DAX Index Future March 2016

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	9,905.0	10,030.0	125.0	1.3%	10,115.0
High	9,985.0	10,030.0	45.0	0.5%	10,352.0
Low	9,795.0	9,576.0	-219.0	-2.2%	9,873.0
Close	9,982.5	9,581.5	-401.0	-4.0%	9,923.0
Range	190.0	454.0	264.0	138.9%	479.0
ATR	210.8	228.2	17.4	8.2%	0.0
Volume	393	198	-195	-49.6%	727

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,091.2	10,790.3	9,831.2
R3	10,637.2	10,336.3	9,706.4
R2	10,183.2	10,183.2	9,664.7
R1	9,882.3	9,882.3	9,623.1	9,805.8
PP	9,729.2	9,729.2	9,729.2	9,690.9
S1	9,428.3	9,428.3	9,539.9	9,351.8
S2	9,275.2	9,275.2	9,498.3
S3	8,821.2	8,974.3	9,456.7
S4	8,367.2	8,520.3	9,331.8

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,486.3	11,183.7	10,186.5
R3	11,007.3	10,704.7	10,054.7
R2	10,528.3	10,528.3	10,010.8
R1	10,225.7	10,225.7	9,966.9	10,137.5
PP	10,049.3	10,049.3	10,049.3	10,005.3
S1	9,746.7	9,746.7	9,879.1	9,658.5
S2	9,570.3	9,570.3	9,835.2
S3	9,091.3	9,267.7	9,791.3
S4	8,612.3	8,788.7	9,659.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,352.0	9,576.0	776.0	8.1%	259.7	2.7%	1%	False	True	250
10	10,534.5	9,576.0	958.5	10.0%	209.7	2.2%	1%	False	True	157
20	10,534.5	9,576.0	958.5	10.0%	166.9	1.7%	1%	False	True	94
40	11,674.5	9,547.5	2,127.0	22.2%	163.0	1.7%	2%	False	False	60
60	11,810.0	9,547.5	2,262.5	23.6%	125.3	1.3%	2%	False	False	42

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.2
Widest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	11,959.5
2.618	11,218.6
1.618	10,764.6
1.000	10,484.0
0.618	10,310.6
HIGH	10,030.0
0.618	9,856.6
0.500	9,803.0
0.382	9,749.4
LOW	9,576.0
0.618	9,295.4
1.000	9,122.0
1.618	8,841.4
2.618	8,387.4
4.250	7,646.5

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	9,803.0	9,903.8
PP	9,729.2	9,796.3
S1	9,655.3	9,688.9

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

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