DAX Index Future March 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	10,107.0	9,840.0	-267.0	-2.6%	10,519.5
High	10,165.5	9,943.5	-222.0	-2.2%	10,523.5
Low	9,734.5	9,612.0	-122.5	-1.3%	9,723.0
Close	9,949.5	9,817.5	-132.0	-1.3%	9,859.5
Range	431.0	331.5	-99.5	-23.1%	800.5
ATR	295.9	298.8	3.0	1.0%	0.0
Volume	167,334	166,695	-639	-0.4%	622,707

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,785.5	10,633.0	9,999.8
R3	10,454.0	10,301.5	9,908.7
R2	10,122.5	10,122.5	9,878.3
R1	9,970.0	9,970.0	9,847.9	9,880.5
PP	9,791.0	9,791.0	9,791.0	9,746.3
S1	9,638.5	9,638.5	9,787.1	9,549.0
S2	9,459.5	9,459.5	9,756.7
S3	9,128.0	9,307.0	9,726.3
S4	8,796.5	8,975.5	9,635.2

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	9,612.0	553.5	5.6%	361.4	3.7%	37%	False	True	141,737
10	10,886.0	9,612.0	1,274.0	13.0%	292.9	3.0%	16%	False	True	133,148
20	10,886.0	9,612.0	1,274.0	13.0%	267.5	2.7%	16%	False	True	101,080
40	11,439.0	9,612.0	1,827.0	18.6%	245.3	2.5%	11%	False	True	53,424
60	11,439.0	9,612.0	1,827.0	18.6%	223.1	2.3%	11%	False	True	36,075
80	11,439.0	9,329.5	2,109.5	21.5%	219.1	2.2%	23%	False	False	27,203
100	11,439.0	9,329.5	2,109.5	21.5%	210.2	2.1%	23%	False	False	21,777
120	11,674.5	9,329.5	2,345.0	23.9%	196.1	2.0%	21%	False	False	18,151

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	51.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,352.4
2.618	10,811.4
1.618	10,479.9
1.000	10,275.0
0.618	10,148.4
HIGH	9,943.5
0.618	9,816.9
0.500	9,777.8
0.382	9,738.6
LOW	9,612.0
0.618	9,407.1
1.000	9,280.5
1.618	9,075.6
2.618	8,744.1
4.250	8,203.1

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	9,804.3	9,888.8
PP	9,791.0	9,865.0
S1	9,777.8	9,841.3

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

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