DAX Index Future June 2014

Trading Metrics calculated at close of trading on 19-Jun-2014

Day Change Summary
	Previous	Current
	18-Jun-2014	19-Jun-2014	Change	Change %	Previous Week
Open	9,945.0	10,006.0	61.0	0.6%	10,008.0
High	10,007.0	10,024.0	17.0	0.2%	10,038.0
Low	9,921.0	9,992.5	71.5	0.7%	9,828.0
Close	9,935.5	10,005.0	69.5	0.7%	9,921.0
Range	86.0	31.5	-54.5	-63.4%	210.0
ATR	96.0	95.5	-0.5	-0.6%	0.0
Volume	84,780	12,294	-72,486	-85.5%	445,284

Daily Pivots for day following 19-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,101.7	10,084.8	10,022.3
R3	10,070.2	10,053.3	10,013.7
R2	10,038.7	10,038.7	10,010.8
R1	10,021.8	10,021.8	10,007.9	10,014.5
PP	10,007.2	10,007.2	10,007.2	10,003.5
S1	9,990.3	9,990.3	10,002.1	9,983.0
S2	9,975.7	9,975.7	9,999.2
S3	9,944.2	9,958.8	9,996.3
S4	9,912.7	9,927.3	9,987.7

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,559.0	10,450.0	10,036.5
R3	10,349.0	10,240.0	9,978.8
R2	10,139.0	10,139.0	9,959.5
R1	10,030.0	10,030.0	9,940.3	9,979.5
PP	9,929.0	9,929.0	9,929.0	9,903.8
S1	9,820.0	9,820.0	9,901.8	9,769.5
S2	9,719.0	9,719.0	9,882.5
S3	9,509.0	9,610.0	9,863.3
S4	9,299.0	9,400.0	9,805.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,024.0	9,828.0	196.0	2.0%	83.8	0.8%	90%	True	False	98,543
10	10,038.0	9,828.0	210.0	2.1%	75.7	0.8%	84%	False	False	87,956
20	10,038.0	9,692.5	345.5	3.5%	74.1	0.7%	90%	False	False	81,896
40	10,038.0	9,382.0	656.0	6.6%	98.3	1.0%	95%	False	False	91,489
60	10,038.0	9,102.5	935.5	9.4%	110.8	1.1%	96%	False	False	96,296
80	10,038.0	8,934.5	1,103.5	11.0%	119.9	1.2%	97%	False	False	77,399
100	10,038.0	8,934.5	1,103.5	11.0%	124.4	1.2%	97%	False	False	61,952
120	10,038.0	8,934.5	1,103.5	11.0%	119.3	1.2%	97%	False	False	51,650

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	19.4
Narrowest range in 83 trading days

Fibonacci Retracements and Extensions
4.250	10,157.9
2.618	10,106.5
1.618	10,075.0
1.000	10,055.5
0.618	10,043.5
HIGH	10,024.0
0.618	10,012.0
0.500	10,008.3
0.382	10,004.5
LOW	9,992.5
0.618	9,973.0
1.000	9,961.0
1.618	9,941.5
2.618	9,910.0
4.250	9,858.6

Fisher Pivots for day following 19-Jun-2014
Pivot	1 day	3 day
R1	10,008.3	9,983.8
PP	10,007.2	9,962.7
S1	10,006.1	9,941.5

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