DAX Index Future September 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 10,645.0 10,612.5 -32.5 -0.3% 10,528.0
High 10,665.5 10,678.0 12.5 0.1% 10,657.0
Low 10,551.0 10,488.5 -62.5 -0.6% 10,386.0
Close 10,610.5 10,523.5 -87.0 -0.8% 10,589.5
Range 114.5 189.5 75.0 65.5% 271.0
ATR 151.7 154.4 2.7 1.8% 0.0
Volume 99,287 98,901 -386 -0.4% 382,642
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 11,131.8 11,017.2 10,627.7
R3 10,942.3 10,827.7 10,575.6
R2 10,752.8 10,752.8 10,558.2
R1 10,638.2 10,638.2 10,540.9 10,600.8
PP 10,563.3 10,563.3 10,563.3 10,544.6
S1 10,448.7 10,448.7 10,506.1 10,411.3
S2 10,373.8 10,373.8 10,488.8
S3 10,184.3 10,259.2 10,471.4
S4 9,994.8 10,069.7 10,419.3
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 10,690.0 10,436.0 254.0 2.4% 145.1 1.4% 34% False False 83,711
10 10,690.0 10,386.0 304.0 2.9% 155.0 1.5% 45% False False 82,944
20 10,804.0 10,209.0 595.0 5.7% 140.9 1.3% 53% False False 78,456
40 10,804.0 9,356.5 1,447.5 13.8% 144.0 1.4% 81% False False 78,707
60 10,804.0 9,152.5 1,651.5 15.7% 166.3 1.6% 83% False False 83,086
80 10,804.0 9,152.5 1,651.5 15.7% 159.0 1.5% 83% False False 62,482
100 10,804.0 9,152.5 1,651.5 15.7% 156.2 1.5% 83% False False 50,022
120 10,804.0 9,152.5 1,651.5 15.7% 154.5 1.5% 83% False False 41,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 37.7
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,483.4
2.618 11,174.1
1.618 10,984.6
1.000 10,867.5
0.618 10,795.1
HIGH 10,678.0
0.618 10,605.6
0.500 10,583.3
0.382 10,560.9
LOW 10,488.5
0.618 10,371.4
1.000 10,299.0
1.618 10,181.9
2.618 9,992.4
4.250 9,683.1
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 10,583.3 10,589.3
PP 10,563.3 10,567.3
S1 10,543.4 10,545.4

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

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