DAX Index Future March 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	9,811.5	10,107.0	295.5	3.0%	10,519.5
High	10,094.5	10,165.5	71.0	0.7%	10,523.5
Low	9,776.0	9,734.5	-41.5	-0.4%	9,723.0
Close	9,994.5	9,949.5	-45.0	-0.5%	9,859.5
Range	318.5	431.0	112.5	35.3%	800.5
ATR	285.5	295.9	10.4	3.6%	0.0
Volume	130,851	167,334	36,483	27.9%	622,707

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,242.8	11,027.2	10,186.6
R3	10,811.8	10,596.2	10,068.0
R2	10,380.8	10,380.8	10,028.5
R1	10,165.2	10,165.2	9,989.0	10,057.5
PP	9,949.8	9,949.8	9,949.8	9,896.0
S1	9,734.2	9,734.2	9,910.0	9,626.5
S2	9,518.8	9,518.8	9,870.5
S3	9,087.8	9,303.2	9,831.0
S4	8,656.8	8,872.2	9,712.5

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	10,165.5	9,657.0	508.5	5.1%	341.2	3.4%	58%	True	False	134,645
10	10,886.0	9,657.0	1,229.0	12.4%	275.1	2.8%	24%	False	False	120,541
20	10,886.0	9,657.0	1,229.0	12.4%	267.5	2.7%	24%	False	False	95,064
40	11,439.0	9,657.0	1,782.0	17.9%	241.3	2.4%	16%	False	False	49,283
60	11,439.0	9,657.0	1,782.0	17.9%	219.1	2.2%	16%	False	False	33,335
80	11,439.0	9,329.5	2,109.5	21.2%	219.4	2.2%	29%	False	False	25,121
100	11,439.0	9,329.5	2,109.5	21.2%	210.4	2.1%	29%	False	False	20,111
120	11,674.5	9,329.5	2,345.0	23.6%	194.7	2.0%	26%	False	False	16,761

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	40.9
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	11,997.3
2.618	11,293.9
1.618	10,862.9
1.000	10,596.5
0.618	10,431.9
HIGH	10,165.5
0.618	10,000.9
0.500	9,950.0
0.382	9,899.1
LOW	9,734.5
0.618	9,468.1
1.000	9,303.5
1.618	9,037.1
2.618	8,606.1
4.250	7,902.8

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	9,950.0	9,936.8
PP	9,949.8	9,924.0
S1	9,949.7	9,911.3

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

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