DAX Index Future September 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 10,619.0 10,507.0 -112.0 -1.1% 10,528.0
High 10,619.0 10,616.0 -3.0 0.0% 10,657.0
Low 10,466.0 10,452.5 -13.5 -0.1% 10,386.0
Close 10,528.5 10,589.5 61.0 0.6% 10,589.5
Range 153.0 163.5 10.5 6.9% 271.0
ATR 154.8 155.4 0.6 0.4% 0.0
Volume 88,856 64,413 -24,443 -27.5% 382,642
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 11,043.2 10,979.8 10,679.4
R3 10,879.7 10,816.3 10,634.5
R2 10,716.2 10,716.2 10,619.5
R1 10,652.8 10,652.8 10,604.5 10,684.5
PP 10,552.7 10,552.7 10,552.7 10,568.5
S1 10,489.3 10,489.3 10,574.5 10,521.0
S2 10,389.2 10,389.2 10,559.5
S3 10,225.7 10,325.8 10,544.5
S4 10,062.2 10,162.3 10,499.6
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 11,357.2 11,244.3 10,738.6
R3 11,086.2 10,973.3 10,664.0
R2 10,815.2 10,815.2 10,639.2
R1 10,702.3 10,702.3 10,614.3 10,758.8
PP 10,544.2 10,544.2 10,544.2 10,572.4
S1 10,431.3 10,431.3 10,564.7 10,487.8
S2 10,273.2 10,273.2 10,539.8
S3 10,002.2 10,160.3 10,515.0
S4 9,731.2 9,889.3 10,440.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,657.0 10,386.0 271.0 2.6% 168.6 1.6% 75% False False 76,528
10 10,804.0 10,386.0 418.0 3.9% 146.1 1.4% 49% False False 78,653
20 10,804.0 10,088.0 716.0 6.8% 145.7 1.4% 70% False False 77,177
40 10,804.0 9,290.0 1,514.0 14.3% 149.1 1.4% 86% False False 78,271
60 10,804.0 9,152.5 1,651.5 15.6% 165.8 1.6% 87% False False 77,353
80 10,804.0 9,152.5 1,651.5 15.6% 158.9 1.5% 87% False False 58,061
100 10,804.0 9,152.5 1,651.5 15.6% 157.7 1.5% 87% False False 46,487
120 10,804.0 9,152.5 1,651.5 15.6% 154.0 1.5% 87% False False 38,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 33.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,310.9
2.618 11,044.0
1.618 10,880.5
1.000 10,779.5
0.618 10,717.0
HIGH 10,616.0
0.618 10,553.5
0.500 10,534.3
0.382 10,515.0
LOW 10,452.5
0.618 10,351.5
1.000 10,289.0
1.618 10,188.0
2.618 10,024.5
4.250 9,757.6
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 10,571.1 10,577.3
PP 10,552.7 10,565.2
S1 10,534.3 10,553.0

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

View Archives - Comment on this page... - Back to Index of Symbols