DAX Index Future September 2014


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 10,012.5 9,935.0 -77.5 -0.8% 9,897.0
High 10,020.5 9,959.0 -61.5 -0.6% 10,056.0
Low 9,881.0 9,901.0 20.0 0.2% 9,868.5
Close 9,932.5 9,954.0 21.5 0.2% 10,006.0
Range 139.5 58.0 -81.5 -58.4% 187.5
ATR 92.3 89.9 -2.5 -2.7% 0.0
Volume 68,776 91,018 22,242 32.3% 365,729
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 10,112.0 10,091.0 9,985.9
R3 10,054.0 10,033.0 9,970.0
R2 9,996.0 9,996.0 9,964.6
R1 9,975.0 9,975.0 9,959.3 9,985.5
PP 9,938.0 9,938.0 9,938.0 9,943.3
S1 9,917.0 9,917.0 9,948.7 9,927.5
S2 9,880.0 9,880.0 9,943.4
S3 9,822.0 9,859.0 9,938.1
S4 9,764.0 9,801.0 9,922.1
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 10,539.3 10,460.2 10,109.1
R3 10,351.8 10,272.7 10,057.6
R2 10,164.3 10,164.3 10,040.4
R1 10,085.2 10,085.2 10,023.2 10,124.8
PP 9,976.8 9,976.8 9,976.8 9,996.6
S1 9,897.7 9,897.7 9,988.8 9,937.3
S2 9,789.3 9,789.3 9,971.6
S3 9,601.8 9,710.2 9,954.4
S4 9,414.3 9,522.7 9,902.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,056.0 9,881.0 175.0 1.8% 77.5 0.8% 42% False False 74,919
10 10,056.0 9,837.0 219.0 2.2% 86.1 0.9% 53% False False 58,199
20 10,056.0 9,837.0 219.0 2.2% 74.4 0.7% 53% False False 29,821
40 10,056.0 9,426.5 629.5 6.3% 88.8 0.9% 84% False False 15,139
60 10,056.0 9,113.5 942.5 9.5% 103.1 1.0% 89% False False 10,160
80 10,056.0 8,953.5 1,102.5 11.1% 111.5 1.1% 91% False False 7,647
100 10,056.0 8,953.5 1,102.5 11.1% 109.7 1.1% 91% False False 6,124
120 10,056.0 8,953.5 1,102.5 11.1% 106.3 1.1% 91% False False 5,108
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 18.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,205.5
2.618 10,110.8
1.618 10,052.8
1.000 10,017.0
0.618 9,994.8
HIGH 9,959.0
0.618 9,936.8
0.500 9,930.0
0.382 9,923.2
LOW 9,901.0
0.618 9,865.2
1.000 9,843.0
1.618 9,807.2
2.618 9,749.2
4.250 9,654.5
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 9,946.0 9,968.5
PP 9,938.0 9,963.7
S1 9,930.0 9,958.8

These figures are updated between 7pm and 10pm EST after a trading day.

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