DAX Index Future December 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	10,065.5	10,110.0	44.5	0.4%	9,672.0
High	10,125.0	10,318.0	193.0	1.9%	9,707.5
Low	10,023.5	10,106.0	82.5	0.8%	9,420.0
Close	10,118.0	10,225.5	107.5	1.1%	9,590.5
Range	101.5	212.0	110.5	108.9%	287.5
ATR	154.9	159.0	4.1	2.6%	0.0
Volume	251	568	317	126.3%	677

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,852.5	10,751.0	10,342.1
R3	10,640.5	10,539.0	10,283.8
R2	10,428.5	10,428.5	10,264.4
R1	10,327.0	10,327.0	10,244.9	10,377.8
PP	10,216.5	10,216.5	10,216.5	10,241.9
S1	10,115.0	10,115.0	10,206.1	10,165.8
S2	10,004.5	10,004.5	10,186.6
S3	9,792.5	9,903.0	10,167.2
S4	9,580.5	9,691.0	10,108.9

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,435.2	10,300.3	9,748.6
R3	10,147.7	10,012.8	9,669.6
R2	9,860.2	9,860.2	9,643.2
R1	9,725.3	9,725.3	9,616.9	9,649.0
PP	9,572.7	9,572.7	9,572.7	9,534.5
S1	9,437.8	9,437.8	9,564.1	9,361.5
S2	9,285.2	9,285.2	9,537.8
S3	8,997.7	9,150.3	9,511.4
S4	8,710.2	8,862.8	9,432.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,318.0	9,568.0	750.0	7.3%	151.6	1.5%	88%	True	False	217
10	10,318.0	9,420.0	898.0	8.8%	130.4	1.3%	90%	True	False	172
20	10,350.5	9,420.0	930.5	9.1%	101.2	1.0%	87%	False	False	90
40	10,350.5	9,420.0	930.5	9.1%	83.4	0.8%	87%	False	False	49
60	10,465.0	9,420.0	1,045.0	10.2%	64.7	0.6%	77%	False	False	60

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.5
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	11,219.0
2.618	10,873.0
1.618	10,661.0
1.000	10,530.0
0.618	10,449.0
HIGH	10,318.0
0.618	10,237.0
0.500	10,212.0
0.382	10,187.0
LOW	10,106.0
0.618	9,975.0
1.000	9,894.0
1.618	9,763.0
2.618	9,551.0
4.250	9,205.0

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	10,221.0	10,189.0
PP	10,216.5	10,152.5
S1	10,212.0	10,116.0

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