DAX Index Future March 2016

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	10,030.0	9,537.0	-493.0	-4.9%	10,115.0
High	10,030.0	9,720.0	-310.0	-3.1%	10,352.0
Low	9,576.0	9,500.0	-76.0	-0.8%	9,873.0
Close	9,581.5	9,633.0	51.5	0.5%	9,923.0
Range	454.0	220.0	-234.0	-51.5%	479.0
ATR	228.2	227.6	-0.6	-0.3%	0.0
Volume	198	502	304	153.5%	727

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,277.7	10,175.3	9,754.0
R3	10,057.7	9,955.3	9,693.5
R2	9,837.7	9,837.7	9,673.3
R1	9,735.3	9,735.3	9,653.2	9,786.5
PP	9,617.7	9,617.7	9,617.7	9,643.3
S1	9,515.3	9,515.3	9,612.8	9,566.5
S2	9,397.7	9,397.7	9,592.7
S3	9,177.7	9,295.3	9,572.5
S4	8,957.7	9,075.3	9,512.0

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	10,322.0	9,500.0	822.0	8.5%	272.9	2.8%	16%	False	True	279
10	10,352.0	9,500.0	852.0	8.8%	202.2	2.1%	16%	False	True	194
20	10,534.5	9,500.0	1,034.5	10.7%	165.9	1.7%	13%	False	True	119
40	11,674.5	9,500.0	2,174.5	22.6%	168.3	1.7%	6%	False	True	73
60	11,810.0	9,500.0	2,310.0	24.0%	126.9	1.3%	6%	False	True	50

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	39.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,655.0
2.618	10,296.0
1.618	10,076.0
1.000	9,940.0
0.618	9,856.0
HIGH	9,720.0
0.618	9,636.0
0.500	9,610.0
0.382	9,584.0
LOW	9,500.0
0.618	9,364.0
1.000	9,280.0
1.618	9,144.0
2.618	8,924.0
4.250	8,565.0

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	9,625.3	9,765.0
PP	9,617.7	9,721.0
S1	9,610.0	9,677.0

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

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