DAX Index Future March 2016

Trading Metrics calculated at close of trading on 16-Oct-2015

Day Change Summary
	Previous	Current
	15-Oct-2015	16-Oct-2015	Change	Change %	Previous Week
Open	9,983.5	10,132.5	149.0	1.5%	10,105.0
High	10,149.0	10,160.5	11.5	0.1%	10,182.0
Low	9,975.0	10,068.0	93.0	0.9%	9,898.5
Close	10,065.0	10,104.0	39.0	0.4%	10,104.0
Range	174.0	92.5	-81.5	-46.8%	283.5
ATR	219.3	210.5	-8.8	-4.0%	0.0
Volume	1,269	2,281	1,012	79.7%	5,850

Daily Pivots for day following 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,388.3	10,338.7	10,154.9
R3	10,295.8	10,246.2	10,129.4
R2	10,203.3	10,203.3	10,121.0
R1	10,153.7	10,153.7	10,112.5	10,132.3
PP	10,110.8	10,110.8	10,110.8	10,100.1
S1	10,061.2	10,061.2	10,095.5	10,039.8
S2	10,018.3	10,018.3	10,087.0
S3	9,925.8	9,968.7	10,078.6
S4	9,833.3	9,876.2	10,053.1

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	10,912.0	10,791.5	10,259.9
R3	10,628.5	10,508.0	10,182.0
R2	10,345.0	10,345.0	10,156.0
R1	10,224.5	10,224.5	10,130.0	10,143.0
PP	10,061.5	10,061.5	10,061.5	10,020.8
S1	9,941.0	9,941.0	10,078.0	9,859.5
S2	9,778.0	9,778.0	10,052.0
S3	9,494.5	9,657.5	10,026.0
S4	9,211.0	9,374.0	9,948.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,182.0	9,898.5	283.5	2.8%	136.8	1.4%	72%	False	False	1,170
10	10,182.0	9,662.5	519.5	5.1%	159.1	1.6%	85%	False	False	719
20	10,182.0	9,329.5	852.5	8.4%	207.2	2.1%	91%	False	False	586
40	10,534.5	9,329.5	1,205.0	11.9%	190.8	1.9%	64%	False	False	329
60	11,674.5	9,329.5	2,345.0	23.2%	169.1	1.7%	33%	False	False	226
80	11,810.0	9,329.5	2,480.5	24.5%	141.1	1.4%	31%	False	False	171

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	36.6
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	10,553.6
2.618	10,402.7
1.618	10,310.2
1.000	10,253.0
0.618	10,217.7
HIGH	10,160.5
0.618	10,125.2
0.500	10,114.3
0.382	10,103.3
LOW	10,068.0
0.618	10,010.8
1.000	9,975.5
1.618	9,918.3
2.618	9,825.8
4.250	9,674.9

Fisher Pivots for day following 16-Oct-2015
Pivot	1 day	3 day
R1	10,114.3	10,079.2
PP	10,110.8	10,054.3
S1	10,107.4	10,029.5

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

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