DAX Index Future March 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	9,696.5	9,811.5	115.0	1.2%	10,519.5
High	9,980.5	10,094.5	114.0	1.1%	10,523.5
Low	9,657.0	9,776.0	119.0	1.2%	9,723.0
Close	9,857.0	9,994.5	137.5	1.4%	9,859.5
Range	323.5	318.5	-5.0	-1.5%	800.5
ATR	282.9	285.5	2.5	0.9%	0.0
Volume	117,713	130,851	13,138	11.2%	622,707

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,910.5	10,771.0	10,169.7
R3	10,592.0	10,452.5	10,082.1
R2	10,273.5	10,273.5	10,052.9
R1	10,134.0	10,134.0	10,023.7	10,203.8
PP	9,955.0	9,955.0	9,955.0	9,989.9
S1	9,815.5	9,815.5	9,965.3	9,885.3
S2	9,636.5	9,636.5	9,936.1
S3	9,318.0	9,497.0	9,906.9
S4	8,999.5	9,178.5	9,819.3

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	12,436.8	11,948.7	10,299.8
R3	11,636.3	11,148.2	10,079.6
R2	10,835.8	10,835.8	10,006.3
R1	10,347.7	10,347.7	9,932.9	10,191.5
PP	10,035.3	10,035.3	10,035.3	9,957.3
S1	9,547.2	9,547.2	9,786.1	9,391.0
S2	9,234.8	9,234.8	9,712.7
S3	8,434.3	8,746.7	9,639.4
S4	7,633.8	7,946.2	9,419.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,287.5	9,657.0	630.5	6.3%	293.8	2.9%	54%	False	False	131,353
10	10,886.0	9,657.0	1,229.0	12.3%	246.6	2.5%	27%	False	False	108,859
20	10,886.0	9,657.0	1,229.0	12.3%	253.5	2.5%	27%	False	False	87,715
40	11,439.0	9,657.0	1,782.0	17.8%	236.1	2.4%	19%	False	False	45,126
60	11,439.0	9,657.0	1,782.0	17.8%	214.8	2.1%	19%	False	False	30,567
80	11,439.0	9,329.5	2,109.5	21.1%	215.8	2.2%	32%	False	False	23,031
100	11,439.0	9,329.5	2,109.5	21.1%	209.3	2.1%	32%	False	False	18,437
120	11,674.5	9,329.5	2,345.0	23.5%	192.3	1.9%	28%	False	False	15,367

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	39.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,448.1
2.618	10,928.3
1.618	10,609.8
1.000	10,413.0
0.618	10,291.3
HIGH	10,094.5
0.618	9,972.8
0.500	9,935.3
0.382	9,897.7
LOW	9,776.0
0.618	9,579.2
1.000	9,457.5
1.618	9,260.7
2.618	8,942.2
4.250	8,422.4

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	9,974.8	9,960.1
PP	9,955.0	9,925.7
S1	9,935.3	9,891.3

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols