DAX Index Future March 2016

Trading Metrics calculated at close of trading on 29-Sep-2015

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	9,586.0	9,429.5	-156.5	-1.6%	9,905.0
High	9,676.5	9,537.0	-139.5	-1.4%	10,030.0
Low	9,450.0	9,329.5	-120.5	-1.3%	9,379.0
Close	9,501.0	9,477.0	-24.0	-0.3%	9,715.5
Range	226.5	207.5	-19.0	-8.4%	651.0
ATR	243.2	240.6	-2.5	-1.0%	0.0
Volume	575	551	-24	-4.2%	1,560

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,070.3	9,981.2	9,591.1
R3	9,862.8	9,773.7	9,534.1
R2	9,655.3	9,655.3	9,515.0
R1	9,566.2	9,566.2	9,496.0	9,610.8
PP	9,447.8	9,447.8	9,447.8	9,470.1
S1	9,358.7	9,358.7	9,458.0	9,403.3
S2	9,240.3	9,240.3	9,439.0
S3	9,032.8	9,151.2	9,419.9
S4	8,825.3	8,943.7	9,362.9

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,661.2	11,339.3	10,073.6
R3	11,010.2	10,688.3	9,894.5
R2	10,359.2	10,359.2	9,834.9
R1	10,037.3	10,037.3	9,775.2	9,872.8
PP	9,708.2	9,708.2	9,708.2	9,625.9
S1	9,386.3	9,386.3	9,655.8	9,221.8
S2	9,057.2	9,057.2	9,596.2
S3	8,406.2	8,735.3	9,536.5
S4	7,755.2	8,084.3	9,357.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,752.5	9,329.5	423.0	4.5%	231.9	2.4%	35%	False	True	419
10	10,352.0	9,329.5	1,022.5	10.8%	245.8	2.6%	14%	False	True	334
20	10,534.5	9,329.5	1,205.0	12.7%	191.5	2.0%	12%	False	True	193
40	11,674.5	9,329.5	2,345.0	24.7%	184.6	1.9%	6%	False	True	111
60	11,810.0	9,329.5	2,480.5	26.2%	139.5	1.5%	6%	False	True	76

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	False
Bull Hook	False
Stretch	58.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,418.9
2.618	10,080.2
1.618	9,872.7
1.000	9,744.5
0.618	9,665.2
HIGH	9,537.0
0.618	9,457.7
0.500	9,433.3
0.382	9,408.8
LOW	9,329.5
0.618	9,201.3
1.000	9,122.0
1.618	8,993.8
2.618	8,786.3
4.250	8,447.6

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	9,462.4	9,541.0
PP	9,447.8	9,519.7
S1	9,433.3	9,498.3

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

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