DAX Index Future March 2016

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

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	9,420.0	9,434.5	14.5	0.2%	9,435.0
High	9,575.5	9,506.5	-69.0	-0.7%	9,586.0
Low	9,411.0	9,326.0	-85.0	-0.9%	9,120.5
Close	9,525.5	9,464.0	-61.5	-0.6%	9,525.5
Range	164.5	180.5	16.0	9.7%	465.5
ATR	265.2	260.5	-4.7	-1.8%	0.0
Volume	109,711	120,989	11,278	10.3%	559,338

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	9,973.7	9,899.3	9,563.3
R3	9,793.2	9,718.8	9,513.6
R2	9,612.7	9,612.7	9,497.1
R1	9,538.3	9,538.3	9,480.5	9,575.5
PP	9,432.2	9,432.2	9,432.2	9,450.8
S1	9,357.8	9,357.8	9,447.5	9,395.0
S2	9,251.7	9,251.7	9,430.9
S3	9,071.2	9,177.3	9,414.4
S4	8,890.7	8,996.8	9,364.7

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,807.2	10,631.8	9,781.5
R3	10,341.7	10,166.3	9,653.5
R2	9,876.2	9,876.2	9,610.8
R1	9,700.8	9,700.8	9,568.2	9,788.5
PP	9,410.7	9,410.7	9,410.7	9,454.5
S1	9,235.3	9,235.3	9,482.8	9,323.0
S2	8,945.2	8,945.2	9,440.2
S3	8,479.7	8,769.8	9,397.5
S4	8,014.2	8,304.3	9,269.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,575.5	9,120.5	455.0	4.8%	198.1	2.1%	75%	False	False	117,167
10	9,586.0	9,072.0	514.0	5.4%	199.1	2.1%	76%	False	False	106,120
20	9,846.0	8,690.5	1,155.5	12.2%	232.6	2.5%	67%	False	False	121,059
40	10,886.0	8,690.5	2,195.5	23.2%	254.6	2.7%	35%	False	False	122,514
60	11,439.0	8,690.5	2,748.5	29.0%	255.6	2.7%	28%	False	False	94,913
80	11,439.0	8,690.5	2,748.5	29.0%	236.0	2.5%	28%	False	False	71,478
100	11,439.0	8,690.5	2,748.5	29.0%	222.3	2.3%	28%	False	False	57,408
120	11,439.0	8,690.5	2,748.5	29.0%	219.8	2.3%	28%	False	False	47,887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	34.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,273.6
2.618	9,979.0
1.618	9,798.5
1.000	9,687.0
0.618	9,618.0
HIGH	9,506.5
0.618	9,437.5
0.500	9,416.3
0.382	9,395.0
LOW	9,326.0
0.618	9,214.5
1.000	9,145.5
1.618	9,034.0
2.618	8,853.5
4.250	8,558.9

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	9,448.1	9,438.1
PP	9,432.2	9,412.2
S1	9,416.3	9,386.3

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

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