DAX Index Future September 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 10,300.0 10,129.0 -171.0 -1.7% 10,117.5
High 10,336.0 10,216.5 -119.5 -1.2% 10,381.0
Low 10,111.0 10,088.0 -23.0 -0.2% 10,107.0
Close 10,146.0 10,164.5 18.5 0.2% 10,326.0
Range 225.0 128.5 -96.5 -42.9% 274.0
ATR 176.3 172.9 -3.4 -1.9% 0.0
Volume 82,533 82,039 -494 -0.6% 387,760
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 10,541.8 10,481.7 10,235.2
R3 10,413.3 10,353.2 10,199.8
R2 10,284.8 10,284.8 10,188.1
R1 10,224.7 10,224.7 10,176.3 10,254.8
PP 10,156.3 10,156.3 10,156.3 10,171.4
S1 10,096.2 10,096.2 10,152.7 10,126.3
S2 10,027.8 10,027.8 10,140.9
S3 9,899.3 9,967.7 10,129.2
S4 9,770.8 9,839.2 10,093.8
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 11,093.3 10,983.7 10,476.7
R3 10,819.3 10,709.7 10,401.4
R2 10,545.3 10,545.3 10,376.2
R1 10,435.7 10,435.7 10,351.1 10,490.5
PP 10,271.3 10,271.3 10,271.3 10,298.8
S1 10,161.7 10,161.7 10,300.9 10,216.5
S2 9,997.3 9,997.3 10,275.8
S3 9,723.3 9,887.7 10,250.7
S4 9,449.3 9,613.7 10,175.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,472.0 10,088.0 384.0 3.8% 150.3 1.5% 20% False True 81,306
10 10,472.0 10,059.5 412.5 4.1% 133.1 1.3% 25% False False 78,897
20 10,472.0 9,351.5 1,120.5 11.0% 149.2 1.5% 73% False False 79,659
40 10,472.0 9,152.5 1,319.5 13.0% 178.6 1.8% 77% False False 83,677
60 10,472.0 9,152.5 1,319.5 13.0% 165.2 1.6% 77% False False 55,926
80 10,508.0 9,152.5 1,355.5 13.3% 160.8 1.6% 75% False False 41,993
100 10,508.0 9,152.5 1,355.5 13.3% 158.6 1.6% 75% False False 33,620
120 10,508.0 8,851.0 1,657.0 16.3% 148.5 1.5% 79% False False 28,025
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 35.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,762.6
2.618 10,552.9
1.618 10,424.4
1.000 10,345.0
0.618 10,295.9
HIGH 10,216.5
0.618 10,167.4
0.500 10,152.3
0.382 10,137.1
LOW 10,088.0
0.618 10,008.6
1.000 9,959.5
1.618 9,880.1
2.618 9,751.6
4.250 9,541.9
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 10,160.4 10,280.0
PP 10,156.3 10,241.5
S1 10,152.3 10,203.0

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

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