DAX Index Future September 2016

Trading Metrics calculated at close of trading on 29-Aug-2016

Day Change Summary
	Previous	Current
	26-Aug-2016	29-Aug-2016	Change	Change %	Previous Week
Open	10,507.0	10,519.0	12.0	0.1%	10,528.0
High	10,616.0	10,572.5	-43.5	-0.4%	10,657.0
Low	10,452.5	10,436.0	-16.5	-0.2%	10,386.0
Close	10,589.5	10,544.5	-45.0	-0.4%	10,589.5
Range	163.5	136.5	-27.0	-16.5%	271.0
ATR	155.4	155.2	-0.1	-0.1%	0.0
Volume	64,413	75,879	11,466	17.8%	382,642

Daily Pivots for day following 29-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,927.2	10,872.3	10,619.6
R3	10,790.7	10,735.8	10,582.0
R2	10,654.2	10,654.2	10,569.5
R1	10,599.3	10,599.3	10,557.0	10,626.8
PP	10,517.7	10,517.7	10,517.7	10,531.4
S1	10,462.8	10,462.8	10,532.0	10,490.3
S2	10,381.2	10,381.2	10,519.5
S3	10,244.7	10,326.3	10,507.0
S4	10,108.2	10,189.8	10,469.4

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	10,653.5	10,436.0	217.5	2.1%	141.7	1.3%	50%	False	True	78,134
10	10,738.5	10,386.0	352.5	3.3%	150.4	1.4%	45%	False	False	78,277
20	10,804.0	10,088.0	716.0	6.8%	142.5	1.4%	64%	False	False	76,470
40	10,804.0	9,290.0	1,514.0	14.4%	148.8	1.4%	83%	False	False	79,120
60	10,804.0	9,152.5	1,651.5	15.7%	164.1	1.6%	84%	False	False	78,599
80	10,804.0	9,152.5	1,651.5	15.7%	159.3	1.5%	84%	False	False	59,009
100	10,804.0	9,152.5	1,651.5	15.7%	156.7	1.5%	84%	False	False	47,245
120	10,804.0	9,152.5	1,651.5	15.7%	155.2	1.5%	84%	False	False	39,393

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	37.4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	11,152.6
2.618	10,929.9
1.618	10,793.4
1.000	10,709.0
0.618	10,656.9
HIGH	10,572.5
0.618	10,520.4
0.500	10,504.3
0.382	10,488.1
LOW	10,436.0
0.618	10,351.6
1.000	10,299.5
1.618	10,215.1
2.618	10,078.6
4.250	9,855.9

Fisher Pivots for day following 29-Aug-2016
Pivot	1 day	3 day
R1	10,531.1	10,538.8
PP	10,517.7	10,533.2
S1	10,504.3	10,527.5

Download as Excel Spreadsheet

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

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