DAX Index Future March 2016

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	10,481.5	10,627.0	145.5	1.4%	10,855.0
High	10,652.0	10,837.5	185.5	1.7%	10,999.0
Low	10,425.0	10,528.0	103.0	1.0%	10,280.0
Close	10,465.0	10,758.0	293.0	2.8%	10,360.0
Range	227.0	309.5	82.5	36.3%	719.0
ATR	248.4	257.3	8.9	3.6%	0.0
Volume	65,678	99,195	33,517	51.0%	85,862

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,636.3	11,506.7	10,928.2
R3	11,326.8	11,197.2	10,843.1
R2	11,017.3	11,017.3	10,814.7
R1	10,887.7	10,887.7	10,786.4	10,952.5
PP	10,707.8	10,707.8	10,707.8	10,740.3
S1	10,578.2	10,578.2	10,729.6	10,643.0
S2	10,398.3	10,398.3	10,701.3
S3	10,088.8	10,268.7	10,672.9
S4	9,779.3	9,959.2	10,587.8

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,703.3	12,250.7	10,755.5
R3	11,984.3	11,531.7	10,557.7
R2	11,265.3	11,265.3	10,491.8
R1	10,812.7	10,812.7	10,425.9	10,679.5
PP	10,546.3	10,546.3	10,546.3	10,479.8
S1	10,093.7	10,093.7	10,294.1	9,960.5
S2	9,827.3	9,827.3	10,228.2
S3	9,108.3	9,374.7	10,162.3
S4	8,389.3	8,655.7	9,964.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,837.5	10,122.0	715.5	6.7%	292.5	2.7%	89%	True	False	70,145
10	10,999.0	10,122.0	877.0	8.2%	259.2	2.4%	73%	False	False	39,306
20	11,439.0	10,122.0	1,317.0	12.2%	240.4	2.2%	48%	False	False	20,702
40	11,439.0	10,122.0	1,317.0	12.2%	209.4	1.9%	48%	False	False	11,042
60	11,439.0	9,329.5	2,109.5	19.6%	201.9	1.9%	68%	False	False	7,628
80	11,439.0	9,329.5	2,109.5	19.6%	195.7	1.8%	68%	False	False	5,753
100	11,674.5	9,329.5	2,345.0	21.8%	191.0	1.8%	61%	False	False	4,608
120	11,810.0	9,329.5	2,480.5	23.1%	167.2	1.6%	58%	False	False	3,841

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	46.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,152.9
2.618	11,647.8
1.618	11,338.3
1.000	11,147.0
0.618	11,028.8
HIGH	10,837.5
0.618	10,719.3
0.500	10,682.8
0.382	10,646.2
LOW	10,528.0
0.618	10,336.7
1.000	10,218.5
1.618	10,027.2
2.618	9,717.7
4.250	9,212.6

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	10,732.9	10,682.5
PP	10,707.8	10,607.0
S1	10,682.8	10,531.5

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

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