DAX Index Future March 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 9,927.0 9,819.0 -108.0 -1.1% 9,584.0
High 9,937.5 9,947.0 9.5 0.1% 9,937.5
Low 9,704.5 9,817.0 112.5 1.2% 9,227.0
Close 9,789.5 9,889.0 99.5 1.0% 9,789.5
Range 233.0 130.0 -103.0 -44.2% 710.5
ATR 208.6 204.9 -3.6 -1.7% 0.0
Volume 135,848 62,291 -73,557 -54.1% 551,652
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 10,274.3 10,211.7 9,960.5
R3 10,144.3 10,081.7 9,924.8
R2 10,014.3 10,014.3 9,912.8
R1 9,951.7 9,951.7 9,900.9 9,983.0
PP 9,884.3 9,884.3 9,884.3 9,900.0
S1 9,821.7 9,821.7 9,877.1 9,853.0
S2 9,754.3 9,754.3 9,865.2
S3 9,624.3 9,691.7 9,853.3
S4 9,494.3 9,561.7 9,817.5
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 11,782.8 11,496.7 10,180.3
R3 11,072.3 10,786.2 9,984.9
R2 10,361.8 10,361.8 9,919.8
R1 10,075.7 10,075.7 9,854.6 10,218.8
PP 9,651.3 9,651.3 9,651.3 9,722.9
S1 9,365.2 9,365.2 9,724.4 9,508.3
S2 8,940.8 8,940.8 9,659.2
S3 8,230.3 8,654.7 9,594.1
S4 7,519.8 7,944.2 9,398.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,947.0 9,227.0 720.0 7.3% 237.9 2.4% 92% True False 99,342
10 9,965.5 9,227.0 738.5 7.5% 230.6 2.3% 90% False False 67,243
20 10,123.0 9,227.0 896.0 9.1% 177.2 1.8% 74% False False 34,915
40 10,123.0 8,910.0 1,213.0 12.3% 160.4 1.6% 81% False False 18,283
60 10,123.0 8,367.5 1,755.5 17.8% 173.0 1.7% 87% False False 12,355
80 10,123.0 8,367.5 1,755.5 17.8% 151.7 1.5% 87% False False 9,370
100 10,123.0 8,367.5 1,755.5 17.8% 137.7 1.4% 87% False False 7,508
120 10,123.0 8,367.5 1,755.5 17.8% 126.6 1.3% 87% False False 6,260
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35.0
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 10,499.5
2.618 10,287.3
1.618 10,157.3
1.000 10,077.0
0.618 10,027.3
HIGH 9,947.0
0.618 9,897.3
0.500 9,882.0
0.382 9,866.7
LOW 9,817.0
0.618 9,736.7
1.000 9,687.0
1.618 9,606.7
2.618 9,476.7
4.250 9,264.5
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 9,886.7 9,860.8
PP 9,884.3 9,832.7
S1 9,882.0 9,804.5

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

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