DAX Index Future December 2016

Trading Metrics calculated at close of trading on 21-Nov-2016

Day Change Summary
	Previous	Current
	18-Nov-2016	21-Nov-2016	Change	Change %	Previous Week
Open	10,732.0	10,688.0	-44.0	-0.4%	10,765.0
High	10,747.5	10,727.0	-20.5	-0.2%	10,798.0
Low	10,644.5	10,587.5	-57.0	-0.5%	10,597.5
Close	10,674.0	10,674.5	0.5	0.0%	10,674.0
Range	103.0	139.5	36.5	35.4%	200.5
ATR	169.4	167.2	-2.1	-1.3%	0.0
Volume	88,328	83,794	-4,534	-5.1%	444,244

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,081.5	11,017.5	10,751.2
R3	10,942.0	10,878.0	10,712.9
R2	10,802.5	10,802.5	10,700.1
R1	10,738.5	10,738.5	10,687.3	10,700.8
PP	10,663.0	10,663.0	10,663.0	10,644.1
S1	10,599.0	10,599.0	10,661.7	10,561.3
S2	10,523.5	10,523.5	10,648.9
S3	10,384.0	10,459.5	10,636.1
S4	10,244.5	10,320.0	10,597.8

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,291.3	11,183.2	10,784.3
R3	11,090.8	10,982.7	10,729.1
R2	10,890.3	10,890.3	10,710.8
R1	10,782.2	10,782.2	10,692.4	10,736.0
PP	10,689.8	10,689.8	10,689.8	10,666.8
S1	10,581.7	10,581.7	10,655.6	10,535.5
S2	10,489.3	10,489.3	10,637.2
S3	10,288.8	10,381.2	10,618.9
S4	10,088.3	10,180.7	10,563.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,782.0	10,587.5	194.5	1.8%	130.1	1.2%	45%	False	True	89,253
10	10,798.0	10,013.0	785.0	7.4%	194.5	1.8%	84%	False	False	111,756
20	10,826.0	10,013.0	813.0	7.6%	163.7	1.5%	81%	False	False	106,410
40	10,826.0	10,013.0	813.0	7.6%	162.0	1.5%	81%	False	False	101,180
60	10,826.0	10,013.0	813.0	7.6%	156.1	1.5%	81%	False	False	82,819
80	10,826.0	10,013.0	813.0	7.6%	148.3	1.4%	81%	False	False	62,155
100	10,826.0	9,281.0	1,545.0	14.5%	144.8	1.4%	90%	False	False	49,758
120	10,826.0	9,164.5	1,661.5	15.6%	146.9	1.4%	91%	False	False	41,486

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	38.2
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,319.9
2.618	11,092.2
1.618	10,952.7
1.000	10,866.5
0.618	10,813.2
HIGH	10,727.0
0.618	10,673.7
0.500	10,657.3
0.382	10,640.8
LOW	10,587.5
0.618	10,501.3
1.000	10,448.0
1.618	10,361.8
2.618	10,222.3
4.250	9,994.6

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	10,668.8	10,672.2
PP	10,663.0	10,669.8
S1	10,657.3	10,667.5

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