DAX Index Future March 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	9,986.5	9,973.5	-13.0	-0.1%	10,519.5
High	10,041.0	10,125.5	84.5	0.8%	10,523.5
Low	9,810.5	9,723.0	-87.5	-0.9%	9,723.0
Close	9,973.5	9,859.5	-114.0	-1.1%	9,859.5
Range	230.5	402.5	172.0	74.6%	800.5
ATR	270.4	279.8	9.4	3.5%	0.0
Volume	131,236	126,093	-5,143	-3.9%	622,707

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,110.2	10,887.3	10,080.9
R3	10,707.7	10,484.8	9,970.2
R2	10,305.2	10,305.2	9,933.3
R1	10,082.3	10,082.3	9,896.4	9,992.5
PP	9,902.7	9,902.7	9,902.7	9,857.8
S1	9,679.8	9,679.8	9,822.6	9,590.0
S2	9,500.2	9,500.2	9,785.7
S3	9,097.7	9,277.3	9,748.8
S4	8,695.2	8,874.8	9,638.1

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	12,436.8	11,948.7	10,299.8
R3	11,636.3	11,148.2	10,079.6
R2	10,835.8	10,835.8	10,006.3
R1	10,347.7	10,347.7	9,932.9	10,191.5
PP	10,035.3	10,035.3	10,035.3	9,957.3
S1	9,547.2	9,547.2	9,786.1	9,391.0
S2	9,234.8	9,234.8	9,712.7
S3	8,434.3	8,746.7	9,639.4
S4	7,633.8	7,946.2	9,419.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,523.5	9,723.0	800.5	8.1%	266.4	2.7%	17%	False	True	124,541
10	10,886.0	9,723.0	1,163.0	11.8%	226.4	2.3%	12%	False	True	95,464
20	10,905.5	9,723.0	1,182.5	12.0%	248.8	2.5%	12%	False	True	76,050
40	11,439.0	9,723.0	1,716.0	17.4%	227.2	2.3%	8%	False	True	38,934
60	11,439.0	9,723.0	1,716.0	17.4%	209.2	2.1%	8%	False	True	26,453
80	11,439.0	9,329.5	2,109.5	21.4%	211.5	2.1%	25%	False	False	19,929
100	11,439.0	9,329.5	2,109.5	21.4%	204.5	2.1%	25%	False	False	15,952
120	11,674.5	9,329.5	2,345.0	23.8%	187.3	1.9%	23%	False	False	13,296

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.0
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	11,836.1
2.618	11,179.2
1.618	10,776.7
1.000	10,528.0
0.618	10,374.2
HIGH	10,125.5
0.618	9,971.7
0.500	9,924.3
0.382	9,876.8
LOW	9,723.0
0.618	9,474.3
1.000	9,320.5
1.618	9,071.8
2.618	8,669.3
4.250	8,012.4

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	9,924.3	10,005.3
PP	9,902.7	9,956.7
S1	9,881.1	9,908.1

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

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