DAX Index Future September 2016

Trading Metrics calculated at close of trading on 13-May-2016

Day Change Summary
	Previous	Current
	12-May-2016	13-May-2016	Change	Change %	Previous Week
Open	9,951.0	9,795.0	-156.0	-1.6%	9,957.0
High	10,075.0	9,960.5	-114.5	-1.1%	10,100.0
Low	9,832.0	9,757.5	-74.5	-0.8%	9,757.5
Close	9,851.0	9,935.5	84.5	0.9%	9,935.5
Range	243.0	203.0	-40.0	-16.5%	342.5
ATR	166.7	169.3	2.6	1.6%	0.0
Volume	326	128	-198	-60.7%	1,035

Daily Pivots for day following 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,493.5	10,417.5	10,047.2
R3	10,290.5	10,214.5	9,991.3
R2	10,087.5	10,087.5	9,972.7
R1	10,011.5	10,011.5	9,954.1	10,049.5
PP	9,884.5	9,884.5	9,884.5	9,903.5
S1	9,808.5	9,808.5	9,916.9	9,846.5
S2	9,681.5	9,681.5	9,898.3
S3	9,478.5	9,605.5	9,879.7
S4	9,275.5	9,402.5	9,823.9

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,958.5	10,789.5	10,123.9
R3	10,616.0	10,447.0	10,029.7
R2	10,273.5	10,273.5	9,998.3
R1	10,104.5	10,104.5	9,966.9	10,017.8
PP	9,931.0	9,931.0	9,931.0	9,887.6
S1	9,762.0	9,762.0	9,904.1	9,675.3
S2	9,588.5	9,588.5	9,872.7
S3	9,246.0	9,419.5	9,841.3
S4	8,903.5	9,077.0	9,747.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,100.0	9,757.5	342.5	3.4%	173.5	1.7%	52%	False	True	207
10	10,153.0	9,757.5	395.5	4.0%	150.2	1.5%	45%	False	True	146
20	10,508.0	9,757.5	750.5	7.6%	158.9	1.6%	24%	False	True	172
40	10,508.0	9,485.5	1,022.5	10.3%	154.1	1.6%	44%	False	False	169
60	10,508.0	9,156.5	1,351.5	13.6%	135.3	1.4%	58%	False	False	135
80	10,508.0	8,732.0	1,776.0	17.9%	138.3	1.4%	68%	False	False	112

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	True
Bull Hook	False
Stretch	38.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,823.3
2.618	10,492.0
1.618	10,289.0
1.000	10,163.5
0.618	10,086.0
HIGH	9,960.5
0.618	9,883.0
0.500	9,859.0
0.382	9,835.0
LOW	9,757.5
0.618	9,632.0
1.000	9,554.5
1.618	9,429.0
2.618	9,226.0
4.250	8,894.8

Fisher Pivots for day following 13-May-2016
Pivot	1 day	3 day
R1	9,910.0	9,929.1
PP	9,884.5	9,922.7
S1	9,859.0	9,916.3

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