DAX Index Future September 2016

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

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	10,350.0	10,244.5	-105.5	-1.0%	9,903.0
High	10,357.0	10,273.0	-84.0	-0.8%	10,279.0
Low	10,238.5	10,152.5	-86.0	-0.8%	9,767.0
Close	10,253.5	10,185.0	-68.5	-0.7%	10,261.5
Range	118.5	120.5	2.0	1.7%	512.0
ATR	153.9	151.5	-2.4	-1.6%	0.0
Volume	386	237	-149	-38.6%	746

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,565.0	10,495.5	10,251.3
R3	10,444.5	10,375.0	10,218.1
R2	10,324.0	10,324.0	10,207.1
R1	10,254.5	10,254.5	10,196.0	10,229.0
PP	10,203.5	10,203.5	10,203.5	10,190.8
S1	10,134.0	10,134.0	10,174.0	10,108.5
S2	10,083.0	10,083.0	10,162.9
S3	9,962.5	10,013.5	10,151.9
S4	9,842.0	9,893.0	10,118.7

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,638.5	11,462.0	10,543.1
R3	11,126.5	10,950.0	10,402.3
R2	10,614.5	10,614.5	10,355.4
R1	10,438.0	10,438.0	10,308.4	10,526.3
PP	10,102.5	10,102.5	10,102.5	10,146.6
S1	9,926.0	9,926.0	10,214.6	10,014.3
S2	9,590.5	9,590.5	10,167.6
S3	9,078.5	9,414.0	10,120.7
S4	8,566.5	8,902.0	9,979.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,357.0	10,120.0	237.0	2.3%	95.2	0.9%	27%	False	False	173
10	10,357.0	9,765.0	592.0	5.8%	128.6	1.3%	71%	False	False	205
20	10,357.0	9,757.5	599.5	5.9%	140.8	1.4%	71%	False	False	171
40	10,508.0	9,485.5	1,022.5	10.0%	146.1	1.4%	68%	False	False	180
60	10,508.0	9,485.5	1,022.5	10.0%	140.6	1.4%	68%	False	False	163
80	10,508.0	8,732.0	1,776.0	17.4%	137.4	1.3%	82%	False	False	131
100	10,508.0	8,732.0	1,776.0	17.4%	141.3	1.4%	82%	False	False	113

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	10,785.1
2.618	10,588.5
1.618	10,468.0
1.000	10,393.5
0.618	10,347.5
HIGH	10,273.0
0.618	10,227.0
0.500	10,212.8
0.382	10,198.5
LOW	10,152.5
0.618	10,078.0
1.000	10,032.0
1.618	9,957.5
2.618	9,837.0
4.250	9,640.4

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	10,212.8	10,254.8
PP	10,203.5	10,231.5
S1	10,194.3	10,208.3

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