DAX Index Future March 2016

Trading Metrics calculated at close of trading on 22-Jan-2016

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	9,401.0	9,720.0	319.0	3.4%	9,682.5
High	9,667.5	9,841.5	174.0	1.8%	9,841.5
Low	9,333.0	9,704.5	371.5	4.0%	9,251.5
Close	9,569.5	9,792.5	223.0	2.3%	9,792.5
Range	334.5	137.0	-197.5	-59.0%	590.0
ATR	312.5	309.6	-2.9	-0.9%	0.0
Volume	116,735	92,628	-24,107	-20.7%	521,624

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,190.5	10,128.5	9,867.9
R3	10,053.5	9,991.5	9,830.2
R2	9,916.5	9,916.5	9,817.6
R1	9,854.5	9,854.5	9,805.1	9,885.5
PP	9,779.5	9,779.5	9,779.5	9,795.0
S1	9,717.5	9,717.5	9,779.9	9,748.5
S2	9,642.5	9,642.5	9,767.4
S3	9,505.5	9,580.5	9,754.8
S4	9,368.5	9,443.5	9,717.2

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,398.5	11,185.5	10,117.0
R3	10,808.5	10,595.5	9,954.8
R2	10,218.5	10,218.5	9,900.7
R1	10,005.5	10,005.5	9,846.6	10,112.0
PP	9,628.5	9,628.5	9,628.5	9,681.8
S1	9,415.5	9,415.5	9,738.4	9,522.0
S2	9,038.5	9,038.5	9,684.3
S3	8,448.5	8,825.5	9,630.3
S4	7,858.5	8,235.5	9,468.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,841.5	9,251.5	590.0	6.0%	279.3	2.9%	92%	True	False	122,975
10	10,165.5	9,251.5	914.0	9.3%	320.4	3.3%	59%	False	False	132,356
20	10,886.0	9,251.5	1,634.5	16.7%	269.6	2.8%	33%	False	False	111,980
40	11,439.0	9,251.5	2,187.5	22.3%	258.2	2.6%	25%	False	False	68,628
60	11,439.0	9,251.5	2,187.5	22.3%	228.8	2.3%	25%	False	False	46,216
80	11,439.0	9,251.5	2,187.5	22.3%	219.4	2.2%	25%	False	False	34,869
100	11,439.0	9,251.5	2,187.5	22.3%	212.2	2.2%	25%	False	False	27,924
120	11,674.5	9,251.5	2,423.0	24.7%	205.9	2.1%	22%	False	False	23,274

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	72.6
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	10,423.8
2.618	10,200.2
1.618	10,063.2
1.000	9,978.5
0.618	9,926.2
HIGH	9,841.5
0.618	9,789.2
0.500	9,773.0
0.382	9,756.8
LOW	9,704.5
0.618	9,619.8
1.000	9,567.5
1.618	9,482.8
2.618	9,345.8
4.250	9,122.3

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	9,786.0	9,710.5
PP	9,779.5	9,628.5
S1	9,773.0	9,546.5

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

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