
PP	11,094.2	11,094.2	11,094.2	11,077.4
S1	11,045.3	11,045.3	11,101.9	11,011.8
S2	10,978.2	10,978.2	11,091.2
S3	10,862.2	10,929.3	11,080.6
S4	10,746.2	10,813.3	11,048.7

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,976.7	12,735.3	11,502.2
R3	12,292.7	12,051.3	11,314.1
R2	11,608.7	11,608.7	11,251.4
R1	11,367.3	11,367.3	11,188.7	11,488.0
PP	10,924.7	10,924.7	10,924.7	10,985.0
S1	10,683.3	10,683.3	11,063.3	10,804.0
S2	10,240.7	10,240.7	11,000.6
S3	9,556.7	9,999.3	10,937.9
S4	8,872.7	9,315.3	10,749.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,166.0	10,782.0	384.0	3.5%	144.2	1.3%	86%	False	False	91,336
10	11,166.0	10,482.0	684.0	6.2%	182.7	1.6%	92%	False	False	99,150
20	11,166.0	10,482.0	684.0	6.2%	184.2	1.7%	92%	False	False	94,526
40	11,166.0	9,301.0	1,865.0	16.8%	191.9	1.7%	97%	False	False	101,077
60	11,166.0	9,301.0	1,865.0	16.8%	207.3	1.9%	97%	False	False	89,939
80	11,670.5	9,301.0	2,369.5	21.3%	217.3	2.0%	76%	False	False	67,682
100	11,811.0	9,301.0	2,510.0	22.6%	209.4	1.9%	72%	False	False	54,215
120	11,811.0	9,301.0	2,510.0	22.6%	212.8	1.9%	72%	False	False	45,246

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34.1
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	11,636.0
2.618	11,446.7
1.618	11,330.7
1.000	11,259.0
0.618	11,214.7
HIGH	11,143.0
0.618	11,098.7
0.500	11,085.0
0.382	11,071.3
LOW	11,027.0
0.618	10,955.3
1.000	10,911.0
1.618	10,839.3
2.618	10,723.3
4.250	10,534.0

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	11,103.3	11,107.2
PP	11,094.2	11,101.8
S1	11,085.0	11,096.5

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

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