DAX Index Future December 2016

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

Day Change Summary
	Previous	Current
	22-Nov-2016	23-Nov-2016	Change	Change %	Previous Week
Open	10,768.5	10,743.5	-25.0	-0.2%	10,765.0
High	10,781.5	10,745.5	-36.0	-0.3%	10,798.0
Low	10,698.0	10,599.5	-98.5	-0.9%	10,597.5
Close	10,709.5	10,667.5	-42.0	-0.4%	10,674.0
Range	83.5	146.0	62.5	74.9%	200.5
ATR	162.9	161.7	-1.2	-0.7%	0.0
Volume	76,603	99,375	22,772	29.7%	444,244

Daily Pivots for day following 23-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	11,108.8	11,034.2	10,747.8
R3	10,962.8	10,888.2	10,707.7
R2	10,816.8	10,816.8	10,694.3
R1	10,742.2	10,742.2	10,680.9	10,706.5
PP	10,670.8	10,670.8	10,670.8	10,653.0
S1	10,596.2	10,596.2	10,654.1	10,560.5
S2	10,524.8	10,524.8	10,640.7
S3	10,378.8	10,450.2	10,627.4
S4	10,232.8	10,304.2	10,587.2

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	10,781.5	10,587.5	194.0	1.8%	121.5	1.1%	41%	False	False	87,285
10	10,798.0	10,570.0	228.0	2.1%	136.6	1.3%	43%	False	False	92,786
20	10,798.0	10,013.0	785.0	7.4%	163.4	1.5%	83%	False	False	105,444
40	10,826.0	10,013.0	813.0	7.6%	157.7	1.5%	81%	False	False	100,138
60	10,826.0	10,013.0	813.0	7.6%	155.5	1.5%	81%	False	False	85,746
80	10,826.0	10,013.0	813.0	7.6%	148.1	1.4%	81%	False	False	64,353
100	10,826.0	9,281.0	1,545.0	14.5%	144.9	1.4%	90%	False	False	51,512
120	10,826.0	9,164.5	1,661.5	15.6%	146.7	1.4%	90%	False	False	42,952

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	35.2
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	11,366.0
2.618	11,127.7
1.618	10,981.7
1.000	10,891.5
0.618	10,835.7
HIGH	10,745.5
0.618	10,689.7
0.500	10,672.5
0.382	10,655.3
LOW	10,599.5
0.618	10,509.3
1.000	10,453.5
1.618	10,363.3
2.618	10,217.3
4.250	9,979.0

Fisher Pivots for day following 23-Nov-2016
Pivot	1 day	3 day
R1	10,672.5	10,684.5
PP	10,670.8	10,678.8
S1	10,669.2	10,673.2

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