DAX Index Future March 2016

Trading Metrics calculated at close of trading on 06-Jan-2016

Day Change Summary
	Previous	Current
	05-Jan-2016	06-Jan-2016	Change	Change %	Previous Week
Open	10,389.0	10,240.0	-149.0	-1.4%	10,727.5
High	10,403.5	10,287.5	-116.0	-1.1%	10,886.0
Low	10,172.0	10,093.5	-78.5	-0.8%	10,628.5
Close	10,285.5	10,219.0	-66.5	-0.6%	10,772.0
Range	231.5	194.0	-37.5	-16.2%	257.5
ATR	264.8	259.7	-5.1	-1.9%	0.0
Volume	111,774	150,873	39,099	35.0%	217,322

Daily Pivots for day following 06-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,782.0	10,694.5	10,325.7
R3	10,588.0	10,500.5	10,272.4
R2	10,394.0	10,394.0	10,254.6
R1	10,306.5	10,306.5	10,236.8	10,253.3
PP	10,200.0	10,200.0	10,200.0	10,173.4
S1	10,112.5	10,112.5	10,201.2	10,059.3
S2	10,006.0	10,006.0	10,183.4
S3	9,812.0	9,918.5	10,165.7
S4	9,618.0	9,724.5	10,112.3

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,534.7	11,410.8	10,913.6
R3	11,277.2	11,153.3	10,842.8
R2	11,019.7	11,019.7	10,819.2
R1	10,895.8	10,895.8	10,795.6	10,957.8
PP	10,762.2	10,762.2	10,762.2	10,793.1
S1	10,638.3	10,638.3	10,748.4	10,700.3
S2	10,504.7	10,504.7	10,724.8
S3	10,247.2	10,380.8	10,701.2
S4	9,989.7	10,123.3	10,630.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,886.0	10,093.5	792.5	7.8%	208.9	2.0%	16%	False	True	106,437
10	10,886.0	10,093.5	792.5	7.8%	218.2	2.1%	16%	False	True	87,732
20	10,999.0	10,093.5	905.5	8.9%	238.7	2.3%	14%	False	True	63,519
40	11,439.0	10,093.5	1,345.5	13.2%	222.1	2.2%	9%	False	True	32,569
60	11,439.0	9,898.5	1,540.5	15.1%	202.1	2.0%	21%	False	False	22,176
80	11,439.0	9,329.5	2,109.5	20.6%	206.4	2.0%	42%	False	False	16,714
100	11,439.0	9,329.5	2,109.5	20.6%	201.7	2.0%	42%	False	False	13,379
120	11,810.0	9,329.5	2,480.5	24.3%	182.6	1.8%	36%	False	False	11,152

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	30.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,112.0
2.618	10,795.4
1.618	10,601.4
1.000	10,481.5
0.618	10,407.4
HIGH	10,287.5
0.618	10,213.4
0.500	10,190.5
0.382	10,167.6
LOW	10,093.5
0.618	9,973.6
1.000	9,899.5
1.618	9,779.6
2.618	9,585.6
4.250	9,269.0

Fisher Pivots for day following 06-Jan-2016
Pivot	1 day	3 day
R1	10,209.5	10,308.5
PP	10,200.0	10,278.7
S1	10,190.5	10,248.8

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

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