DAX Index Future March 2016

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	10,259.0	10,042.5	-216.5	-2.1%	9,910.0
High	10,264.0	10,092.5	-171.5	-1.7%	10,350.5
Low	10,148.0	9,938.0	-210.0	-2.1%	9,547.5
Close	10,264.0	10,012.0	-252.0	-2.5%	10,288.0
Range	116.0	154.5	38.5	33.2%	803.0
ATR	228.4	235.3	7.0	3.1%	0.0
Volume	34	46	12	35.3%	169

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,477.7	10,399.3	10,097.0
R3	10,323.2	10,244.8	10,054.5
R2	10,168.7	10,168.7	10,040.3
R1	10,090.3	10,090.3	10,026.2	10,052.3
PP	10,014.2	10,014.2	10,014.2	9,995.1
S1	9,935.8	9,935.8	9,997.8	9,897.8
S2	9,859.7	9,859.7	9,983.7
S3	9,705.2	9,781.3	9,969.5
S4	9,550.7	9,626.8	9,927.0

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,471.0	12,182.5	10,729.7
R3	11,668.0	11,379.5	10,508.8
R2	10,865.0	10,865.0	10,435.2
R1	10,576.5	10,576.5	10,361.6	10,720.8
PP	10,062.0	10,062.0	10,062.0	10,134.1
S1	9,773.5	9,773.5	10,214.4	9,917.8
S2	9,259.0	9,259.0	10,140.8
S3	8,456.0	8,970.5	10,067.2
S4	7,653.0	8,167.5	9,846.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,350.5	9,938.0	412.5	4.1%	133.5	1.3%	18%	False	True	23
10	10,834.0	9,547.5	1,286.5	12.8%	227.2	2.3%	36%	False	False	37
20	11,674.5	9,547.5	2,127.0	21.2%	177.7	1.8%	22%	False	False	30
40	11,810.0	9,547.5	2,262.5	22.6%	113.4	1.1%	21%	False	False	17

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	51.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,749.1
2.618	10,497.0
1.618	10,342.5
1.000	10,247.0
0.618	10,188.0
HIGH	10,092.5
0.618	10,033.5
0.500	10,015.3
0.382	9,997.0
LOW	9,938.0
0.618	9,842.5
1.000	9,783.5
1.618	9,688.0
2.618	9,533.5
4.250	9,281.4

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	10,015.3	10,113.0
PP	10,014.2	10,079.3
S1	10,013.1	10,045.7

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

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