DAX Index Future March 2016

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

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	9,458.0	9,435.0	-23.0	-0.2%	9,262.0
High	9,474.0	9,586.0	112.0	1.2%	9,548.5
Low	9,316.0	9,434.0	118.0	1.3%	9,072.0
Close	9,362.5	9,571.5	209.0	2.2%	9,362.5
Range	158.0	152.0	-6.0	-3.8%	476.5
ATR	275.4	271.7	-3.7	-1.3%	0.0
Volume	76,600	94,491	17,891	23.4%	380,879

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	9,986.5	9,931.0	9,655.1
R3	9,834.5	9,779.0	9,613.3
R2	9,682.5	9,682.5	9,599.4
R1	9,627.0	9,627.0	9,585.4	9,654.8
PP	9,530.5	9,530.5	9,530.5	9,544.4
S1	9,475.0	9,475.0	9,557.6	9,502.8
S2	9,378.5	9,378.5	9,543.6
S3	9,226.5	9,323.0	9,529.7
S4	9,074.5	9,171.0	9,487.9

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,757.2	10,536.3	9,624.6
R3	10,280.7	10,059.8	9,493.5
R2	9,804.2	9,804.2	9,449.9
R1	9,583.3	9,583.3	9,406.2	9,693.8
PP	9,327.7	9,327.7	9,327.7	9,382.9
S1	9,106.8	9,106.8	9,318.8	9,217.3
S2	8,851.2	8,851.2	9,275.1
S3	8,374.7	8,630.3	9,231.5
S4	7,898.2	8,153.8	9,100.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,586.0	9,072.0	514.0	5.4%	200.0	2.1%	97%	True	False	95,074
10	9,586.0	8,690.5	895.5	9.4%	235.5	2.5%	98%	True	False	112,565
20	9,923.5	8,690.5	1,233.0	12.9%	243.3	2.5%	71%	False	False	118,420
40	10,886.0	8,690.5	2,195.5	22.9%	256.5	2.7%	40%	False	False	115,200
60	11,439.0	8,690.5	2,748.5	28.7%	253.2	2.6%	32%	False	False	85,226
80	11,439.0	8,690.5	2,748.5	28.7%	232.4	2.4%	32%	False	False	64,267
100	11,439.0	8,690.5	2,748.5	28.7%	224.2	2.3%	32%	False	False	51,579
120	11,439.0	8,690.5	2,748.5	28.7%	217.4	2.3%	32%	False	False	43,006

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33.2
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	10,232.0
2.618	9,983.9
1.618	9,831.9
1.000	9,738.0
0.618	9,679.9
HIGH	9,586.0
0.618	9,527.9
0.500	9,510.0
0.382	9,492.1
LOW	9,434.0
0.618	9,340.1
1.000	9,282.0
1.618	9,188.1
2.618	9,036.1
4.250	8,788.0

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	9,551.0	9,531.3
PP	9,530.5	9,491.2
S1	9,510.0	9,451.0

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

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