DAX Index Future March 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	9,973.5	9,696.5	-277.0	-2.8%	10,519.5
High	10,125.5	9,980.5	-145.0	-1.4%	10,523.5
Low	9,723.0	9,657.0	-66.0	-0.7%	9,723.0
Close	9,859.5	9,857.0	-2.5	0.0%	9,859.5
Range	402.5	323.5	-79.0	-19.6%	800.5
ATR	279.8	282.9	3.1	1.1%	0.0
Volume	126,093	117,713	-8,380	-6.6%	622,707

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,802.0	10,653.0	10,034.9
R3	10,478.5	10,329.5	9,946.0
R2	10,155.0	10,155.0	9,916.3
R1	10,006.0	10,006.0	9,886.7	10,080.5
PP	9,831.5	9,831.5	9,831.5	9,868.8
S1	9,682.5	9,682.5	9,827.3	9,757.0
S2	9,508.0	9,508.0	9,797.7
S3	9,184.5	9,359.0	9,768.0
S4	8,861.0	9,035.5	9,679.1

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	10,403.5	9,657.0	746.5	7.6%	276.4	2.8%	27%	False	True	127,537
10	10,886.0	9,657.0	1,229.0	12.5%	234.9	2.4%	16%	False	True	100,076
20	10,886.0	9,657.0	1,229.0	12.5%	250.9	2.5%	16%	False	True	81,671
40	11,439.0	9,657.0	1,782.0	18.1%	232.0	2.4%	11%	False	True	41,866
60	11,439.0	9,657.0	1,782.0	18.1%	211.9	2.1%	11%	False	True	28,405
80	11,439.0	9,329.5	2,109.5	21.4%	213.8	2.2%	25%	False	False	21,400
100	11,439.0	9,329.5	2,109.5	21.4%	207.5	2.1%	25%	False	False	17,129
120	11,674.5	9,329.5	2,345.0	23.8%	189.9	1.9%	22%	False	False	14,277

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	36.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,355.4
2.618	10,827.4
1.618	10,503.9
1.000	10,304.0
0.618	10,180.4
HIGH	9,980.5
0.618	9,856.9
0.500	9,818.8
0.382	9,780.6
LOW	9,657.0
0.618	9,457.1
1.000	9,333.5
1.618	9,133.6
2.618	8,810.1
4.250	8,282.1

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	9,844.3	9,891.3
PP	9,831.5	9,879.8
S1	9,818.8	9,868.4

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

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