DAX Index Future March 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	9,434.5	9,432.0	-2.5	0.0%	9,435.0
High	9,506.5	9,776.5	270.0	2.8%	9,586.0
Low	9,326.0	9,425.0	99.0	1.1%	9,120.5
Close	9,464.0	9,714.5	250.5	2.6%	9,525.5
Range	180.5	351.5	171.0	94.7%	465.5
ATR	260.5	267.0	6.5	2.5%	0.0
Volume	120,989	101,876	-19,113	-15.8%	559,338

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,693.2	10,555.3	9,907.8
R3	10,341.7	10,203.8	9,811.2
R2	9,990.2	9,990.2	9,778.9
R1	9,852.3	9,852.3	9,746.7	9,921.3
PP	9,638.7	9,638.7	9,638.7	9,673.1
S1	9,500.8	9,500.8	9,682.3	9,569.8
S2	9,287.2	9,287.2	9,650.1
S3	8,935.7	9,149.3	9,617.8
S4	8,584.2	8,797.8	9,521.2

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	9,776.5	9,120.5	656.0	6.8%	240.4	2.5%	91%	True	False	110,985
10	9,776.5	9,120.5	656.0	6.8%	214.6	2.2%	91%	True	False	106,348
20	9,776.5	8,690.5	1,086.0	11.2%	239.4	2.5%	94%	True	False	120,175
40	10,523.5	8,690.5	1,833.0	18.9%	258.5	2.7%	56%	False	False	121,907
60	11,425.0	8,690.5	2,734.5	28.1%	258.6	2.7%	37%	False	False	96,570
80	11,439.0	8,690.5	2,748.5	28.3%	237.2	2.4%	37%	False	False	72,749
100	11,439.0	8,690.5	2,748.5	28.3%	223.6	2.3%	37%	False	False	58,424
120	11,439.0	8,690.5	2,748.5	28.3%	222.5	2.3%	37%	False	False	48,736

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34.2
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	11,270.4
2.618	10,696.7
1.618	10,345.2
1.000	10,128.0
0.618	9,993.7
HIGH	9,776.5
0.618	9,642.2
0.500	9,600.8
0.382	9,559.3
LOW	9,425.0
0.618	9,207.8
1.000	9,073.5
1.618	8,856.3
2.618	8,504.8
4.250	7,931.1

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	9,676.6	9,660.1
PP	9,638.7	9,605.7
S1	9,600.8	9,551.3

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

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