DAX Index Future December 2015

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	10,977.5	11,251.5	274.0	2.5%	11,135.0
High	11,189.0	11,356.0	167.0	1.5%	11,356.0
Low	10,920.0	11,243.0	323.0	3.0%	10,867.0
Close	11,164.5	11,294.0	129.5	1.2%	11,294.0
Range	269.0	113.0	-156.0	-58.0%	489.0
ATR	208.7	207.5	-1.2	-0.6%	0.0
Volume	61,108	81,426	20,318	33.2%	346,252

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,636.7	11,578.3	11,356.2
R3	11,523.7	11,465.3	11,325.1
R2	11,410.7	11,410.7	11,314.7
R1	11,352.3	11,352.3	11,304.4	11,381.5
PP	11,297.7	11,297.7	11,297.7	11,312.3
S1	11,239.3	11,239.3	11,283.6	11,268.5
S2	11,184.7	11,184.7	11,273.3
S3	11,071.7	11,126.3	11,262.9
S4	10,958.7	11,013.3	11,231.9

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,639.3	12,455.7	11,563.0
R3	12,150.3	11,966.7	11,428.5
R2	11,661.3	11,661.3	11,383.7
R1	11,477.7	11,477.7	11,338.8	11,569.5
PP	11,172.3	11,172.3	11,172.3	11,218.3
S1	10,988.7	10,988.7	11,249.2	11,080.5
S2	10,683.3	10,683.3	11,204.4
S3	10,194.3	10,499.7	11,159.5
S4	9,705.3	10,010.7	11,025.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,356.0	10,867.0	489.0	4.3%	166.2	1.5%	87%	True	False	83,159
10	11,356.0	10,482.0	874.0	7.7%	186.9	1.7%	93%	True	False	90,717
20	11,356.0	10,482.0	874.0	7.7%	188.4	1.7%	93%	True	False	92,205
40	11,356.0	9,390.0	1,966.0	17.4%	188.6	1.7%	97%	True	False	96,879
60	11,356.0	9,301.0	2,055.0	18.2%	208.2	1.8%	97%	True	False	93,648
80	11,670.5	9,301.0	2,369.5	21.0%	219.0	1.9%	84%	False	False	70,542
100	11,811.0	9,301.0	2,510.0	22.2%	208.7	1.8%	79%	False	False	56,502
120	11,811.0	9,301.0	2,510.0	22.2%	212.0	1.9%	79%	False	False	47,155

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	30.2
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	11,836.3
2.618	11,651.8
1.618	11,538.8
1.000	11,469.0
0.618	11,425.8
HIGH	11,356.0
0.618	11,312.8
0.500	11,299.5
0.382	11,286.2
LOW	11,243.0
0.618	11,173.2
1.000	11,130.0
1.618	11,060.2
2.618	10,947.2
4.250	10,762.8

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	11,299.5	11,233.2
PP	11,297.7	11,172.3
S1	11,295.8	11,111.5

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

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