DAX Index Future December 2015

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	11,314.5	11,150.0	-164.5	-1.5%	11,135.0
High	11,334.0	11,323.5	-10.5	-0.1%	11,356.0
Low	11,078.5	10,641.0	-437.5	-3.9%	10,867.0
Close	11,191.0	10,827.0	-364.0	-3.3%	11,294.0
Range	255.5	682.5	427.0	167.1%	489.0
ATR	207.8	241.7	33.9	16.3%	0.0
Volume	103,033	120,730	17,697	17.2%	346,252

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,978.0	12,585.0	11,202.4
R3	12,295.5	11,902.5	11,014.7
R2	11,613.0	11,613.0	10,952.1
R1	11,220.0	11,220.0	10,889.6	11,075.3
PP	10,930.5	10,930.5	10,930.5	10,858.1
S1	10,537.5	10,537.5	10,764.4	10,392.8
S2	10,248.0	10,248.0	10,701.9
S3	9,565.5	9,855.0	10,639.3
S4	8,883.0	9,172.5	10,451.6

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	11,433.5	10,641.0	792.5	7.3%	283.4	2.6%	23%	False	True	101,513
10	11,433.5	10,641.0	792.5	7.3%	225.4	2.1%	23%	False	True	92,588
20	11,433.5	10,482.0	951.5	8.8%	217.9	2.0%	36%	False	False	96,137
40	11,433.5	9,885.5	1,548.0	14.3%	197.0	1.8%	61%	False	False	95,145
60	11,433.5	9,301.0	2,132.5	19.7%	211.1	1.9%	72%	False	False	100,287
80	11,433.5	9,301.0	2,132.5	19.7%	226.5	2.1%	72%	False	False	75,850
100	11,811.0	9,301.0	2,510.0	23.2%	213.3	2.0%	61%	False	False	60,755
120	11,811.0	9,301.0	2,510.0	23.2%	216.5	2.0%	61%	False	False	50,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34.4
Widest range in 177 trading days

Fibonacci Retracements and Extensions
4.250	14,224.1
2.618	13,110.3
1.618	12,427.8
1.000	12,006.0
0.618	11,745.3
HIGH	11,323.5
0.618	11,062.8
0.500	10,982.3
0.382	10,901.7
LOW	10,641.0
0.618	10,219.2
1.000	9,958.5
1.618	9,536.7
2.618	8,854.2
4.250	7,740.4

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	10,982.3	11,030.0
PP	10,930.5	10,962.3
S1	10,878.8	10,894.7

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

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