DAX Index Future September 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 9,992.0 10,130.0 138.0 1.4% 9,712.0
High 10,139.0 10,189.0 50.0 0.5% 10,101.5
Low 9,978.5 10,078.5 100.0 1.0% 9,675.5
Close 10,135.0 10,163.5 28.5 0.3% 10,049.5
Range 160.5 110.5 -50.0 -31.2% 426.0
ATR 209.2 202.2 -7.1 -3.4% 0.0
Volume 81,634 71,486 -10,148 -12.4% 386,725
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 10,475.2 10,429.8 10,224.3
R3 10,364.7 10,319.3 10,193.9
R2 10,254.2 10,254.2 10,183.8
R1 10,208.8 10,208.8 10,173.6 10,231.5
PP 10,143.7 10,143.7 10,143.7 10,155.0
S1 10,098.3 10,098.3 10,153.4 10,121.0
S2 10,033.2 10,033.2 10,143.2
S3 9,922.7 9,987.8 10,133.1
S4 9,812.2 9,877.3 10,102.7
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 11,220.2 11,060.8 10,283.8
R3 10,794.2 10,634.8 10,166.7
R2 10,368.2 10,368.2 10,127.6
R1 10,208.8 10,208.8 10,088.6 10,288.5
PP 9,942.2 9,942.2 9,942.2 9,982.0
S1 9,782.8 9,782.8 10,010.5 9,862.5
S2 9,516.2 9,516.2 9,971.4
S3 9,090.2 9,356.8 9,932.4
S4 8,664.2 8,930.8 9,815.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,189.0 9,910.5 278.5 2.7% 137.2 1.3% 91% True False 76,086
10 10,189.0 9,356.5 832.5 8.2% 161.9 1.6% 97% True False 78,771
20 10,340.0 9,152.5 1,187.5 11.7% 207.0 2.0% 85% False False 93,992
40 10,357.0 9,152.5 1,204.5 11.9% 173.5 1.7% 84% False False 65,899
60 10,368.0 9,152.5 1,215.5 12.0% 167.1 1.6% 83% False False 43,994
80 10,508.0 9,152.5 1,355.5 13.3% 162.8 1.6% 75% False False 33,037
100 10,508.0 9,152.5 1,355.5 13.3% 152.6 1.5% 75% False False 26,451
120 10,508.0 8,732.0 1,776.0 17.5% 152.6 1.5% 81% False False 22,049
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 33.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,658.6
2.618 10,478.3
1.618 10,367.8
1.000 10,299.5
0.618 10,257.3
HIGH 10,189.0
0.618 10,146.8
0.500 10,133.8
0.382 10,120.7
LOW 10,078.5
0.618 10,010.2
1.000 9,968.0
1.618 9,899.7
2.618 9,789.2
4.250 9,608.9
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 10,153.6 10,125.6
PP 10,143.7 10,087.7
S1 10,133.8 10,049.8

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

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