DAX Index Future September 2016

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

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	10,051.0	9,699.0	-352.0	-3.5%	10,117.0
High	10,069.0	9,742.0	-327.0	-3.2%	10,300.0
Low	9,763.5	9,588.5	-175.0	-1.8%	9,763.5
Close	9,824.5	9,672.5	-152.0	-1.5%	9,824.5
Range	305.5	153.5	-152.0	-49.8%	536.5
ATR	159.7	165.2	5.4	3.4%	0.0
Volume	24,117	60,273	36,156	149.9%	41,407

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,128.2	10,053.8	9,756.9
R3	9,974.7	9,900.3	9,714.7
R2	9,821.2	9,821.2	9,700.6
R1	9,746.8	9,746.8	9,686.6	9,707.3
PP	9,667.7	9,667.7	9,667.7	9,647.9
S1	9,593.3	9,593.3	9,658.4	9,553.8
S2	9,514.2	9,514.2	9,644.4
S3	9,360.7	9,439.8	9,630.3
S4	9,207.2	9,286.3	9,588.1

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,572.2	11,234.8	10,119.6
R3	11,035.7	10,698.3	9,972.0
R2	10,499.2	10,499.2	9,922.9
R1	10,161.8	10,161.8	9,873.7	10,062.3
PP	9,962.7	9,962.7	9,962.7	9,912.9
S1	9,625.3	9,625.3	9,775.3	9,525.8
S2	9,426.2	9,426.2	9,726.1
S3	8,889.7	9,088.8	9,677.0
S4	8,353.2	8,552.3	9,529.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,300.0	9,588.5	711.5	7.4%	171.9	1.8%	12%	False	True	20,196
10	10,357.0	9,588.5	768.5	7.9%	148.9	1.5%	11%	False	True	10,378
20	10,357.0	9,588.5	768.5	7.9%	139.1	1.4%	11%	False	True	5,266
40	10,508.0	9,588.5	919.5	9.5%	149.0	1.5%	9%	False	True	2,719
60	10,508.0	9,485.5	1,022.5	10.6%	149.1	1.5%	18%	False	False	1,868
80	10,508.0	9,156.5	1,351.5	14.0%	136.2	1.4%	38%	False	False	1,418
100	10,508.0	8,732.0	1,776.0	18.4%	138.4	1.4%	53%	False	False	1,143

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	18.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,394.4
2.618	10,143.9
1.618	9,990.4
1.000	9,895.5
0.618	9,836.9
HIGH	9,742.0
0.618	9,683.4
0.500	9,665.3
0.382	9,647.1
LOW	9,588.5
0.618	9,493.6
1.000	9,435.0
1.618	9,340.1
2.618	9,186.6
4.250	8,936.1

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	9,670.1	9,891.0
PP	9,667.7	9,818.2
S1	9,665.3	9,745.3

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