DAX Index Future March 2016

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

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	10,727.5	10,732.0	4.5	0.0%	10,551.0
High	10,774.5	10,884.0	109.5	1.0%	10,803.5
Low	10,628.5	10,731.0	102.5	1.0%	10,401.5
Close	10,652.0	10,846.0	194.0	1.8%	10,743.5
Range	146.0	153.0	7.0	4.8%	402.0
ATR	253.6	252.0	-1.5	-0.6%	0.0
Volume	50,513	40,628	-9,885	-19.6%	202,112

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,279.3	11,215.7	10,930.2
R3	11,126.3	11,062.7	10,888.1
R2	10,973.3	10,973.3	10,874.1
R1	10,909.7	10,909.7	10,860.0	10,941.5
PP	10,820.3	10,820.3	10,820.3	10,836.3
S1	10,756.7	10,756.7	10,832.0	10,788.5
S2	10,667.3	10,667.3	10,818.0
S3	10,514.3	10,603.7	10,803.9
S4	10,361.3	10,450.7	10,761.9

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	11,855.5	11,701.5	10,964.6
R3	11,453.5	11,299.5	10,854.1
R2	11,051.5	11,051.5	10,817.2
R1	10,897.5	10,897.5	10,780.4	10,974.5
PP	10,649.5	10,649.5	10,649.5	10,688.0
S1	10,495.5	10,495.5	10,706.7	10,572.5
S2	10,247.5	10,247.5	10,669.8
S3	9,845.5	10,093.5	10,633.0
S4	9,443.5	9,691.5	10,522.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,884.0	10,401.5	482.5	4.4%	213.4	2.0%	92%	True	False	58,650
10	10,884.0	10,122.0	762.0	7.0%	242.0	2.2%	95%	True	False	69,013
20	11,439.0	10,122.0	1,317.0	12.1%	257.7	2.4%	55%	False	False	39,710
40	11,439.0	10,122.0	1,317.0	12.1%	217.4	2.0%	55%	False	False	20,441
60	11,439.0	9,662.5	1,776.5	16.4%	200.8	1.9%	67%	False	False	14,004
80	11,439.0	9,329.5	2,109.5	19.4%	202.4	1.9%	72%	False	False	10,574
100	11,622.0	9,329.5	2,292.5	21.1%	198.4	1.8%	66%	False	False	8,465
120	11,810.0	9,329.5	2,480.5	22.9%	176.4	1.6%	61%	False	False	7,055

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	52.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,534.3
2.618	11,284.6
1.618	11,131.6
1.000	11,037.0
0.618	10,978.6
HIGH	10,884.0
0.618	10,825.6
0.500	10,807.5
0.382	10,789.4
LOW	10,731.0
0.618	10,636.4
1.000	10,578.0
1.618	10,483.4
2.618	10,330.4
4.250	10,080.8

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	10,833.2	10,805.5
PP	10,820.3	10,765.0
S1	10,807.5	10,724.5

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

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