DAX Index Future March 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	9,435.0	9,495.0	60.0	0.6%	9,262.0
High	9,586.0	9,534.0	-52.0	-0.5%	9,548.5
Low	9,434.0	9,394.0	-40.0	-0.4%	9,072.0
Close	9,571.5	9,424.0	-147.5	-1.5%	9,362.5
Range	152.0	140.0	-12.0	-7.9%	476.5
ATR	271.7	265.0	-6.7	-2.5%	0.0
Volume	94,491	132,785	38,294	40.5%	380,879

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	9,870.7	9,787.3	9,501.0
R3	9,730.7	9,647.3	9,462.5
R2	9,590.7	9,590.7	9,449.7
R1	9,507.3	9,507.3	9,436.8	9,479.0
PP	9,450.7	9,450.7	9,450.7	9,436.5
S1	9,367.3	9,367.3	9,411.2	9,339.0
S2	9,310.7	9,310.7	9,398.3
S3	9,170.7	9,227.3	9,385.5
S4	9,030.7	9,087.3	9,347.0

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	9,130.0	456.0	4.8%	188.8	2.0%	64%	False	False	101,712
10	9,586.0	8,690.5	895.5	9.5%	207.6	2.2%	82%	False	False	108,388
20	9,923.5	8,690.5	1,233.0	13.1%	241.4	2.6%	59%	False	False	120,071
40	10,886.0	8,690.5	2,195.5	23.3%	251.8	2.7%	33%	False	False	116,332
60	11,439.0	8,690.5	2,748.5	29.2%	254.0	2.7%	27%	False	False	87,420
80	11,439.0	8,690.5	2,748.5	29.2%	233.0	2.5%	27%	False	False	65,898
100	11,439.0	8,690.5	2,748.5	29.2%	223.4	2.4%	27%	False	False	52,902
120	11,439.0	8,690.5	2,748.5	29.2%	217.6	2.3%	27%	False	False	44,113

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	35.0
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	10,129.0
2.618	9,900.5
1.618	9,760.5
1.000	9,674.0
0.618	9,620.5
HIGH	9,534.0
0.618	9,480.5
0.500	9,464.0
0.382	9,447.5
LOW	9,394.0
0.618	9,307.5
1.000	9,254.0
1.618	9,167.5
2.618	9,027.5
4.250	8,799.0

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	9,464.0	9,451.0
PP	9,450.7	9,442.0
S1	9,437.3	9,433.0

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

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