DAX Index Future March 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	9,475.0	9,602.0	127.0	1.3%	9,840.0
High	9,574.0	9,620.0	46.0	0.5%	9,923.5
Low	9,345.0	9,260.5	-84.5	-0.9%	9,563.0
Close	9,435.0	9,394.0	-41.0	-0.4%	9,756.0
Range	229.0	359.5	130.5	57.0%	360.5
ATR	279.2	284.9	5.7	2.1%	0.0
Volume	146,370	128,320	-18,050	-12.3%	533,058

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,503.3	10,308.2	9,591.7
R3	10,143.8	9,948.7	9,492.9
R2	9,784.3	9,784.3	9,459.9
R1	9,589.2	9,589.2	9,427.0	9,507.0
PP	9,424.8	9,424.8	9,424.8	9,383.8
S1	9,229.7	9,229.7	9,361.0	9,147.5
S2	9,065.3	9,065.3	9,328.1
S3	8,705.8	8,870.2	9,295.1
S4	8,346.3	8,510.7	9,196.3

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	9,846.0	9,260.5	585.5	6.2%	250.1	2.7%	23%	False	True	128,394
10	9,923.5	9,260.5	663.0	7.1%	240.2	2.6%	20%	False	True	117,108
20	10,165.5	9,251.5	914.0	9.7%	285.0	3.0%	16%	False	False	126,662
40	10,999.0	9,251.5	1,747.5	18.6%	261.8	2.8%	8%	False	False	95,091
60	11,439.0	9,251.5	2,187.5	23.3%	243.1	2.6%	7%	False	False	63,934
80	11,439.0	9,251.5	2,187.5	23.3%	222.8	2.4%	7%	False	False	48,298
100	11,439.0	9,251.5	2,187.5	23.3%	222.1	2.4%	7%	False	False	38,703
120	11,439.0	9,251.5	2,187.5	23.3%	215.6	2.3%	7%	False	False	32,260

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	43.3
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	11,147.9
2.618	10,561.2
1.618	10,201.7
1.000	9,979.5
0.618	9,842.2
HIGH	9,620.0
0.618	9,482.7
0.500	9,440.3
0.382	9,397.8
LOW	9,260.5
0.618	9,038.3
1.000	8,901.0
1.618	8,678.8
2.618	8,319.3
4.250	7,732.6

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	9,440.3	9,497.8
PP	9,424.8	9,463.2
S1	9,409.4	9,428.6

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

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