DAX Index Future March 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	9,789.0	9,796.0	7.0	0.1%	9,840.0
High	9,902.5	9,836.0	-66.5	-0.7%	9,923.5
Low	9,586.0	9,646.0	60.0	0.6%	9,563.0
Close	9,623.5	9,756.0	132.5	1.4%	9,756.0
Range	316.5	190.0	-126.5	-40.0%	360.5
ATR	296.0	290.0	-6.0	-2.0%	0.0
Volume	101,371	96,568	-4,803	-4.7%	533,058

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,316.0	10,226.0	9,860.5
R3	10,126.0	10,036.0	9,808.3
R2	9,936.0	9,936.0	9,790.8
R1	9,846.0	9,846.0	9,773.4	9,796.0
PP	9,746.0	9,746.0	9,746.0	9,721.0
S1	9,656.0	9,656.0	9,738.6	9,606.0
S2	9,556.0	9,556.0	9,721.2
S3	9,366.0	9,466.0	9,703.8
S4	9,176.0	9,276.0	9,651.5

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,829.0	10,653.0	9,954.3
R3	10,468.5	10,292.5	9,855.1
R2	10,108.0	10,108.0	9,822.1
R1	9,932.0	9,932.0	9,789.0	9,839.8
PP	9,747.5	9,747.5	9,747.5	9,701.4
S1	9,571.5	9,571.5	9,723.0	9,479.3
S2	9,387.0	9,387.0	9,689.9
S3	9,026.5	9,211.0	9,656.9
S4	8,666.0	8,850.5	9,557.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,923.5	9,563.0	360.5	3.7%	240.9	2.5%	54%	False	False	106,611
10	9,923.5	9,251.5	672.0	6.9%	260.1	2.7%	75%	False	False	114,793
20	10,886.0	9,251.5	1,634.5	16.8%	276.5	2.8%	31%	False	False	123,970
40	11,439.0	9,251.5	2,187.5	22.4%	267.1	2.7%	23%	False	False	81,840
60	11,439.0	9,251.5	2,187.5	22.4%	237.1	2.4%	23%	False	False	54,951
80	11,439.0	9,251.5	2,187.5	22.4%	219.7	2.3%	23%	False	False	41,495
100	11,439.0	9,251.5	2,187.5	22.4%	217.3	2.2%	23%	False	False	33,253
120	11,622.0	9,251.5	2,370.5	24.3%	211.4	2.2%	21%	False	False	27,716

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	63.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,643.5
2.618	10,333.4
1.618	10,143.4
1.000	10,026.0
0.618	9,953.4
HIGH	9,836.0
0.618	9,763.4
0.500	9,741.0
0.382	9,718.6
LOW	9,646.0
0.618	9,528.6
1.000	9,456.0
1.618	9,338.6
2.618	9,148.6
4.250	8,838.5

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	9,751.0	9,755.6
PP	9,746.0	9,755.2
S1	9,741.0	9,754.8

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

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