DAX Index Future September 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 9,865.0 9,968.0 103.0 1.0% 9,699.0
High 9,985.0 10,111.5 126.5 1.3% 9,742.0
Low 9,838.0 9,917.5 79.5 0.8% 9,421.0
Close 9,951.5 10,029.5 78.0 0.8% 9,601.0
Range 147.0 194.0 47.0 32.0% 321.0
ATR 184.5 185.2 0.7 0.4% 0.0
Volume 97,314 94,139 -3,175 -3.3% 413,730
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 10,601.5 10,509.5 10,136.2
R3 10,407.5 10,315.5 10,082.9
R2 10,213.5 10,213.5 10,065.1
R1 10,121.5 10,121.5 10,047.3 10,167.5
PP 10,019.5 10,019.5 10,019.5 10,042.5
S1 9,927.5 9,927.5 10,011.7 9,973.5
S2 9,825.5 9,825.5 9,993.9
S3 9,631.5 9,733.5 9,976.2
S4 9,437.5 9,539.5 9,922.8
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 10,551.0 10,397.0 9,777.6
R3 10,230.0 10,076.0 9,689.3
R2 9,909.0 9,909.0 9,659.9
R1 9,755.0 9,755.0 9,630.4 9,671.5
PP 9,588.0 9,588.0 9,588.0 9,546.3
S1 9,434.0 9,434.0 9,571.6 9,350.5
S2 9,267.0 9,267.0 9,542.2
S3 8,946.0 9,113.0 9,512.7
S4 8,625.0 8,792.0 9,424.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,111.5 9,421.0 690.5 6.9% 168.1 1.7% 88% True False 98,064
10 10,253.0 9,421.0 832.0 8.3% 167.5 1.7% 73% False False 64,257
20 10,357.0 9,421.0 936.0 9.3% 151.6 1.5% 65% False False 32,462
40 10,409.0 9,421.0 988.0 9.9% 148.7 1.5% 62% False False 16,318
60 10,508.0 9,421.0 1,087.0 10.8% 148.4 1.5% 56% False False 10,933
80 10,508.0 9,365.0 1,143.0 11.4% 139.4 1.4% 58% False False 8,226
100 10,508.0 8,732.0 1,776.0 17.7% 141.2 1.4% 73% False False 6,588
120 10,817.0 8,732.0 2,085.0 20.8% 142.9 1.4% 62% False False 5,497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 28.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,936.0
2.618 10,619.4
1.618 10,425.4
1.000 10,305.5
0.618 10,231.4
HIGH 10,111.5
0.618 10,037.4
0.500 10,014.5
0.382 9,991.6
LOW 9,917.5
0.618 9,797.6
1.000 9,723.5
1.618 9,603.6
2.618 9,409.6
4.250 9,093.0
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 10,024.5 9,965.8
PP 10,019.5 9,902.0
S1 10,014.5 9,838.3

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

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