DAX Index Future September 2014

Trading Metrics calculated at close of trading on 06-Aug-2014

Day Change Summary
	Previous	Current
	05-Aug-2014	06-Aug-2014	Change	Change %	Previous Week
Open	9,175.0	9,114.0	-61.0	-0.7%	9,650.5
High	9,239.5	9,168.5	-71.0	-0.8%	9,710.0
Low	9,080.5	9,031.0	-49.5	-0.5%	9,152.5
Close	9,192.0	9,127.5	-64.5	-0.7%	9,212.5
Range	159.0	137.5	-21.5	-13.5%	557.5
ATR	143.0	144.2	1.3	0.9%	0.0
Volume	143,390	166,027	22,637	15.8%	664,325

Daily Pivots for day following 06-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	9,521.5	9,462.0	9,203.1
R3	9,384.0	9,324.5	9,165.3
R2	9,246.5	9,246.5	9,152.7
R1	9,187.0	9,187.0	9,140.1	9,216.8
PP	9,109.0	9,109.0	9,109.0	9,123.9
S1	9,049.5	9,049.5	9,114.9	9,079.3
S2	8,971.5	8,971.5	9,102.3
S3	8,834.0	8,912.0	9,089.7
S4	8,696.5	8,774.5	9,051.9

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	11,030.8	10,679.2	9,519.1
R3	10,473.3	10,121.7	9,365.8
R2	9,915.8	9,915.8	9,314.7
R1	9,564.2	9,564.2	9,263.6	9,461.3
PP	9,358.3	9,358.3	9,358.3	9,306.9
S1	9,006.7	9,006.7	9,161.4	8,903.8
S2	8,800.8	8,800.8	9,110.3
S3	8,243.3	8,449.2	9,059.2
S4	7,685.8	7,891.7	8,905.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,607.5	9,031.0	576.5	6.3%	185.2	2.0%	17%	False	True	147,802
10	9,819.0	9,031.0	788.0	8.6%	165.1	1.8%	12%	False	True	130,054
20	9,877.0	9,031.0	846.0	9.3%	145.1	1.6%	11%	False	True	111,009
40	10,056.0	9,031.0	1,025.0	11.2%	120.2	1.3%	9%	False	True	90,747
60	10,056.0	9,031.0	1,025.0	11.2%	107.2	1.2%	9%	False	True	60,842
80	10,056.0	9,031.0	1,025.0	11.2%	113.3	1.2%	9%	False	True	45,697
100	10,056.0	8,953.5	1,102.5	12.1%	114.8	1.3%	16%	False	False	36,591
120	10,056.0	8,953.5	1,102.5	12.1%	114.0	1.2%	16%	False	False	30,500

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	39.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,752.9
2.618	9,528.5
1.618	9,391.0
1.000	9,306.0
0.618	9,253.5
HIGH	9,168.5
0.618	9,116.0
0.500	9,099.8
0.382	9,083.5
LOW	9,031.0
0.618	8,946.0
1.000	8,893.5
1.618	8,808.5
2.618	8,671.0
4.250	8,446.6

Fisher Pivots for day following 06-Aug-2014
Pivot	1 day	3 day
R1	9,118.3	9,147.0
PP	9,109.0	9,140.5
S1	9,099.8	9,134.0

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