DAX Index Future December 2017

Trading Metrics calculated at close of trading on 14-Nov-2017

Day Change Summary
	Previous	Current
	13-Nov-2017	14-Nov-2017	Change	Change %	Previous Week
Open	13,123.0	13,075.5	-47.5	-0.4%	13,475.0
High	13,161.0	13,136.0	-25.0	-0.2%	13,533.0
Low	12,957.5	12,996.5	39.0	0.3%	13,102.0
Close	13,087.5	13,033.0	-54.5	-0.4%	13,121.0
Range	203.5	139.5	-64.0	-31.4%	431.0
ATR	121.1	122.4	1.3	1.1%	0.0
Volume	94,194	117,216	23,022	24.4%	498,352

Daily Pivots for day following 14-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	13,473.7	13,392.8	13,109.7
R3	13,334.2	13,253.3	13,071.4
R2	13,194.7	13,194.7	13,058.6
R1	13,113.8	13,113.8	13,045.8	13,084.5
PP	13,055.2	13,055.2	13,055.2	13,040.5
S1	12,974.3	12,974.3	13,020.2	12,945.0
S2	12,915.7	12,915.7	13,007.4
S3	12,776.2	12,834.8	12,994.6
S4	12,636.7	12,695.3	12,956.3

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	14,545.0	14,264.0	13,358.1
R3	14,114.0	13,833.0	13,239.5
R2	13,683.0	13,683.0	13,200.0
R1	13,402.0	13,402.0	13,160.5	13,327.0
PP	13,252.0	13,252.0	13,252.0	13,214.5
S1	12,971.0	12,971.0	13,081.5	12,896.0
S2	12,821.0	12,821.0	13,042.0
S3	12,390.0	12,540.0	13,002.5
S4	11,959.0	12,109.0	12,884.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,418.0	12,957.5	460.5	3.5%	165.6	1.3%	16%	False	False	108,385
10	13,533.0	12,957.5	575.5	4.4%	139.0	1.1%	13%	False	False	88,982
20	13,533.0	12,903.0	630.0	4.8%	120.4	0.9%	21%	False	False	81,672
40	13,533.0	12,504.0	1,029.0	7.9%	95.4	0.7%	51%	False	False	68,746
60	13,533.0	11,865.0	1,668.0	12.8%	98.0	0.8%	70%	False	False	53,641
80	13,533.0	11,865.0	1,668.0	12.8%	103.2	0.8%	70%	False	False	40,296
100	13,533.0	11,865.0	1,668.0	12.8%	107.8	0.8%	70%	False	False	32,290
120	13,533.0	11,865.0	1,668.0	12.8%	105.2	0.8%	70%	False	False	26,929

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,728.9
2.618	13,501.2
1.618	13,361.7
1.000	13,275.5
0.618	13,222.2
HIGH	13,136.0
0.618	13,082.7
0.500	13,066.3
0.382	13,049.8
LOW	12,996.5
0.618	12,910.3
1.000	12,857.0
1.618	12,770.8
2.618	12,631.3
4.250	12,403.6

Fisher Pivots for day following 14-Nov-2017
Pivot	1 day	3 day
R1	13,066.3	13,086.5
PP	13,055.2	13,068.7
S1	13,044.1	13,050.8

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