DAX Index Future March 2014

Trading Metrics calculated at close of trading on 18-Dec-2013

Day Change Summary
	Previous	Current
	17-Dec-2013	18-Dec-2013	Change	Change %	Previous Week
Open	9,163.0	9,139.0	-24.0	-0.3%	9,244.5
High	9,177.0	9,296.0	119.0	1.3%	9,244.5
Low	9,097.5	9,139.0	41.5	0.5%	8,998.0
Close	9,116.0	9,197.5	81.5	0.9%	9,026.0
Range	79.5	157.0	77.5	97.5%	246.5
ATR	97.2	103.1	5.9	6.1%	0.0
Volume	54,726	56,433	1,707	3.1%	80,542

Daily Pivots for day following 18-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	9,681.8	9,596.7	9,283.9
R3	9,524.8	9,439.7	9,240.7
R2	9,367.8	9,367.8	9,226.3
R1	9,282.7	9,282.7	9,211.9	9,325.3
PP	9,210.8	9,210.8	9,210.8	9,232.1
S1	9,125.7	9,125.7	9,183.1	9,168.3
S2	9,053.8	9,053.8	9,168.7
S3	8,896.8	8,968.7	9,154.3
S4	8,739.8	8,811.7	9,111.2

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	9,829.0	9,674.0	9,161.6
R3	9,582.5	9,427.5	9,093.8
R2	9,336.0	9,336.0	9,071.2
R1	9,181.0	9,181.0	9,048.6	9,135.3
PP	9,089.5	9,089.5	9,089.5	9,066.6
S1	8,934.5	8,934.5	9,003.4	8,888.8
S2	8,843.0	8,843.0	8,980.8
S3	8,596.5	8,688.0	8,958.2
S4	8,350.0	8,441.5	8,890.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,296.0	8,998.0	298.0	3.2%	115.0	1.3%	67%	True	False	48,755
10	9,296.0	8,998.0	298.0	3.2%	108.5	1.2%	67%	True	False	27,138
20	9,440.5	8,998.0	442.5	4.8%	95.6	1.0%	45%	False	False	14,040
40	9,440.5	8,952.0	488.5	5.3%	84.5	0.9%	50%	False	False	7,084
60	9,440.5	8,505.0	935.5	10.2%	82.3	0.9%	74%	False	False	4,780
80	9,440.5	8,125.0	1,315.5	14.3%	77.6	0.8%	82%	False	False	3,603
100	9,440.5	8,125.0	1,315.5	14.3%	74.3	0.8%	82%	False	False	2,886
120	9,440.5	7,866.0	1,574.5	17.1%	73.1	0.8%	85%	False	False	2,408

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,963.3
2.618	9,707.0
1.618	9,550.0
1.000	9,453.0
0.618	9,393.0
HIGH	9,296.0
0.618	9,236.0
0.500	9,217.5
0.382	9,199.0
LOW	9,139.0
0.618	9,042.0
1.000	8,982.0
1.618	8,885.0
2.618	8,728.0
4.250	8,471.8

Fisher Pivots for day following 18-Dec-2013
Pivot	1 day	3 day
R1	9,217.5	9,180.8
PP	9,210.8	9,164.0
S1	9,204.2	9,147.3

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