DAX Index Future March 2016

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	10,232.0	9,910.0	-322.0	-3.1%	11,056.0
High	10,402.0	9,947.5	-454.5	-4.4%	11,068.0
Low	10,050.0	9,547.5	-502.5	-5.0%	10,050.0
Close	10,171.5	9,647.5	-524.0	-5.2%	10,171.5
Range	352.0	400.0	48.0	13.6%	1,018.0
ATR	186.6	217.8	31.2	16.7%	0.0
Volume	96	92	-4	-4.2%	154

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,914.2	10,680.8	9,867.5
R3	10,514.2	10,280.8	9,757.5
R2	10,114.2	10,114.2	9,720.8
R1	9,880.8	9,880.8	9,684.2	9,797.5
PP	9,714.2	9,714.2	9,714.2	9,672.5
S1	9,480.8	9,480.8	9,610.8	9,397.5
S2	9,314.2	9,314.2	9,574.2
S3	8,914.2	9,080.8	9,537.5
S4	8,514.2	8,680.8	9,427.5

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	13,483.8	12,845.7	10,731.4
R3	12,465.8	11,827.7	10,451.5
R2	11,447.8	11,447.8	10,358.1
R1	10,809.7	10,809.7	10,264.8	10,619.8
PP	10,429.8	10,429.8	10,429.8	10,334.9
S1	9,791.7	9,791.7	10,078.2	9,601.8
S2	9,411.8	9,411.8	9,984.9
S3	8,393.8	8,773.7	9,891.6
S4	7,375.8	7,755.7	9,611.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,954.0	9,547.5	1,406.5	14.6%	248.6	2.6%	7%	False	True	48
10	11,568.0	9,547.5	2,020.5	20.9%	207.8	2.2%	5%	False	True	38
20	11,674.5	9,547.5	2,127.0	22.0%	140.6	1.5%	5%	False	True	25
40	11,810.0	9,547.5	2,262.5	23.5%	94.6	1.0%	4%	False	True	15

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	33.8
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	11,647.5
2.618	10,994.7
1.618	10,594.7
1.000	10,347.5
0.618	10,194.7
HIGH	9,947.5
0.618	9,794.7
0.500	9,747.5
0.382	9,700.3
LOW	9,547.5
0.618	9,300.3
1.000	9,147.5
1.618	8,900.3
2.618	8,500.3
4.250	7,847.5

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	9,747.5	10,103.3
PP	9,714.2	9,951.3
S1	9,680.8	9,799.4

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

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