DAX Index Future September 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 9,382.5 9,712.0 329.5 3.5% 9,692.5
High 9,644.5 9,834.0 189.5 2.0% 9,692.5
Low 9,356.5 9,675.5 319.0 3.4% 9,290.0
Close 9,629.5 9,822.5 193.0 2.0% 9,629.5
Range 288.0 158.5 -129.5 -45.0% 402.5
ATR 248.9 245.7 -3.2 -1.3% 0.0
Volume 93,733 86,699 -7,034 -7.5% 388,500
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 10,252.8 10,196.2 9,909.7
R3 10,094.3 10,037.7 9,866.1
R2 9,935.8 9,935.8 9,851.6
R1 9,879.2 9,879.2 9,837.0 9,907.5
PP 9,777.3 9,777.3 9,777.3 9,791.5
S1 9,720.7 9,720.7 9,808.0 9,749.0
S2 9,618.8 9,618.8 9,793.4
S3 9,460.3 9,562.2 9,778.9
S4 9,301.8 9,403.7 9,735.3
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 10,744.8 10,589.7 9,850.9
R3 10,342.3 10,187.2 9,740.2
R2 9,939.8 9,939.8 9,703.3
R1 9,784.7 9,784.7 9,666.4 9,661.0
PP 9,537.3 9,537.3 9,537.3 9,475.5
S1 9,382.2 9,382.2 9,592.6 9,258.5
S2 9,134.8 9,134.8 9,555.7
S3 8,732.3 8,979.7 9,518.8
S4 8,329.8 8,577.2 9,408.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,834.0 9,290.0 544.0 5.5% 212.6 2.2% 98% True False 95,039
10 9,834.0 9,201.5 632.5 6.4% 216.1 2.2% 98% True False 92,084
20 10,340.0 9,152.5 1,187.5 12.1% 209.9 2.1% 56% False False 99,247
40 10,357.0 9,152.5 1,204.5 12.3% 175.7 1.8% 56% False False 50,753
60 10,508.0 9,152.5 1,355.5 13.8% 167.8 1.7% 49% False False 33,893
80 10,508.0 9,152.5 1,355.5 13.8% 163.0 1.7% 49% False False 25,461
100 10,508.0 9,152.5 1,355.5 13.8% 151.8 1.5% 49% False False 20,381
120 10,508.0 8,732.0 1,776.0 18.1% 150.4 1.5% 61% False False 16,992
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 65.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,507.6
2.618 10,249.0
1.618 10,090.5
1.000 9,992.5
0.618 9,932.0
HIGH 9,834.0
0.618 9,773.5
0.500 9,754.8
0.382 9,736.0
LOW 9,675.5
0.618 9,577.5
1.000 9,517.0
1.618 9,419.0
2.618 9,260.5
4.250 9,001.9
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 9,799.9 9,745.9
PP 9,777.3 9,669.3
S1 9,754.8 9,592.8

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

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