DAX Index Future December 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	10,290.0	10,277.0	-13.0	-0.1%	10,075.0
High	10,315.0	10,361.5	46.5	0.5%	10,174.0
Low	10,277.5	10,252.0	-25.5	-0.2%	9,903.0
Close	10,293.5	10,281.5	-12.0	-0.1%	10,122.5
Range	37.5	109.5	72.0	192.0%	271.0
ATR	159.5	155.9	-3.6	-2.2%	0.0
Volume	215	49	-166	-77.2%	339

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,626.8	10,563.7	10,341.7
R3	10,517.3	10,454.2	10,311.6
R2	10,407.8	10,407.8	10,301.6
R1	10,344.7	10,344.7	10,291.5	10,376.3
PP	10,298.3	10,298.3	10,298.3	10,314.1
S1	10,235.2	10,235.2	10,271.5	10,266.8
S2	10,188.8	10,188.8	10,261.4
S3	10,079.3	10,125.7	10,251.4
S4	9,969.8	10,016.2	10,221.3

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,879.5	10,772.0	10,271.6
R3	10,608.5	10,501.0	10,197.0
R2	10,337.5	10,337.5	10,172.2
R1	10,230.0	10,230.0	10,147.3	10,283.8
PP	10,066.5	10,066.5	10,066.5	10,093.4
S1	9,959.0	9,959.0	10,097.7	10,012.8
S2	9,795.5	9,795.5	10,072.8
S3	9,524.5	9,688.0	10,048.0
S4	9,253.5	9,417.0	9,973.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,361.5	10,050.0	311.5	3.0%	91.9	0.9%	74%	True	False	236
10	10,361.5	9,903.0	458.5	4.5%	104.3	1.0%	83%	True	False	158
20	10,361.5	9,281.0	1,080.5	10.5%	130.8	1.3%	93%	True	False	171
40	10,361.5	9,164.5	1,197.0	11.6%	144.2	1.4%	93%	True	False	146
60	10,361.5	9,164.5	1,197.0	11.6%	121.9	1.2%	93%	True	False	100
80	10,465.0	9,164.5	1,300.5	12.6%	95.7	0.9%	86%	False	False	77

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,826.9
2.618	10,648.2
1.618	10,538.7
1.000	10,471.0
0.618	10,429.2
HIGH	10,361.5
0.618	10,319.7
0.500	10,306.8
0.382	10,293.8
LOW	10,252.0
0.618	10,184.3
1.000	10,142.5
1.618	10,074.8
2.618	9,965.3
4.250	9,786.6

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	10,306.8	10,271.3
PP	10,298.3	10,261.0
S1	10,289.9	10,250.8

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